# Commission Implementing Regulation (EU) 2017/1486 of 10 July 2017 amending Implementing Regulation (EU) 2016/2070 as regards benchmarking portfolios and reporting instructions (Text with EEA relevance) EU Regulation 2017/1486 · adopted 10 July 2017 Commission Implementing Regulation (EU) 2017/1486 of 10 July 2017 amending Implementing Regulation (EU) 2016/2070 as regards benchmarking portfolios and reporting instructions (Text with EEA relevance) PDFs: Printed copy https://openlegislation.uk/eu-regulation-2017-1486/pdf/eur_20171486_adopted_en.pdf ## Introductory text Commission Implementing Regulation (EU) 2017/1486 of 10 July 2017 amending Implementing Regulation (EU) 2016/2070 as regards benchmarking portfolios and reporting instructions (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2013/36/EU of the European Parliament and of the Council of 26 June 2013 on access to the activity of credit institutions and the prudential supervision of credit institutions and investment firms, amending Directive 2002/87/EC and repealing Directives 2006/48/EC and 2006/49/EC, and in particular the third subparagraph of Article 78(8) thereof, Whereas: (1) Commission Implementing Regulation (EU) 2016/2070 specifies the reporting requirements for institutions, enabling the European Banking Authority (EBA) and competent authorities to assess the quality of institutions' internal approaches in accordance with Article 78 of Directive 2013/36/EU. (2) Article 78(1) of Directive 2013/36/EU requires institutions to submit the calculations of their internal approaches at least annually. Since the focus of the competent authorities' assessments and of EBA's reports change over time, exposures or positions that are included in the benchmarking portfolios, and therefore in the reporting requirements, should be adapted accordingly. It is therefore necessary to amend Annexes I to VI to Implementing Regulation (EU) 2016/2070. (3) It is appropriate to provide institutions and competent authorities with adequate time to implement the amendments. (4) Institutions should be given sufficient time from the entry into force of this Regulation to report results of the benchmarking exercise to the competent authorities. As a consequence the date set out in Article 4(2) of Regulation (EU) 2016/2070 should be derogated from with respect to the reporting in 2017. (5) This Regulation is based on the draft implementing technical standards submitted by EBA to the Commission. (6) The amendments to Implementing Regulation (EU) 2016/2070 are limited in scope and impact. In accordance with Article 15(1) of Regulation (EU) No 1093/2010 of the European Parliament and of the Council, EBA has therefore not conducted any open public consultation. (7) Implementing Regulation (EU) 2016/2070 should be amended accordingly, HAS ADOPTED THIS REGULATION: ## 1 Implementing Regulation (EU) 2016/2070 is amended as follows: (a) in Article 2, point (d) is deleted; (b) Annex I is replaced by the text in Annex I to this Regulation; (c) Annex II is replaced by the text in Annex II to this Regulation; (d) Annex III is replaced by the text in Annex III to this Regulation; (e) Annex IV is replaced by the text in Annex IV to this Regulation; (f) Annex V is replaced by the text in Annex V to this Regulation; (g) Annex VI is replaced by the text in Annex VI to this Regulation. ## 2 By way of derogation from Article 4(2) of Regulation (EU) 2016/2070, an institution shall submit the information referred to in Articles 2 and 3 of that Regulation to competent authorities by 30 September 2017. ## 3 This Regulation shall enter into force on the twentieth day following that of its publication in the Official Journal of the European Union. ## Signature This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 10 July 2017. For the Commission The President Jean-Claude Juncker ## Annex I ‘ANNEX I Definition of Supervisory Benchmarking portfolios LOW DEFAULT EXPOSURES TEMPLATES Template number Template code Name of the template /group of templates Short name 101 C 101.00 Definition of Low Default Portfolio counterparties LDP Counterparties 102 C 102.00 Definition of Low Default Portfolios LDP Portfolios 103 C 103.00 Definition of High Default Portfolios HDP Portfolios C 101.00 — Definition of Low Default Portfolio counterparties Counterparty code Legal entity identifier (LEI) Credit register code Commercial register code ISIN code Bloomberg ticker Name Geographical area Portfolio name Sector of the counterparty Type of exposures Type of facility Type of risk Regulatory approach 010 020 030 040 050 060 070 080 090 100 110 120 130 140 LC_0000001_CT_FIRB 1040 58237v 0296104D AV EQUITY ALPINE Bau GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000002_CT_FIRB 5299005VO3GJ18GL5F14 8670870 310593f AMAG Austria Metall AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000003_CT_FIRB 549300VZKC61IR5U8G96 26972 50935f AT0000730007 ANDR AV EQUITY ANDRITZ AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000004_CT_FIRB 529900LMTI8YSE62EI88 LHA GF Equity AUSTRIAN AIRLINES AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000005_CT_FIRB 5299004QD601B8U1HD44 131830 109445z Austrian Gaming Industries GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000006_CT_FIRB 529900J7EWWGQ375DL84 2410 53507m AVL List GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000007_CT_FIRB 226424 58036y Bauunternehmung Granit Gesellschaft m.b.H. 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AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000036_CT_FIRB 1216520 106825x Management Trust Holding Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000037_CT_FIRB 529900JYVV57QBKV9G11 1991078 35673k MFC Commodities GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000038_CT_FIRB 529900WFARKZGRCQ8652 MONTANA TECH COMPONENTS GMBH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000039_CT_FIRB 213800CUWJ54846X6779 1760513 40450k Montanwerke Brixlegg Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000040_CT_FIRB 529900UUANUJ60MNMX97 71396w 7716424Z AV EQUITY ÖBB — Infrastruktur Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000041_CT_FIRB 529900UOHXZ1BIORCV04 6467385 248742y ÖBB-Personenverkehr Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000042_CT_FIRB 529900B76VL5KG71J029 6515541 250198p ÖBB-Postbus GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000043_CT_FIRB 529900UZY47TEIFNF978 6496644 249666g ÖBB-Produktion Gesellschaft mbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000044_CT_FIRB 549300V62YJ9HTLRI486 93363z AT0000743059 OMV AV EQUITY OMV Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000045_CT_FIRB 3512231 154148p Österreichische Bundesforste AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000046_CT_FIRB 529900IFAV83BX8O1O91 526819 33393h AT0000758305 PAL AV EQUITY PALFINGER AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000047_CT_FIRB 957313 115289v QuadraCir AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000048_CT_FIRB 5299000HTNHA5ACH9N32 1074393 56247t 495680Z AV EQUITY Red Bull GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000049_CT_FIRB 529900ENFTO28GS3KF76 1813722 78563i Rohöl-Aufsuchungs Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000050_CT_FIRB 5299005U4ZMMSYUJ5G02 7113951 267218v ROXCEL Handelsgesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000051_CT_FIRB 5493000C4S664YT7T556 38229 51350s Salzburg AG für Energie, Verkehr und Telekommunikation AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000052_CT_FIRB 549300XBCUMUR5CI0181 Sappi Papier Holding GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000053_CT_FIRB 5299002XAOMQWAIZMA51 271020 128056v Schmid Industrieholding G.m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000054_CT_FIRB 52990021T5LVTQOGSU18 39594 60562m Siemens Aktiengesellschaft Österreich AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000055_CT_FIRB 52990020WIPPT0HC0V31 Steinhoff Europe AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000056_CT_FIRB 529900TYYSRJH2VJSP60 421065 88983h AT000000STR1 STR AV EQUITY Strabag SE AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000057_CT_FIRB 529900BTWJ6SISLJ5854 5880980 235264b SWARCO AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000058_CT_FIRB 529900SCL1LJL8PZNI48 501247 83175t Swietelsky Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000059_CT_FIRB 529900V54UV5XQUK5S85 FN155563W TKA AV Equity Telekom Finanzmanagement GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000060_CT_FIRB 529900OOW8ELHOXWZP82 UN9 GS Equity UNIQA Insurance Group AG AT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000061_CT_FIRB 549300IFXHQIB5POT565 3734340 162844b VAMED ENGINEERING GmbH & CO KG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000062_CT_FIRB 5299006UDSEJCTTEJS30 45926 76023z AT0000746409 VER AV EQUITY VERBUND AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000063_CT_FIRB 529900ZAXBMQDIWPNB72 2147807 66209t AT0000937503 VOE AV EQUITY voestalpine AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000064_CT_FIRB 5299008VQJD65XCUPR16 1134770-5 HRA661038 6830553Z AV EQUITY Voith Turbo GmbH & Co. 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BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000099_CT_FIRB 201775 COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000100_CT_FIRB 213800DMG7PUQHINO388 BE 0401641663 Louis Delhaize — Compagnie franco-belge d'Alimentation BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000101_CT_FIRB 255648 DOD BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000102_CT_FIRB 1145532 EDIFICIO BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000103_CT_FIRB T0YOOBZO4L6YAD6SAV65 14206 403170701 ELEB BB EQUITY ELECTRABEL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000104_CT_FIRB 549300JC3HI3K7ZSYU66 1329681 ELEM BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000105_CT_FIRB 549300S1MP1NFDIKT460 BE 0476388378 ELI BB Equity ELIA SYSTEM OPERATOR BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000106_CT_FIRB 5493001XW6MSHRMFLU28 ENI GY Equity eni finance international SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000107_CT_FIRB 549300VO7PUETX031S03 10309 BE 0860004176 ETEXCO SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000108_CT_FIRB 13771 ETS DE SIMONE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000109_CT_FIRB 52990053AH5LF0YZWD07 Euler Hermes Europe BE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000110_CT_FIRB 549300D80RYON74MEJ03 18181 EURN BB EQUITY Euronav NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000111_CT_FIRB 8RDWFWPP4PLMZ5PPQH32 Fluxys G SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000112_CT_FIRB 25281 G EN J VASTGOED BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000113_CT_FIRB 65807 HOET TRUCKING & RENTING BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000114_CT_FIRB 549300M48VNC2Z0MDG47 71844 HOTTLET FROZEN FOODS BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000115_CT_FIRB 549300GR6U0KHJD7DG07 IKEA SERVICE CENTRE N.V. BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000116_CT_FIRB 84089 INTERNATIONAL ORE ET FERTILIZER BELGIUM BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000117_CT_FIRB 85640 JEAN WAUTERS-ACIERS SPECIAUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000118_CT_FIRB 111717 M.G.S. BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000119_CT_FIRB 5493004FKZI586397240 Magotteaux International SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000120_CT_FIRB 549300Q80KFPKZC6BQ79 144096 MENOUQUIN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000121_CT_FIRB 166601 N.V BESIX S.A BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000122_CT_FIRB 5493002HHHFTG6G3BG36 BE 0431676229 OME BB EQUITY OMEGA PHARMA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000123_CT_FIRB 168945 OPIO BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000124_CT_FIRB 192350 PHARMACIES SERVAIS BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000125_CT_FIRB 54930064JCEXFA8M0W31 202291 BE 0405747040 PRAYON BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000126_CT_FIRB 204834 PRO CONCEPT M P J BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000127_CT_FIRB 549300NMIBTX17HWF142 233001 RARE GEMS BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000128_CT_FIRB 549300X72GEQB1X8K911 247664 ROULARTA MEDIA GROUP BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000129_CT_FIRB 529900PY79CWSUGVK810 249233 S.A. CORMAN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000130_CT_FIRB 549300O3VKWJUM16UI64 257312 SAMIR GEMS BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000131_CT_FIRB 213800WWE8U6DC99NP03 SCR Sibelco NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000132_CT_FIRB 257564 SEADCO BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000133_CT_FIRB 213800WDGKCVWZAN1N02 1051701 465409265 0790057D BB EQUITY SILFIN NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000134_CT_FIRB 294964 SOBEMO BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000135_CT_FIRB 302642 SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000136_CT_FIRB 549300BB5CXGL9YV0D53 303429 SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000137_CT_FIRB 303783 SOCIETE D'APPLICATIONS ET DE TRAVAUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000138_CT_FIRB 549300MMVL80RTBP3O28 556814 SOLB BB EQUITY Solvay SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000139_CT_FIRB 923107 TEAM KALORIK GROUP BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000140_CT_FIRB 549300ZKLIF7RP6EH823 BE 0412101728 TESB BB EQUITY Tessenderlo Chemie BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000141_CT_FIRB 953398 TEX ALLIANCE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000142_CT_FIRB 1044409 TOP-TEX BENELUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000143_CT_FIRB 2138008J191VLSGY5A09 UCB BB EQUITY UCB SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000144_CT_FIRB 529900F3AIQECS8ZSV61 UMI BB EQUITY Umicore SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000145_CT_FIRB 5493008MCDJ4Y6D5SI04 1113512 UNISTEEL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000146_CT_FIRB 1140588 UNIVERSITE LIBRE DE BRUXELLES BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000147_CT_FIRB 549300TRHV6F6IE14H93 1159858 BE 0404060032 Van Hool nv BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000148_CT_FIRB 1231271 VASTGOED MANAGEMENT ASSOCIATIE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000149_CT_FIRB 529900RAZGQHX0VFTK05 Volkswagen Group Services S.A. BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000150_CT_FIRB 549300NWW2UDYHH65J03 1911623 WILDO PROPERTIES BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000151_CT_FIRB 5299007TSQVOLXOABA65 1364744 ZF WIND POWER ANTWERPEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000152_CT_FIRB 4P8GJCF52NVFW7UL4C95 18630 ACE US Equity ACE Tempest Reinsurance Ltd. BM Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000153_CT_FIRB 549300J3KKX1PEJGDW36 ACGL US Equity Arch Reinsurance Ltd. BM Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000154_CT_FIRB UNZWILHE4KMRP9K2L524 34678 NCLH UW Equity NCL Corporation Ltd. BM Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000155_CT_FIRB V5EGRCZCH7FN6WX41891 OEH UN Equity Orient-Express Hotels Ltd. BM Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000156_CT_FIRB 549300F7ZDOIMR4PZW67 IPG US Equity Pacnet Limited BM Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000157_CT_FIRB V7TL7UQFHNWUEMDZ3X02 RNR US Equity Renaissance Reinsurance Ltd. BM Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000158_CT_FIRB 5493008CA3NMHYEVT131 VimpelCom Ltd. BM Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000159_CT_FIRB BMG455841020 HAL TRUST BM Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000160_CT_FIRB 5493001QYTIDILBVYO18 Companhia Brasileira de Aluminio BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000161_CT_FIRB 549300TH5Q6VRP8OT012 ABI LI Equity Companhia de Bebidas das Americas (AmBev) BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000162_CT_FIRB 549300EM51WYXFHUY333 Embraer S.A. BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000163_CT_FIRB FIBR3 BZ EQUITY Fibria Celulose SA BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000164_CT_FIRB 5493000J801JZRCMFE49 XPBR SQ Equity Petroleo Brasileiro S.A. — PETROBRAS BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000165_CT_FIRB VALE5 BZ EQUITY Vale SA BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000166_CT_FIRB LXVM6T3LO7QIZ8LUZ688 Votorantim Cimentos S.A. BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000167_CT_FIRB 55S3547PRDP469JRO238 2880814 AGU CT Equity Agrium Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000168_CT_FIRB 4B4HI3CGXMBDC0G6BM51 AC/A CT Equity Air Canada CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000169_CT_FIRB 549300OSW32RVX8CCZ87 ANCUF PQ Equity Alimentation Couche-Tard Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000170_CT_FIRB DR5LKEURSR8SXLM64266 7501889 ALA CT Equity AltaGas Ltd. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000171_CT_FIRB 0O4KBQCJZX82UKGCBV73 ABX CN EQUITY Barrick Gold Corp CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000172_CT_FIRB 5493001I9203PRB5KR45 BCE CT Equity BCE Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000173_CT_FIRB 549300VPM8ERH1Q42198 Bell Canada CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000174_CT_FIRB W7L3VLU8EHQY34Z36697 BBD/B CN EQUITY Bombardier Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000175_CT_FIRB 36ZUFRRMJERSM4Q0S289 746053 BPO CT Equity Brookfield Office Properties Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000176_CT_FIRB 3SU7BEP7TH9YEQOZCS77 CNI UN Equity Canadian National Railway Company CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000177_CT_FIRB 5493008IGIA1HJMDJS40 1722453 CNQ CT Equity Canadian Natural Resources Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000178_CT_FIRB NXIVWPYOIVYXFF6WCZ47 CVE CN EQUITY Cenovus Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000179_CT_FIRB 549300WSRCZY73ZG3090 00326711660005 CGI GROUP INC. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000180_CT_FIRB XYSIJOU3HNVROZWNA008 UFS CT Equity Domtar Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000181_CT_FIRB 98TPTUM4IVMFCZBCUR27 ENB CN EQUITY Enbridge Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000182_CT_FIRB CZ72ZHBVKZXQRV3XFE26 ECA CN EQUITY Encana CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000183_CT_FIRB 549300679TRDUXPT7415 206654303 EPCOR Utilities Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000184_CT_FIRB I2YOHH65IBBT53JFYQ52 G CT Equity Goldcorp Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000185_CT_FIRB B1EEF6ML54YDWRC6ZK53 2015335496 Harvest Operations Corp. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000186_CT_FIRB 549300UEBMAQDN0K0R06 K CN EQUITY Kinross Gold Corp CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000187_CT_FIRB 95RWVLFZX6VGDZNNTN43 MG CN EQUITY Magna International Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000188_CT_FIRB 6Q7WW7FQZR6X22IL2I79 Nexen Energy ULC CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000189_CT_FIRB 549300O4ZJZZOHH4H804 3572862 NBD CT Equity Norbord Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000190_CT_FIRB 5493007M1XGU5E55ZJ25 NOVA Chemicals Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000191_CT_FIRB 549300HDLRTPBQU69P29 BIN CT Equity Progressive Waste Solutions Ltd. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000192_CT_FIRB 549300A0QNNPY14D9106 SCC CT Equity Sears Canada Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000193_CT_FIRB 3XCBVWUPHGBZ5GF7TY15 SU CN EQUITY Suncor Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000194_CT_FIRB NQWTWUIL1PK7V7N5Y468 TLM CN EQUITY Talisman Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000195_CT_FIRB T8KI5SQ2JRWHL7XY0E11 TCK/B CN EQUITY Teck Resources Ltd [Ex-Teck Cominco Ltd] CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000196_CT_FIRB YHKQM2RIPKZYOZ6RVZ46 TK US Equity Teekay Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000197_CT_FIRB L2TEUTQ8OSHMJWVLCE40 T CT Equity TELUS Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000198_CT_FIRB 549300561UZND4C7B569 884903 TOC GF Equity Thomson Reuters Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000199_CT_FIRB HJZQGXYTVV2NWJZLPW74 TOM GY Equity Toyota Credit Canada Inc. CA Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000200_CT_FIRB 5BV01I6231JPDAPMGH09 TRP UN Equity TransCanada PipeLines Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000201_CT_FIRB PRAQ4VOSFIK7OQ8Z2512 4406354 VALE3 BS Equity Vale Canada Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000202_CT_FIRB WT03B8BB1IX8WI9ZGV02 Vermilion Energy Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000203_CT_FIRB 549300WHE4O6UJ2KU013 Yamana Gold Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000204_CT_FIRB 5493003DNMEAO1DT3F51 ABBN VX EQUITY ABB Ltd [Asea Brown Boveri] CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000205_CT_FIRB NI14Y5UMU60O7JE9P611 ADEN VX EQUITY Adecco SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000206_CT_FIRB 549300Q3WREIMQYFBC20 0170576D SW EQUITY Ameropa AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000207_CT_FIRB 5493007KVRV2OKRXFA55 CH-020.3.035.716-8 AML LN Equity Amlin AG CH Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000208_CT_FIRB 529900H7ZPIGI2U3CJ14 AXPO TRADING AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000209_CT_FIRB 213800Y5RWKLDPUTT265 BARN SW EQUITY Barry Callebaut AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000210_CT_FIRB 529900UPDCU6WEL7W167 BALN VX Equity Basler Versicherung AG CH Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000211_CT_FIRB 2816554-6 HRB54517 DE000DCAG010 7705815Z SW EQUITY DEMAG CRANES AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000212_CT_FIRB 5493002MXX2JLKWLE880 567151Z SW EQUITY Duferco SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000213_CT_FIRB 549300I08UA8SMJON743 CH-270.3.002.354-9/ DUFN EB Equity Dufry international AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000214_CT_FIRB 549300ADLU67CYBFIW70 CH-645.1.008.684-9 Elsevier Finance SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000215_CT_FIRB 529900Y8BGAFVVVYVN24 GATE SE Equity gategroup Holding AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000216_CT_FIRB 213800SVRMQA1TD91D41 GIVN VX Equity Givaudan SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000217_CT_FIRB 213800PSSU2QXF1WLR89 GLEN LN EQUITY Glencore International AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000218_CT_FIRB 549300DHSS9U1QKJZG57 KvK 34275373 0000 1002136Z SW EQUITY GUNVOR INTERNATIONAL BV CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000219_CT_FIRB 529900EHPFPYHV6IQO98 HOLN VX EQUITY Holcim Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000220_CT_FIRB 529900Q0YED3805QXQ66 KUEHNE AND NAGEL INTERNATIONAL AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000221_CT_FIRB 52990074N8ID7UPV7A95 LIEBHERR-INTERNATIONAL AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000222_CT_FIRB 549300EFW4H2TCZ71055 Lonza Group AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000223_CT_FIRB KY37LUS27QQX7BB93L28 CH-550.0.067.293-5 CH0038863350 NESN.VX NESTLE SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000224_CT_FIRB 529900I2PEF1FN6N6723 2284161Z SW EQUITY Nord Stream AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000225_CT_FIRB NOVN VX EQUITY Novartis AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000226_CT_FIRB 549300HUJ5CJUX02RS52 OMV SUPPLY & TRADING AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000227_CT_FIRB 5299002JRTT699WFOV74 OMYA (Schweiz) AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000228_CT_FIRB 549300HMJAFUW4NSKI73 Paul Reinhart AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000229_CT_FIRB ROG VX EQUITY Roche Holding Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000230_CT_FIRB 529900PTQ0Z1J44SHZ08 CH-100.3.010.656-7 STLN SE Equity SCHMOLZ + BICKENBACH AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000231_CT_FIRB 549300R3N69ECGYPU434 SIK IX Equity Sika AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000232_CT_FIRB 213800Z8NOHIKRI42W10 NL0000226223 STM FP EQUITY STMICROELECTRONICS NV CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000233_CT_FIRB 5493000KUC3Z24U77V93 SLHN VX Equity Swiss Life Holding AG CH Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000234_CT_FIRB 5493005SL9HHOXS3B739 CHE-102.753.938 SCMN VX Equity Swisscom AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000235_CT_FIRB 549300HTOMQG20JYV568 SYNN VX Equity Syngenta AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000236_CT_FIRB KSVC38RP5WL6C6LJGG03 TYC US Equity Tyco International Ltd. CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000237_CT_FIRB 549300VBJS7MG74G2H60 Weatherford International Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000238_CT_FIRB WOS LN EQUITY Wolseley Plc CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000239_CT_FIRB XTA LN EQUITY Xstrata Plc CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000240_CT_FIRB 50ZCTKCMUDIABGHX3R52 Zurich Insurance Company CH Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000241_CT_FIRB 549300IF4IFG0FS0RM26 AESGENER CC Equity AES Gener S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000242_CT_FIRB 549300NLTGCFV7482429 CENCOSUD CC Equity Cencosud S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000243_CT_FIRB 549300YP3P0JZBLIV197 EMPRESA NACIONAL DEL PETROLEO CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000244_CT_FIRB 549300G475ACIABB4385 USG49215AA73 CMPC CC Equity Inversiones CMPC S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000245_CT_FIRB 549300HX3UUDPEFTG707 LAN CC Equity Latam Airlines Group S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000246_CT_FIRB 549300RUPF4SKMJPUR70 BLT LN Equity Minera Escondida Limitada CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000247_CT_FIRB 600031 CH EQUITY Sany Heavy Industry Co Ltd CN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000248_CT_FIRB A25574TZFLBNK7NWQT47 PRE CT Equity Pacific Rubiales Energy Corp. CO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000249_CT_FIRB 724500JV0VHPRVANL538 5778 ANN4327C1220 HUNTER DOUGLAS NV CW Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000250_CT_FIRB 213800MRTA64ULUE9919 CARBO ONE LIMITED CY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000251_CT_FIRB 549300OEZB4GETCGFX34 GUNVOR GROUP LTD CY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000252_CT_FIRB 549300IVA1PZNX2MN285 0163947D CY EQUITY Mercuria Energy Group Ltd CY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000253_CT_FIRB 2138001LK2Z2HSER4U15 PRS NO EQUITY PROSAFE CY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000254_CT_FIRB 31570010000000137835 1131604 29287391 ALTA, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000255_CT_FIRB 31570010000000116592 657856 25572881 ARMATURY Group a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000256_CT_FIRB 31570010000000075367 765380 28402758 BAK stavební společnost, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000257_CT_FIRB 31570010000000115525 834699 46504940 Cerea, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000258_CT_FIRB 31570010000000034336 1023328 70994226 České dráhy, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000259_CT_FIRB 315700CTFRL3U2DNMO58 633919 25085689 CETELEM ČR, a.s. CZ Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000260_CT_FIRB 529900S5R9YHJHYKKG94 CZ0005112300 CEZ CP EQUITY CEZ a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000261_CT_FIRB 315700XJHXU2PD40RU82 865668 48589837 DEKTRADE a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000262_CT_FIRB 529900C5PL4JGDILRZ94 837043 46678468 HOCHTIEF CZ a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000263_CT_FIRB 31570010000000099520 644725 25322257 IMOS Brno, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000264_CT_FIRB 31570010000000032687 1086806 931 METALIMEX a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000265_CT_FIRB 315700JDC49X4VSP6Z49 601013 14915 Metrostav a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000266_CT_FIRB 31570066GBSS7JYFEL35 817880 45193592 MJM Litovel a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000267_CT_FIRB 31570010000000120084 832322 46342796 OHL ŽS, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000268_CT_FIRB 31570010000000009116 699640 26463318 OTE, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000269_CT_FIRB 31570010000000026285 671247 25860038 Pars nova a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000270_CT_FIRB 315700LTSCT2O45NWM28 805950 43873189 PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000271_CT_FIRB 31570010000000115622 817271 45148155 Primagra, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000272_CT_FIRB 549300KL08IFWLTWLQ52 691287 26271303 Skanska a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000273_CT_FIRB 529900I8XOZDM4ZQSQ21 1025Z CP EQUITY Skoda Auto A.S. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000274_CT_FIRB 31570010000000031135 923751 62623753 ŠKODA TRANSPORTATION a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000275_CT_FIRB 213800Z39ZW4XHAAUA27 725860 27195147 SMP CZ, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000276_CT_FIRB 3157004ICDH3MRKW7534 889798 60193336 Telefónica Czech Republic, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000277_CT_FIRB 31570010000000055191 617997 18050646 TŘINECKÉ ŽELEZÁRNY, a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000278_CT_FIRB 3157007C98ILJK5ST356 609769 15886492 UniCredit Leasing CZ, a.s. CZ Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000279_CT_FIRB 315700EFFOU65ETZ0V16 886003 531766 UNISTAV a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000280_CT_FIRB 31570010000000001356 672337 25877950 VÍTKOVICE HEAVY MACHINERY a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000281_CT_FIRB 31570010000000003490 710607 26823357 VÍTKOVICE POWER ENGINEERING a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000282_CT_FIRB 31570010000000015033 697350 26415623 W.A.G. payment solutions, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000283_CT_FIRB 5493005KH7FO1T5TMX47 1236614-2 ASG GY Equity AachenMuenchener Lebensversicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000284_CT_FIRB 549300JSX0Z4CW0V5023 1319784-3 ADIDAS AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000285_CT_FIRB 549300X1WWPGMS47QQ72 1215807-7 ASG GY Equity Advocard Rechtsschutzversicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000286_CT_FIRB 529900SO83U6ISM6DL85 2832395-4 HRA36525B ALBA Group plc & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000287_CT_FIRB 529900K9B0N5BT694847 1100627-7 ALV GY Equity Allianz SE DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000288_CT_FIRB 529900C058B9OTVFTU36 2033673-1 HRB98981 ASKLEPIOS KLINIKEN GMBH HAMBURG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000289_CT_FIRB 549300FJWANEIJ25D318 1545974-6 Atlas Copco Energas GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000290_CT_FIRB 529900YNBT62HCUPRG10 1106210-6 AUGUST STORCK KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000291_CT_FIRB 5299005SHIN9ZK7GW242 1124841-6 HRB1775 DE0006766504 NDA GY EQUITY Aurubis AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000292_CT_FIRB 529900PXZU3YHO6HMD80 1130123-1 Axel Springer SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000293_CT_FIRB 529900AJX4TCFW0QT666 1104883-2 B. Braun Melsungen Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000294_CT_FIRB 529900PM64WH8AF1E917 1102017-9 HRB6000 DE000BASF111 BAS GR EQUITY BASF SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000295_CT_FIRB 529900XMQYET3NBF2363 2192515-1 HRB101375 DE0005168108 B5A GY EQUITY Bauer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000296_CT_FIRB 549300J4U55H3WP1XT59 1109561-9 BAYN GY EQUITY Bayer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000297_CT_FIRB YEH5ZCD6E441RHVHD759 1103190-3 BMW GY EQUITY Bayerische Motoren Werke AG [BMW AG] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000298_CT_FIRB 529900SM0FDLLYATXU36 1103233-1 BAYWA AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000299_CT_FIRB 5299001BUUGXAREGE533 1103821-3 BTG GR EQUITY Bertelsmann SE & Co. KGaA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000300_CT_FIRB 529900H0HULEN2BZ4604 1114115-7 BWMAHRB710296 GBF GY Equity Bilfinger SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000301_CT_FIRB 529900XBEZ2EYI9ZOV89 3010079-6 BMG Rights Management GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000302_CT_FIRB 529900FOTM78R9Q9NY89 1163617-2 HRB75534 2340173Z GR EQUITY BOSCH UND SIEMENS HAUSGERATE GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000303_CT_FIRB NNROIXVWJ7CPSR27SV97 2926464-5 BNR GY EQUITY Brenntag AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000304_CT_FIRB 529900OQDCYXCLQOAY53 1105482-2 Burda Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000305_CT_FIRB 5299000XH7YX33EJZP65 2730972-3 CARL ZEISS AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000306_CT_FIRB 52990076MX7KD2XYCH67 1111099-6 HRB9517 DE000CLS1001 CLS1 GY EQUITY Celesio AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000307_CT_FIRB 529900O4ND7T8ABIXF67 1235957-6 Claas Kommanditgesellschaft auf Aktien mbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000308_CT_FIRB 529900A7YD9C0LLXM621 1106273-4 HRB3527 DE0005439004 CON GY EQUITY CONTINENTAL AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000309_CT_FIRB 2294277Z GR EQUITY Coutinho & Ferrostaal GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000310_CT_FIRB 5299007VZZKH65OCN774 2781995-2 Cronimet Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000311_CT_FIRB 5299008ODF4EFHRI0G60 2402196-6 HRB8957 7097181Z GR EQUITY CWS-boco International GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000312_CT_FIRB 5299005LEM60UYKU5235 1106512-5 DACHSER Group SE & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000313_CT_FIRB 529900R27DL06UVNT076 2344103-3 HRB19360 DAI GR EQUITY Daimler AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000314_CT_FIRB 5299006S0UKN6D9ZP412 2451917-5 DB NETZ AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000315_CT_FIRB 529900I2DLZPTFPENJ05 1106744-4 DEHNER GMBH & CO KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000316_CT_FIRB 5299005A2ZEP6AP7KM81 2537834-0 ANN GF Equity Vonovia SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000317_CT_FIRB 52990063S23N13HU4E98 1818189-1 HRB50000B DBHN GR EQUITY DEUTSCHE BAHN AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000318_CT_FIRB 529900PH63HYJ86ASW55 1107110-7 HRB2168 LHA GY EQUITY DEUTSCHE LUFTHANSA AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000319_CT_FIRB 52990063W8KQHQMF4M43 2623414-6 DPW GF Equity Deutsche Post Finance B.V. DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000320_CT_FIRB 529900ITHU5Y51F1S257 1107106-5 DEUTSCHE SPARKASSEN LEASING AG & CO KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000321_CT_FIRB 549300V9QSIG4WX4GJ96 2185287-6 HRB6794 DTE GY EQUITY DEUTSCHE TELEKOM AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000322_CT_FIRB 529900KSWLV9JYE7NC83 2095980-5 HRB34977 DFS Deutsche Flugsicherung GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000323_CT_FIRB 529900QTO8D2QK2TJG32 1107340-0 Diehl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000324_CT_FIRB 529900Y1AT9MQF6UYT42 2836050-1 HRB203044 DMK DEUTSCHES MILCHKONTOR GMBH BREMEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000325_CT_FIRB 529900YZNQ3MUUZ02M47 1117002-4 HRB242 Douglas Holding AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000326_CT_FIRB 5299004W7VTLPROHR533 1125242-6 HRA8242 DR AUGUST OETKER KG BIELEFELD DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000327_CT_FIRB 529900EWEX125AULXI58 3008027-9 PAH3 GY EQUITY Dr Ing HCF Porsche AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000328_CT_FIRB 5493005UFVHY0PPNKD75 1107708-8 HRB7903HL DE0005550602 DRW3 GY EQUITY Drägerwerk AG & Co. KGaA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000329_CT_FIRB 52990076FKBR9THZ8C62 2779318-1 DYWIDAG-Systems International GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000330_CT_FIRB 529900Z8W8S8J1P7U364 1105067-1 HRA9905 E BREUNINGER GMBH CO STUTTGART DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000331_CT_FIRB Q9MAIUP40P25UFBFG033 1134262-3 HRB22315 EOAN GY EQUITY E.ON SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000332_CT_FIRB 5299000MT7P9STUCL908 1137158-0 Ed. Züblin Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000333_CT_FIRB 529900JSFZ4TS59HKD79 2331844-7 EBK GR EQUITY Energie Baden-Wurttemberg AG [EnBW] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000334_CT_FIRB 549300OQ94C7KRGGC351 2177540-8 ASG GY Equity Envivas Krankenversicherung AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000335_CT_FIRB 529900G1B8AXELNRG982 ALV GY Equity Euler Hermes Deutschland AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000336_CT_FIRB 41GUOJQTALQHLF39XJ34 1518676-0 154407Z GR EQUITY Evonik Industries AG (Evonic) DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000337_CT_FIRB 529900L64X6KZZW19R71 1108854-9 4501Z GR EQUITY EWE AG [Energieversorgung Weser-Ems] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000338_CT_FIRB 529900D7N2PTTZWFWN57 2579145-0 F.S. Fehrer Automotive GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000339_CT_FIRB 529900EI7R9SCEJP4T76 1109776-3 00311027000005 FERROSTAAL GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000340_CT_FIRB 529900WBP9HFX10RKB30 1110203-5 FLUGHAFEN MUNCHEN GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000341_CT_FIRB 529900VHM89GUAJ1RK35 1114926-7 HRB25 1048Z GR EQUITY FRANZ HANIEL & CIE GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000342_CT_FIRB 5299001ERX0K10IZUL40 1110198-7 FRAPORT AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000343_CT_FIRB XDFJ0CYCOO1FXRFTQS51 1110492-4 HRB11852 DE0005785604 FRE GY EQUITY FRESENIUS SE & CO. KGAA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000344_CT_FIRB 5299006NS9FCLFHZVL76 1578686-6 HRB714579 Freudenberg SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000345_CT_FIRB 529900KXMB40SPYJD743 2052428-6 HRB36569B 7013717Z GR EQUITY GAZPROM Germania GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000346_CT_FIRB 549300PHUU0ZZWO8EO07 1122951-5 GEA GR EQUITY GEA Group AG [Global Engineering Alliance] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000347_CT_FIRB 529900JGEOQMCDYOK785 1135188-9 Gelsenwasser AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000348_CT_FIRB 529900F916IVP0TJZK88 1051383-6 HRA11722 GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000349_CT_FIRB 5299006GD4UWSYZOKC28 2877346-3 HRB56040 GXI GY Equity Gerresheimer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000350_CT_FIRB 529900OJM5EX75OD8032 1113335-2 Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000351_CT_FIRB 529900K6BWO03KP4GU58 1113443-4 Giesecke & Devrient Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000352_CT_FIRB 529900J0V7C8Z8MLN980 2943243-2 Gigaset Communications GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000353_CT_FIRB 529900LPAX2H9S4NKU05 1215951-3 Gothaer Finanzholding AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000354_CT_FIRB 529900F4P4RV4Z50PI82 1114066-2 HRB527 GROSSKRAFTWERK MANNHEIM AG MANNHEIM DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000355_CT_FIRB HD52L5PJVBXJUUX8I539 2294348-4 HPL GR EQUITY Hapag-Lloyd AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000356_CT_FIRB 5299007CE1VJWKM99H49 1130882-2 HRB2680KI 4729Z GR EQUITY Hauptgenossenschaft Nord AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000357_CT_FIRB 529900MKHOFQI4A0XC48 2873755-9 HAWE Hydraulik SE DE Large corporate sample non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000358_CT_FIRB 52990022107L9199GO56 2588017-0 HDI Versicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000359_CT_FIRB 529900755OZXM37H4975 1115355-8 Heckler & Koch GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000360_CT_FIRB LZ2C6E0W5W7LQMX5ZI37 1126630-1 HRB330082 DE0006047004 HEI GY EQUITY HEIDELBERGCEMENT AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000361_CT_FIRB 529900ZM98OISTG16932 1115394-7 HDD GY Equity Heidelberger Druckmaschinen AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000362_CT_FIRB 529900PLX4ADJFWIY024 1135805-8 2550Z GR EQUITY Hella KGaA Hueck & Co DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000363_CT_FIRB 52990027B9ARY5AC8476 1115622-1 HELM AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000364_CT_FIRB 549300VZCL1HTH4O4Y49 1115688-2 HRB4724 DE0006048408 HEN3 GY EQUITY HENKEL AG & CO. KGAA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000365_CT_FIRB 5493007EO7JOPWXHBJ27 1740986-3 HRB3364 Heraeus Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000366_CT_FIRB 529900BVZYMVDRRSXY68 1306869-7 HRB390485 3540636Z GR EQUITY HERRENKNECHT AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000367_CT_FIRB 529900O7US4NP0J6XD12 1179777-6 HETTICH HOLDING GMBH & CO OHG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000368_CT_FIRB 529900Y25S8NZIYTT924 1116241-9 HOT GY EQUITY Hochtief AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000369_CT_FIRB 5299008WW53GLXRORN29 1350826-2 HRB2311 HBM GY Equity Hornbach-Baumarkt-AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000370_CT_FIRB 529900LFVU534EBRXD13 1104693-5 HUGO BOSS AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000371_CT_FIRB TSI2PJM6EPETEQ4X1U25 2443536-4 IFX GY Equity Infineon Technologies AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000372_CT_FIRB 529900FFRTWZQXTTUB07 1193155-7 7573220Z GR EQUITY Intersnack Knabber-Gebäck GmbH & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000373_CT_FIRB 529900DJMOF0DTSWHO38 2850239-1 HRB40163 JUWI AG WÖRRSTADT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000374_CT_FIRB 529900YURAYD4IJX2J91 1128982-4 HRB2669 SDF GY Equity K+S Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000375_CT_FIRB 1AW6P2GG0FOINEBZUQ05 VOD LN Equity Kabel Deutschland Vertrieb und Service GmbH. DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000376_CT_FIRB 529900WFRVF4SQ2EV734 1121308-9 HRA102851 509821Z GR EQUITY Kaufland Stiftung & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000377_CT_FIRB 529900CQ31CN6GV5LL52 2821686-9 NRWDUHRB20486 KCO GY Equity Kloeckner & Co. S.E. DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000378_CT_FIRB 5299001GRRO0Z25YZT52 1130169-4 Knorr-Bremse AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000379_CT_FIRB 529900IQ90WSXBWSTD78 1131272-5 KOENIG & BAUER AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000380_CT_FIRB 529900LUYJ0V8SOOT260 1173404-3 HRA4415 3612759z gr equity KRAFTVERKEHR NAGEL GMBH & CO. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000381_CT_FIRB 529900MAU9591GT2S236 2849255-1 KraussMaffei Technologies GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000382_CT_FIRB 529900NY2GSZWWUBW049 1120219-9 KRONES Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000383_CT_FIRB 529900BVAET534PD7C28 1119133-5 HRB21016 DE0006292006 KSB3 GY EQUITY KSB Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000384_CT_FIRB 529900VPRFDDIN7BE119 1117324-2 HRB22709 IWKG IX Equity KUKA AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000385_CT_FIRB 529900FR2K4P9L9XLV21 1119187-1 KWS SAAT SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000386_CT_FIRB 529900PTLRE72EMYIJ77 2451186-7 HRB53652 LXS GF Equity Lanxess AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000387_CT_FIRB 5299002HNCMIUBHOMK35 1121223-0 HRB202 DE0005408884 LEO GY EQUITY Leoni AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000388_CT_FIRB 529900EW0ZH7KAZ11H71 1797294-4 Lidl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000389_CT_FIRB WTV8QGD5UD7MMD4HS345 1121375-8 LIN GY Equity Linde AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000390_CT_FIRB 529900SL1W4KHVE18T81 1121582-9 LOHMANN + Co. AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000391_CT_FIRB 52990098TR1QJBWIYG58 1147145-5 MAHLE GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000392_CT_FIRB 52990018UPG26YRFSM46 1122332-8 HRB179426 DE0005937007 MAN GR EQUITY MAN SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000393_CT_FIRB 5299009Z8B0YE4ECMJ92 1044964-3 Media-Saturn Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000394_CT_FIRB 5299009WLGROB3HKM878 1522457-9 MEGGLE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000395_CT_FIRB 529900OAREIS0MOPTW25 2198479-4 HRB6164 MRK GF Equity Merck KGaA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000396_CT_FIRB 5299001X9L42HXEBCZ51 1188960-7 MEO GY EQUITY Metro AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000397_CT_FIRB 529900JAY79MT50JBH87 MEYER WERFT GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000398_CT_FIRB 213800E45LWMBVNF3R85 3052190-0 NRWGRHRB8959 MNDI LN Equity Mondi Consumer Packaging International AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000399_CT_FIRB 529900807L67JY81RD65 2755947-5 MTX GY Equity MTU Aero Engines AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000400_CT_FIRB 529900ISR2VNZV1C0T93 1182822-5 MVV Energie AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000401_CT_FIRB 529900UXIUW801PQDI37 2597701-8 N-ERGIE AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000402_CT_FIRB 529900HVDYCUWVD0OE76 2551585-9 NORDEX SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000403_CT_FIRB 549300UH52ZS8O00MO03 1125476-0 Osram GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000404_CT_FIRB 529900LMI5FN0KFOE272 1125552-8 HRA62024 OTVR GR EQUITY OTTO (GMBH & CO.KG) DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000405_CT_FIRB 529900ELIX8Z8PQ6CU28 2593300-3 PAPIERFABRIK PALM GMBH & CO.KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000406_CT_FIRB 529900HT3KJHBHNHDT64 1397102-3 HRB6100 259743Z GR EQUITY PERI GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000407_CT_FIRB 52990037VWJGYKGP9877 1131747-6 HRA3551 2590Z GR EQUITY PHOENIX Pharmahandel GmbH & Co KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000408_CT_FIRB 5299008XQJHPTOF8R354 2696731-5 241336g 661074Z GR EQUITY Porsche Corporate Finance GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000409_CT_FIRB 529900NY0WWQUKOMWQ37 2399699-4 PSM GY EQUITY ProSiebenSat 1 Media SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000410_CT_FIRB 529900Z5KBA9KJP6EK09 1196360-0 R+V Versicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000411_CT_FIRB 5299001OU9CSE29O6S05 1127893-4 RHM GY EQUITY Rheinmetall AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000412_CT_FIRB 529900F0LT5OP4SV6122 1104684-4 Robert Bosch GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000413_CT_FIRB 529900BZ1C5S5WQENF25 2820967-4 HRB721056 ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000414_CT_FIRB 529900GB7KCA94ACC940 2531238-0 HRB14525 DE0007037129 RWE GY EQUITY RWE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000415_CT_FIRB 529900Q5SR06C5T8NO26 1128992-3 HRB8372 7015557Z GR EQUITY Salzgitter Mannesmann Handel GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000416_CT_FIRB 529900D6BF99LW9R2E68 1308819-0 SAP GY EQUITY SAP SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000417_CT_FIRB 529900JL0HDVGZMUJF32 3043578-8 Schaeffler Verwaltung Zwei GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000418_CT_FIRB 529900D8QMD1LL0E2393 2800313-5 Schletter GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000419_CT_FIRB 529900DG0F6AGQAP6N55 1131407-7 55234831 SCHOLZ Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000420_CT_FIRB 5299009QTM3SJL9BNR19 2209676-2 Schott AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000421_CT_FIRB 529900ZCRUJ3J5PYWX81 2577577-6 RPW GR EQUITY SENVION GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000422_CT_FIRB 52990038IB31TYK07X63 1129569-8 SGL GY Equity SGL Carbon SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000423_CT_FIRB W38RGI023J3WT1HWRP32 1129508-6 HRB12300B SIE GY EQUITY Siemens Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000424_CT_FIRB 529900M1LIO0SLOBAS50 1532176-3 HRB1562 DE0003304002 SOW GY EQUITY Software AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000425_CT_FIRB 549300WM0X4AUT710770 3278292-2 Springer Science+Business Media Deutschland GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000426_CT_FIRB 529900FMTTLMH0P0DL10 1473528-6 STADA Arzneimittel Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000427_CT_FIRB 549300YTRYZPM57T3319 1132051-2 STADTWERKE HANNOVER AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000428_CT_FIRB 529900QOJGJ2975GD560 2971375-7 Stahlgruber Otto Gruber AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000429_CT_FIRB 5299003M4PGUGL48LS74 3094881-4 Styrolution Group GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000430_CT_FIRB 529900Y2V1QWBDCBT818 2653119-4 Südwestdeutsche Medien Holding GmbH DE Large corporate sample non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000431_CT_FIRB 529900S8QNB101D40S72 1130211-4 SZU GY EQUITY Sudzucker AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000432_CT_FIRB 529900D82I6R9601CF26 2819960-2 HRB200436 SYMRISE AG HOLZMINDEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000433_CT_FIRB 529900P710MOUBKZDL27 2269857-5 HEESHRB85143 Techem GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000434_CT_FIRB 529900COI81IT9N2Y682 3009289-4 HRB180660 THÜGA HOLDING GMBH + CO KGAA MÜNCHEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000435_CT_FIRB 549300UDG16DOYUPR330 2411649-3 HRB9092 DE0007500001 TKA GR EQUITY THYSSENKRUPP AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000436_CT_FIRB 529900JBK6KNC4HSW032 1672825-5 Tönnies Holding GmbH & Co. KG DE Large corporate sample non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000437_CT_FIRB 52990021AYVJLL2XMK94 2182800-9 HRB16654 7010965Z GR EQUITY TRIMET ALUMINIUM SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000438_CT_FIRB 529900SL2WSPV293B552 1126744-0 TUI1 GY EQUITY TUI AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000439_CT_FIRB 3VEKWPJHTD4NKMBVG947 2353095-9 United Internet AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000440_CT_FIRB XQMNIROSQAS7Y9TT7I97 NRWKOHRA24116 LBTYA UW Equity Unitymedia Hessen GmbH & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000441_CT_FIRB 529900I1IDJLEXFUYN67 3340688-5 WELTBILD GMBH & CO. KG, AUGSBURG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000442_CT_FIRB 529900AGED6PJE9AVL37 3185940-8 Vier Gas Transport GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000443_CT_FIRB 52990023338VFV5AIN59 1134669-9 HRA3389 VIESSMANN WERKE GMBH CO KG ALLENDORF DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000444_CT_FIRB W24EDTPHEV8NJOD4FA29 1627667-7 VNG-Verbundnetz Gas Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000445_CT_FIRB 5299004TYSI0Z73QUE46 1227804-0 HRB725621 Voith GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000446_CT_FIRB 529900NNUPAGGOMPXZ31 1134796-0 VOW3 GY EQUITY Volkswagen AG [VW] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000447_CT_FIRB 0NURKC5Q3CJYZPPK5046 1134904-0 WACKER CHEMIE AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000448_CT_FIRB 529900KKY5IMBX35M241 2679160-8 HRB7736 Wasser und Gas Westfalen GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000449_CT_FIRB 529900KQ44OJDIDU6J81 1135571-6 WEPA Hygieneprodukte GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000450_CT_FIRB 5299006E92R0717GXP27 3189637-6 HRA16706 0892272D GR EQUITY WINGAS GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000451_CT_FIRB 529900A8LX4KL0YUTH71 2543621-3 WDI GY Equity Wirecard AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000452_CT_FIRB 529900CAYOWB8YIG7X25 1136858-6 ZF FRIEDRICHSHAFEN AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000453_CT_FIRB 549300D2K6PKKKXVNN73 22756214 DK0010244425 MAERSKB DC EQUITY A.P.Møller-Mærsk A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000454_CT_FIRB 63965812 A/S SCHOUW & CO DK Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000455_CT_FIRB 549300ADWYS7RRJ8BG19 14244441 Aalborg Portland A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000456_CT_FIRB 549300Y047DQV30CKT47 49723911 ABENA HOLDING A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000457_CT_FIRB 549300PLP6WVTICKLD32 10526949 ALM. BRAND FORSIKRING A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000458_CT_FIRB 529900IJ6T4P1O10R377 25313763 ARLA FOODS A.M.B.A DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000459_CT_FIRB 25511484 Atea A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000460_CT_FIRB 213800KB128IK92MCD10 44782510 AVK Holding A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000461_CT_FIRB 2138009LJ6FGTV868W59 22069519 BYGMA GRUPPEN A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000462_CT_FIRB 5493008YL42784DMWN61 25508343 DK0010181676 CARLB DC EQUITY Carlsberg Breweries A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000463_CT_FIRB 27626904 Catering Engros A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000464_CT_FIRB 213800JF2XSR5NXGL660 12760043 Cheminova A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000465_CT_FIRB 549300MKPW8ZF3E8MW37 28318677 Chr. Hansen Holding A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000466_CT_FIRB 213800AWZ8U3FVALIO26 26259495 Coop Danmark A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000467_CT_FIRB 213800UW822WLK2HZF47 Copenhagen Airports Denmark ApS DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000468_CT_FIRB 529900BWY373HVUNIC90 28527411 Dagrofa ApS DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000469_CT_FIRB 13878595 Dagrofa S-Engros A/S (Foodservice) DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000470_CT_FIRB 213800FJJH5XFNFIAK90 23256118 Damstahl A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000471_CT_FIRB 5493007I2KABJNYPD639 20165715 DANFOSS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000472_CT_FIRB 59789317 Danish Agro A.M.B.A DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000473_CT_FIRB 21380063C9WS18D6WJ21 26121264 Danish Crown A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000474_CT_FIRB 2138007QUZXQLFGCSV45 24246930 DANSK LANDBRUGS GROVVARESELSKAB A DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000475_CT_FIRB 549300FQY6MX8USM0112 35954716 4166777Z DC EQUITY Dansk Supermarked A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000476_CT_FIRB 549300JUFTJMOTC28B39 28113951 Danske Commodities A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000477_CT_FIRB 213800ZCQ8X5QYJWVQ60 42344613 Det Danske Hedeselskab DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000478_CT_FIRB 549300JZVW1Y1UZ5UK38 14194711 DFDS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000479_CT_FIRB W9NG6WMZIYEU8VEDOG48 36213728 DONG Energy A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000480_CT_FIRB 529900X41C0BSLK67H70 58233528 DK0060079531 DSV DC EQUITY DSV A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000481_CT_FIRB 213800K83X1E9HF1MD69 55828415 DT Group A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000482_CT_FIRB 529900C0U279ORGJC950 45349918 Ecco Sko A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000483_CT_FIRB 213800Z47P2HZJKJSK23 75272014 EGM. INT. HOLD A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000484_CT_FIRB 549300JN1F17UXJMM315 17225898 ENERGI DANMARK A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000485_CT_FIRB 5299003X050CWGDW1Z87 Energinet.dk SOV DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000486_CT_FIRB 213800MXXDGQ3ITPXI41 58180912 DK0010234467 FLSMIDTH & CO. A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000487_CT_FIRB 549300036WZGCBDPDZ92 GF-Forsikring A/S (Unsolicited Ratings) DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000488_CT_FIRB 5493006R4KC2OI5D3470 56759913 H. Lundbeck A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000489_CT_FIRB 213800HTGI1CTA7CKP20 34728712 Hedegaard A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000490_CT_FIRB 213800NLXK98F6PC2R37 ISS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000491_CT_FIRB 549300RIPHN847476O42 J. LAURITZEN A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000492_CT_FIRB 54930032G32N1F8JBV10 KIRKBI INVEST A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000493_CT_FIRB UGKYQUOFW6QSIS3P4P93 47458714 LEGO DC EQUITY LEGO System A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000494_CT_FIRB 52990077KVK7QCK2NG31 56759514 LEO PHARMA A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000495_CT_FIRB 529900B5B2U7TIJN7757 MONJASA A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000496_CT_FIRB 213800WNLA5AH3U4WI67 12562233 MT HØJGAARD A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000497_CT_FIRB 549300UQ0QRC1KXGRE08 20293195 NEAS Energy A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000498_CT_FIRB 10845858 Nellemann Holding A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000499_CT_FIRB 529900197LKWCEQ0NL18 62725214 NKT HOLDING A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000500_CT_FIRB 2138007XB7AUOGS4N159 11142141 NORDIC SEAFOOD A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000501_CT_FIRB 2138005ON7KF6M74P542 81203113 Nordisk Dæk Import A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000502_CT_FIRB 549300DAQ1CVT6CXN342 NOVOB DC Equity Novo Nordisk A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000503_CT_FIRB 529900T6WNZXD2R3JW38 10007127 NOVOZYMES A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000504_CT_FIRB 213800LALFCP5FJXW153 62497718 Nowaco A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000505_CT_FIRB 213800PRY3GUP6B5GG04 39170418 OK A.m.b.A. DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000506_CT_FIRB 213800RE7TE67AUCJS21 11369677 Polar Seafood Denmark DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000507_CT_FIRB 213800QRC7LNX935OZ09 54879415 Rockwool International A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000508_CT_FIRB 42997811 SANISTÅL A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000509_CT_FIRB 549300M5XVDYG4I7CC28 14049673 Scan Global Logistics DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000510_CT_FIRB 5299003KG4JS99TRML67 31080185 SCANDINAVIAN TOBACCO GROUP A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000511_CT_FIRB 529900N96EOVRB114D28 14773908 DK0060228559 TDC DC EQUITY TDC A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000512_CT_FIRB 549300ZSIJREG4GDWJ45 Topdanmark A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000513_CT_FIRB 213800A5UXABGUQ3PX11 22460218 TORM A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000514_CT_FIRB 213800BIA5L8OPBER229 Tryg Forsikring A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000515_CT_FIRB 213800O8J7U9F8Q8VQ80 Tryg Garantiforsikring A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000516_CT_FIRB 14003606 Tulip Food Company A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000517_CT_FIRB 54930026SJ2OBLO6M470 25481968 Verdo A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000518_CT_FIRB 549300DYMC8BGZZC8844 00311171460005 VESTAS WIND SYSTEMS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000519_CT_FIRB 213800RM6L9LN78BVA56 71186911 WILLIAM DEMANT HOLDING A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000520_CT_FIRB 5493005044RTLQ5RZU70 Eesti Energia AS EE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000521_CT_FIRB 549300YENFNR57ZJ3X76 ABENER ENERGIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000522_CT_FIRB 8ZQH7RR6DBQZIX8PEQ84 ESA41002288 A41002288 ABG/P SM EQUITY ABENGOA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000523_CT_FIRB 549300GKFVWI02JQ5332 ESA08209769 A08209769 ABE SM EQUITY ABERTIS INFRAESTRUCTURAS SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000524_CT_FIRB 54930002KP75TLLLNO21 ESA31768138 A31768138 ANA SM EQUITY ACCIONA ENERGIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000525_CT_FIRB 95980020140005558665 ESA28004885 A28004885 ACS SM EQUITY Actividades de Construccion y Servicios SA [ACS Group] ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000526_CT_FIRB 213800NKU21ZN7P7RT54 ESA84409408 A84409408 AMS SM EQUITY Amadeus IT Group SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000527_CT_FIRB ESA26019992 A26019992 0468005D SM EQUITY AQUALIA GESTION INTEGRAL DEL AGUA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000528_CT_FIRB 95980020140005491929 A78839271 A3M ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000529_CT_FIRB 549300MXEGOT8MV1B924 ESA62186556 A62186556 ONO SM EQUITY CABLEUROPA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000530_CT_FIRB 549300CGERG48M7P5E96 CENTROS COMERCIALES CARREFOUR S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000531_CT_FIRB ESA46146387 A46146387 0612929D SM EQUITY COBRA INSTALACIONES Y SERVICIOS SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000532_CT_FIRB ESA20001020 A20001020 CAF SM EQUITY CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000533_CT_FIRB 95980020140005319366 ESA48012009 A48012009 OLE SM EQUITY DEOLEO SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000534_CT_FIRB 54930063C6K2TNFL6H10 DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000535_CT_FIRB ESA15139314 A15139314 DRC SM EQUITY DRAGADOS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000536_CT_FIRB 529900U1P1JEV71EBO44 ESA28006104 A28006104 4367465Z SM EQUITY EADS CONSTRUCCIONES AERONAUTICAS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000537_CT_FIRB 95980020140005374753 ESA28017895 A28017895 1082z sm equity EL CORTE INGLES S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000538_CT_FIRB 95980020140005491250 A48027056 ENO ELECNOR S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000539_CT_FIRB 213800VIN4XHLVFIOE10 A86484334 ENG SQ Equity Enagas Transportes, S.A.U. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000540_CT_FIRB 549300LHK07F2CHV4X31 ESA28023430 A28023430 ELE SM EQUITY ENDESA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000541_CT_FIRB 95980020140005732198 ESCAL UGS S L ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000542_CT_FIRB 95980020140005757903 ESA81939209 A81939209 FER SM EQUITY Ferrovial SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000543_CT_FIRB 95980020140005178328 ESA28037224 A28037224 FCC SM EQUITY FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000544_CT_FIRB 549300CKUXDA0CKRQJ56 ESA80477144 A80477144 GAM SM EQUITY GAMESA ENERGIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000545_CT_FIRB TL2N6M87CW970S5SV098 ESA08015497 A08015497 GAS SM EQUITY GAS NATURAL S.D.G. S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000546_CT_FIRB 95980020140005484363 ESB48943864 B48943864 495294Z SM EQUITY GESTAMP AUTOMOCION S L ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000547_CT_FIRB ESA58389123 A58389123 GRF SM EQUITY GRIFOLS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000548_CT_FIRB 213800OILC5Q9AR63B63 A09092305 Grupo Antolin-Irausa, S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000549_CT_FIRB ESA84173947 A84173947 1234Z SM EQUITY GRUPO ISOLUX CORSAN SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000550_CT_FIRB 5QK37QC7NWOJ8D7WVQ45 ESA48010615 A48010615 IBE SM EQUITY Iberdrola SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000551_CT_FIRB 549300GEL7LRGKK0DG70 Iberia Lineas Aereas de Espana S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000552_CT_FIRB GGYEFW27TI7Q3C3XB343 INDUSTRIA DE DISEÑO TEXTIL S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000553_CT_FIRB 95980020140005007414 INMOBILIARIA COLONIAL SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000554_CT_FIRB 549300D4HOJHH0LSET81 ESA41694266 A41694266 4516287Z SM EQUITY INSTALACIONES INABENSA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000555_CT_FIRB 95980020140005317620 ISOLUX INGENIERIA, S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000556_CT_FIRB 95980020140005606874 IZASA DISTRIBUCIONES TECNICAS S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000557_CT_FIRB 529900S4UWJNVO9LEH81 A60195278 4374129Z LIDL SUPERMERCADOS S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000558_CT_FIRB UIUPNLHSQI58ZL7O2J82 A78346558 MAP SQ Equity Mapfre Re, Compania de Reaseguros, S.A. ES Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000559_CT_FIRB 95980020140005021479 ESA79075438 A79075438 MEDIASET ESPAÑA COMUNICACION S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000560_CT_FIRB ESA78304516 A78304516 MEL SM EQUITY Melia Hotels International SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000561_CT_FIRB 95980020140005311703 NAVANTIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000562_CT_FIRB 95980020140005395317 ESA48010573 A48010573 OHL SM EQUITY OBRASCON HUARTE LAIN S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000563_CT_FIRB ESA36603587 A36603587 PVA SM EQUITY PESCANOVA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000564_CT_FIRB 549300N94L4D5NDBFG97 ESA28430882 A28430882 PROSEGUR COMPAÑIA DE SEGURIDAD S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000565_CT_FIRB 54930070W8XSY31XK130 ESA78003662 A78003662 REE SM EQUITY Red Electrica de Espana SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000566_CT_FIRB BSYCX13Y0NOTV14V9N85 A78374725 ES0273516007 REP GY Equity Repsol, S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000567_CT_FIRB ESA08000820 A08000820 DMM XT EQUITY S A DAMM ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000568_CT_FIRB 549300QHD5DP0GOPGX63 SOVENA ESPANA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000569_CT_FIRB 213800JEZBUPZKWJGF49 ESA28092583 A28092583 TRE SM EQUITY TECNICAS REUNIDAS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000570_CT_FIRB 549300EEJH4FEPDBBR25 KvK 24269798 0000 TEF SM EQUITY TELEFONICA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000571_CT_FIRB ESA08356727 A08356727 TST SM EQUITY TESTA INMUEBLES EN RENTA S.A. ES Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000572_CT_FIRB 549300FM9ZIJB5FCS825 TWINS ALIMENTACION SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000573_CT_FIRB 95980020140005462150 ESA79524054 A79524054 571979Z URBASER S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000574_CT_FIRB 5299008CBH6EAEH1VZ37 ESA28293348 A28293348 WORLD DUTY FREE GROUP S.A.U., ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000575_CT_FIRB 743700FHGZEV5UGCB005 FI0009010391 AHL1V FH EQUITY Ahlstrom Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000576_CT_FIRB 529900Q14KI1SCMIMO82 Bayer Nordic SE FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000577_CT_FIRB 5493002B0GOVF42KWX33 Cargotec Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000578_CT_FIRB 549300P8N0P6KDGTJ206 XS0946179529 TY2 GS Equity Citycon OYJ FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000579_CT_FIRB 743700TU2S3DXWGU7H32 0116510-6 XS0973806861 EIA GM Equity Elisa Corporation FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000580_CT_FIRB 7437006ZZI1F7CUA5518 Fingrid Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000581_CT_FIRB 213800SB6EOB8SSK9W63 FI0009003230 FIA1S FH EQUITY Finnair Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000582_CT_FIRB 743700BKTW4EQIVKYY42 FI0009000400 FIS1V FH EQUITY Fiskars Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000583_CT_FIRB 635400IUIZZIUJSAMF76 FI0009007132 FUM1V FH EQUITY Fortum Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000584_CT_FIRB 74370031Y7RK5H88CQ48 FI0009004824 KRA1V FH EQUITY Kemira Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000585_CT_FIRB 743700OX6HSVMCAHPB95 KESKO OYJ FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000586_CT_FIRB 2138001CNF45JP5XZK38 1927400-1 HRB57225 KC4 GR EQUITY Kone GmbH FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000587_CT_FIRB 2138007FRMWVPUDCMA45 FI0009007835 MEO1V FH EQUITY Metso Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000588_CT_FIRB 5493009GY1X8GQ66AM14 FI0009013296 NES1V FH EQUITY Neste Oil Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000589_CT_FIRB 549300A0JPRWG1KI7U06 FI0009000681 NOK1V FH EQUITY Nokia Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000590_CT_FIRB 743700YQIO8Y4L4WKR40 Nokian Renkaat Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000591_CT_FIRB 74370061PO7C10E3PA54 Norilsk Nickel Harjavalta Oy FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000592_CT_FIRB 5493009YRUJJDCFF0R80 FI0009002422 OUT1V FH EQUITY Outokumpu Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000593_CT_FIRB 549300R0VN9C371W0E07 FI0009014575 OTE1V FH EQUITY Outotec Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000594_CT_FIRB 743700X6KUJ0Z8GJIF03 POHJOLAN VOIMA OY FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000595_CT_FIRB 743700CIR72J2LJZO637 Ramirent Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000596_CT_FIRB 743700XJC24THUPK0S03 FI0009007694 SAA1V FH EQUITY Sanoma Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000597_CT_FIRB 743700IFQI6W89M1IY95 STOCKMANN OYJ ABP FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000598_CT_FIRB 7437000ZP669LKUTZ738 STERV FH EQUITY Stora Enso Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000599_CT_FIRB 743700LQ48IZBTZN4S52 0196656-0 XS1043513529 Teollisuuden Voima Oyj(TVO) FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000600_CT_FIRB 743700PKLY067IZIF588 Tikkurila Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000601_CT_FIRB 213800EC6PW5VU4J9U64 FI0009005987 UPM1V FH EQUITY UPM-Kymmene Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000602_CT_FIRB 743700G7A9J1PHM3X223 FI0009003727 WRT1V FH EQUITY Wärtsilä Oyj Abp FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000603_CT_FIRB 549300TLDC3IQX97WU26 Wihuri Packaging Oy FI Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000604_CT_FIRB 529900M13GM4VSTE6W80 YIT Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000605_CT_FIRB 969500QZC2Q0TK11NV07 AC FP EQUITY Accor SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000606_CT_FIRB 969500PJMBSFHYC37989 ADP FP Equity Aeroports de Paris S.A. (ADP) FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000607_CT_FIRB 969500AQW31GYO8JZD66 FR0000031122 AIR FRANCE -KLM FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000608_CT_FIRB 969500MMPQVHK671GT54 AI FP EQUITY Air Liquide SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000609_CT_FIRB 969500RAZNDFVFATTJ14 ALCATEL LUCENT INTERNATIONAL FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000610_CT_FIRB 969500CCRD8GYWLG6R54 542019096 FR0000130007 ALU FP EQUITY Alcatel Lucent S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000611_CT_FIRB 969500TZFFAS8XMVPQ44 ALALF UV Equity ALCATEL-LUCENT SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000612_CT_FIRB 549300W64S5Q0I46LK20 ALSTOM HOLDINGS SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000613_CT_FIRB 96950032TUYMW11FB530 ALO FP EQUITY Alstom SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000614_CT_FIRB 9695007B0RXQCHHTGR34 305207169 AREVA FP EQUITY AREVA NC FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000615_CT_FIRB 96950026BLIV09FMSM49 AKE FP EQUITY Arkema Group SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000616_CT_FIRB ATO FP EQUITY Atos Origin SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000617_CT_FIRB 213800U12KWYZEECZ934 572139996 ASF FP EQUITY AUTOROUTES DU SUD DE LA FRANCE SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000618_CT_FIRB 9695002SV2VP9CU42826 ARR FP EQUITY Autoroutes Paris-Rhin-Rhone SA [APRR] FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000619_CT_FIRB F5WCUMTUM4RKZ1MAIE39 AXA SA FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000620_CT_FIRB 969500MOCLNQFNZN0D63 572015246 EN LI Equity BOUYGUES SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000621_CT_FIRB 96950077L0TN7BAROX36 CAP FP EQUITY Cap Gemini Sogeti SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000622_CT_FIRB 549300B8P6MUJ1YWTS08 CA FP EQUITY Carrefour SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000623_CT_FIRB 969500VHL8F83GBL6L29 554501171 FR0000125585 CO FP EQUITY CASINO GUICHARD — PERRACHON FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000624_CT_FIRB 9695001K81BDUET02H66 CGM FP EQUITY Cegedim SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000625_CT_FIRB 969500FCVQ5SLAAUJV59 GA S1 Equity CGG FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000626_CT_FIRB 969500WESYQMQ1F2C272 CHRISTIAN DIOR FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000627_CT_FIRB 969500BZJ49IICIBZZ08 CMA CGM S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000628_CT_FIRB 969500QKVPV2H8UXM738 CNP FP Equity CNP Assurances FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000629_CT_FIRB 213800CP8292W9E8LJ69 552115891 DG FP Equity Cofiroute FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000630_CT_FIRB 969500DZBBMYHB8NAM93 552025314 FR0000121634 RE FP EQUITY COLAS SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000631_CT_FIRB NFONVGN05Z0FMN5PEC35 SGO FP EQUITY Compagnie de Saint-Gobain SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000632_CT_FIRB 549300SOSI58J6VIW052 ML FP EQUITY Compagnie Generale des Etablissements Michelin SCA [CGEM] FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000633_CT_FIRB 969500D8BWYH453FLN28 CRISTAL UNION FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000634_CT_FIRB 85OKW2SW05RZFQS1W718 JJ FP EQUITY Crown European Holdings SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000635_CT_FIRB 969500H6VMRN7AY1ZU14 441133808 85117Z FP EQUITY DCNS FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000636_CT_FIRB 9695006LOD5B2D7Y0N70 EDEN FP Equity Edenred S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000637_CT_FIRB FR0000130452 FGR FP EQUITY Eiffage SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000638_CT_FIRB 549300X3UK4GG3FNMO06 FR0010242511 EDF FP EQUITY Electricite de France SA [EDF] FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000639_CT_FIRB 9695001HM585I0NEI780 380543678 Elior FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000640_CT_FIRB 549300LUH78PG2MP6N64 Eramet SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000641_CT_FIRB 549300M3VH1A3ER1TB49 712049618 FR0000121667 EI FP EQUITY ESSILOR INTERNATIONAL FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000642_CT_FIRB 529900HC20ELW4B6XI30 Euler Hermes France FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000643_CT_FIRB 52990087UKA0U2TO8412 352383715 117052Z FP EQUITY EUROCOPTER SAS FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000644_CT_FIRB MINO79WLOO247M1IL051 EAD FP Equity European Aeronautic Defence & Space Co NV [EADS] FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000645_CT_FIRB 549300MCOOY1V7P2PG30 ETL FP Equity Eutelsat S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000646_CT_FIRB 969500WASBF8AZP8TC02 323288563 FR0000053142 LEY FP EQUITY FAIVELEY TRANSPORT FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000647_CT_FIRB 969500F0VMZLK2IULV85 FR0000121147 EO FP EQUITY Faurecia S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000648_CT_FIRB 969500UPKU9VF8XAEU18 775625767 1044Q FP EQUITY FINANCIERE AGACHE SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000649_CT_FIRB 969500P8M3W2XX376054 Fonciere des Regions FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000650_CT_FIRB 969500MCOONR8990S771 FTE FP EQUITY France Telecom SA / Orange SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000651_CT_FIRB 5493005GNGE7UFJCIL03 FBEL FP EQUITY Fromageries Bel SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000652_CT_FIRB 969500YWO65OHPVAHN71 GALERIES LAFAYETTE FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000653_CT_FIRB LAXUQCHT4FH58LRZDY46 FR0010208488 GSZ FP EQUITY GDF Suez SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000654_CT_FIRB 5299007I0OJCYZX6IL07 GEA Batignolles Technologies Thermiques SAS FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000655_CT_FIRB 9695003E4MMA10IBTR26 592014476 Gecina FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000656_CT_FIRB 9695004TMMZ3JBKJO332 377791967 UG FP Equity GIE PSA Tresorerie FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000657_CT_FIRB 969500ASEC557H5A4F22 476180625 Groupe Auchan S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000658_CT_FIRB 969500KMUQ2B6CBAF162 BN FP EQUITY Groupe Danone SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000659_CT_FIRB 969500O3KMCBQT8KGK58 Groupe Soufflet SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000660_CT_FIRB 969500FY5T5MLH4G9A95 RIA FP EQUITY Groupe Steria SCA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000661_CT_FIRB 969500LYSYS0E800SQ95 408168003 Holding Bercy Investissement SCA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000662_CT_FIRB 969500I3QVK40XEORU25 495137077 HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000663_CT_FIRB 969500UDH342QLTE1M42 582074944 FR0000035081 ICAD FP EQUITY ICADE FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000664_CT_FIRB 969500FZ9BTRZS3JNB97 342376332 FR0004035913 ILD FP EQUITY ILIAD FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000665_CT_FIRB 54930075MZSSIB2TGC64 449354224 FR0000120859 NK FP EQUITY IMERYS S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000666_CT_FIRB 9695002OY2X35E9X8W87 Ipsos SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000667_CT_FIRB 549300ORN5E1P46ATH26 440413730 IT IM Equity Italcementi Finance S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000668_CT_FIRB 9695009KV7AFPDEI5S30 DEC FP EQUITY JCDecaux SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000669_CT_FIRB 549300VGEJKB7SVUZR78 552075020 PP IM Equity Kering S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000670_CT_FIRB 969500PB4U31KEFHZ621 780152914 Klepierre S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000671_CT_FIRB 969500L0T16HX3R78P61 La Mondiale FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000672_CT_FIRB 9695000YG7TR7PAP0L59 222691Z FP EQUITY La Poste [France] FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000673_CT_FIRB 969500O558W10MK2JF76 Labco SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000674_CT_FIRB 549300DNNL29KCEPRZ85 FR0000120537 LG FP EQUITY Lafarge SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000675_CT_FIRB 969500VX2NV2AQQ65G45 MMB FP EQUITY Lagardere SCA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000676_CT_FIRB 969500TJLHIZLFRWEQ48 FR0010307819 LR FP EQUITY Legrand FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000677_CT_FIRB 969500C0B8YR7HT3OM14 221202Z FP EQUITY Limagrain SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000678_CT_FIRB 529900JI1GG6F7RKVI53 FR0000120321 OR FP EQUITY L'Oréal FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000679_CT_FIRB IOG4E947OATN0KJYSD45 MC FP EQUITY LVMH Moet Hennessy Louis Vuitton SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000680_CT_FIRB MDCA FP EQUITY Medica France SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000681_CT_FIRB 969500081CGAXB7YS433 424064707 Mercialys FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000682_CT_FIRB 969500DZ56QVIKRIU954 Monoprix SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000683_CT_FIRB 96950015FU78G84UIV14 NEX FP EQUITY Nexans SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000684_CT_FIRB 549300DMQNOND6LEVJ13 Novacap SA FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000685_CT_FIRB 969500CDLQKYAR1PT761 NutriXo SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000686_CT_FIRB 969500SHDTSMKBXKKO85 Oberthur Technologies S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000687_CT_FIRB 52990097YFPX9J0H5D87 FR0000120693 RI FP EQUITY PERNOD RICARD S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000688_CT_FIRB 969500TZ5950IT5FPQ42 UG FP EQUITY Peugeot SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000689_CT_FIRB 969500C0PA29TV19CT55 221410Z FP EQUITY Picard Surgeles SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000690_CT_FIRB PP FP EQUITY Pinault Printemps Redoute SA [PPR] FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000691_CT_FIRB 2138004KW8BV57III342 FR0000130577 PUB FP EQUITY Publicis Groupe SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000692_CT_FIRB 969500AI7V5V0J9TOU58 RAL FP EQUITY Rallye SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000693_CT_FIRB 5493004V6A3Z027YT216 RCO FP Equity Remy Cointreau S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000694_CT_FIRB 969500F7JLTX36OUI695 FR0000131906 RNO FP EQUITY RENAULT S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000695_CT_FIRB 969500VZN4KDEZ14C105 412280737 224063Z FP EQUITY RESEAU FERRE DE FRANCE FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000696_CT_FIRB 969500N6AVPA51648T62 RXL FP Equity Rexel SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000697_CT_FIRB 969500FO141C5967KC72 Roquette Freres FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000698_CT_FIRB 969500JRJW0K2ET1UP76 444619258 226514Z FP EQUITY RTE EDF TRANSPORT SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000699_CT_FIRB 969500UIC89GT3UL7L24 SAF FP EQUITY Safran SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000700_CT_FIRB 549300E9PC51EN656011 395030844 SAN FP Equity SANOFI S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000701_CT_FIRB 969500A1YF1XUYYXS284 SU FP EQUITY Schneider Electric SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000702_CT_FIRB 96950056ULJ4JI7V3752 SCR FP Equity SCOR SE FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000703_CT_FIRB 969500WP61NBK098AC47 SK FP EQUITY SEB SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000704_CT_FIRB 969500KDAUM9TYWQTR36 470801168 286575Z FP EQUITY SOC NATIONALE IMMOBILIERE FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000705_CT_FIRB 969500LCBOG12HXPYM84 SW FP EQUITY Sodexho Alliance SA [Sodexo] FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000706_CT_FIRB 9695005U38X1SF184325 552028425 QS3 GF Equity Solocal Group FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000707_CT_FIRB 969500VEVOWR22R2YR86 9876578Z FP Equity Sonepar SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000708_CT_FIRB 969500A4MXJ3ESPHK698 552049447 224507Z FP EQUITY STE NATIONALE DES CHEMINS DE FER FRANCAIS FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000709_CT_FIRB 9695001UJ7FMZ37G6N39 572119550 593377Z FP EQUITY SUCRES ET DENREES FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000710_CT_FIRB 9695002EVBYM5B2OIP31 4699377Z FP Equity Tarkett SAS FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000711_CT_FIRB 969500NQMNC0PVUY8V74 TEC FP EQUITY Technip SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000712_CT_FIRB 529900FNDVTQJOVVPZ19 HO FP EQUITY Thales SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000713_CT_FIRB 542051180 FR0000120271 FP FP EQUITY TOTAL SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000714_CT_FIRB 969500BWNQ1B0PI06I59 492520333 Tyrol Acquisition 2 SAS FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000715_CT_FIRB 969500SHQITWXSIS7N89 682024096 FR0000124711 UL NA EQUITY UNIBAIL RODAMCO SE FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000716_CT_FIRB 5493006IH2N2WMIBB742 FR FP Equity Valeo S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000717_CT_FIRB 969500P2Q1B47H4MCJ34 VK FP EQUITY Vallourec SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000718_CT_FIRB 969500LENY69X51OOT31 VIE FP EQUITY Veolia Environnement SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000719_CT_FIRB 9695009YI1863TOVDP79 Vicat SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000720_CT_FIRB 213800WFQ334R8UXUG83 DG FP EQUITY Vinci SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000721_CT_FIRB 969500FU4DRAEVJW7U54 VIV FP EQUITY Vivendi SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000722_CT_FIRB 969500M98ZMIZYJD5O34 572174035 MF FP Equity Wendel FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000723_CT_FIRB 969500SFFMSIHH11UO32 ZC FP EQUITY Zodiac Aerospace SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000724_CT_FIRB 549300MJIRPTCHAYW359 7847174 ABP Finance Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000725_CT_FIRB 213800B4XZJ3ZDM7CL47 AFR LN Equity Afren plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000726_CT_FIRB 2138003R7TGCSVF27H47 SC177553 GB00B4WQ2Z29 AGK LN Equity AGGREKO PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000727_CT_FIRB 213800HPMHRN3PT62M97 06279732 0807384D LN EQUITY AIRTANKER FINANCE LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000728_CT_FIRB DTA07N5U5HK2KC1SCM04 01675285 GB0000282623 AMEC Foster Wheeler plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000729_CT_FIRB 2Y33NQ5FPI8PR8L9QX13 2854310 AML LN Equity Amlin PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000730_CT_FIRB 213800DL377MH46PDY63 4330322 Anglian Water Services Financing Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000731_CT_FIRB 549300S9XF92D1X8ME43 3564138 GB00B1XZS820 AAL LN EQUITY Anglo American Plc. GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000732_CT_FIRB VVT2B79I2Z4U3R6BY589 7876075 AON UN Equity Aon plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000733_CT_FIRB GB00B15Y0C52 AP ALTERNAT ASSETS GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000734_CT_FIRB 549300F4RYR1DNTO2O39 6137924 Arqiva Financing No. 1 Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000735_CT_FIRB GBQKSY6W7G0OHCQ8OQ72 293262 ABF LN Equity Associated British Foods PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000736_CT_FIRB PY6ZZQWO2IZFZC3IOL08 2723534 ZEG GY Equity AstraZeneca PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000737_CT_FIRB YF0Y5B0IB8SM0ZFG9G81 2468686 AV/ LN EQUITY Aviva Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000738_CT_FIRB 213800TSKOLX4EU6L377 02342138 GB0009697037 BAB LN Equity Babcock International Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000739_CT_FIRB 8SVCSVKSGDWMW2QHOH83 1470151 BA/ LN EQUITY BAE Systems Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000740_CT_FIRB CT4UIJ3TUKGYYHMENQ17 395826 GB0000961622 BBY LN EQUITY Balfour Beatty plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000741_CT_FIRB 2138006R85VEOF5YNK29 604574 BDEV LN EQUITY Barratt Developments Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000742_CT_FIRB 2138001T2QEV5RXMFI32 00053688 GB00B1FP8915 BBA LN Equity BBA AVIATION PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000743_CT_FIRB 1480047 BRSN LN Equity Berendsen Plc [ex-Davis Service Group Plc] GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000744_CT_FIRB 0134146D LN Equity Best Buy Europe Distributions Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000745_CT_FIRB V1LV067AJN766PCJIG11 3763515 BG/ LN Equity BG Energy Holdings Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000746_CT_FIRB 549300C116EOWV835768 3196209 BLT LN Equity BHP Billiton Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000747_CT_FIRB VK07P8T49UYFO085O712 3114356 BMW HB Equity BMW (UK) Capital plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000748_CT_FIRB 213800V93QFW53NB7Y29 1036959 Bodycote International Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000749_CT_FIRB 213800TGK6XXFA2TBO31 3558065 Boparan Holdings Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000750_CT_FIRB 213800M11ELCLQ8VF938 4011660 Bourne Leisure Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000751_CT_FIRB 549300ZPID4GQRDWI318 1104733-9 HRB113611 BP/ LN EQUITY BP Europa SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000752_CT_FIRB G1KG0OQD10NOMCMLDZ35 00542515 BP/ LN EQUITY BP INTERNATIONAL LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000753_CT_FIRB 213800MBRRUVQIONAN53 4578621 BXB AT Equity Brambles Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000754_CT_FIRB 549300136VSBKI0Q8750 5262170 Brenntag UK Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000755_CT_FIRB 375X9PSJLLOV7F21O626 01777777 IAG LN EQUITY BRITISH AIRWAYS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000756_CT_FIRB 2138001S874P3WKNCV04 3407696 BATS LN EQUITY British American Tobacco Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000757_CT_FIRB 5493000IBP32UQZ0KL24 RC000057 British Broadcasting Corporation GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000758_CT_FIRB RV5B68J2GV3QGMRPW209 621920 British Land Company PLC (The) GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000759_CT_FIRB 2138003TS48MQKF4BZ29 9256967 BSY LN EQUITY British Sky Broadcasting Group Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000760_CT_FIRB 549300OWFMSO9NYV4H90 01800000 BT/A LN EQUITY BRITISH TELECOMMUNICATIONS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000761_CT_FIRB 635400L3NVMYD4BVCI53 5604923 BVIC LN Equity Britvic PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000762_CT_FIRB 358948 GB00B0744B38 BNZL LN EQUITY BUNZL PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000763_CT_FIRB ZIMCVQHUFZ8GVHENP290 2779134 Bupa Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000764_CT_FIRB 213800J3MPR8KO94D535 3458224 BRBY LN Equity Burberry Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000765_CT_FIRB 213800UL7Z7B6GLBZ213 3314066 C&J Clark Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000766_CT_FIRB CMIGEWPLHL4M7ZV0IZ88 2081330 CPI LN EQUITY Capita Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000767_CT_FIRB 6SNZTEXLR1M5211YYB89 CLLN LN EQUITY Carillion Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000768_CT_FIRB 4DR1VPDQMHD3N3QW8W95 4039524 CCL LN EQUITY Carnival Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000769_CT_FIRB 2138001E12GWLLDQQF16 7105905 CPW LN Equity DIXONS CARPHONE PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000770_CT_FIRB E26EDV109X6EEPBKVH76 3033654 GB00B033F229 CNA LN EQUITY CENTRICA PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000771_CT_FIRB 549300IF6EUDVXYQI061 5900853 CEVA Group plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000772_CT_FIRB 213800U9A54VQJ5P2J41 86662 CHG LN Equity Chemring Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000773_CT_FIRB 213800J2J3TOOI176M73 5212407 CINE LN Equity CINEWORLD GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000774_CT_FIRB 213800A41R9NL49E5632 00030470 GB00B07KD360 COB LN Equity COBHAM PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000775_CT_FIRB 2138008M6MH9OZ6U2T68 4083914 CPG LN EQUITY Compass Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000776_CT_FIRB 6354003CVDDPNXREIR29 FC031117 CPUK Finance Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000777_CT_FIRB 4OFD47D73QFJ1T1MOF29 184594 DMGT LN Equity Daily Mail and General Trust Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000778_CT_FIRB 213800NPR9YDSBO86U08 03162897 GB0002502812 DAIRY CREST GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000779_CT_FIRB 5493007MMUEIF4NJG110 5448421 DEB LN EQUITY Debenhams Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000780_CT_FIRB 213800J4UVB5OWG8VX82 3369634 DPH LN Equity Dechra Pharmaceuticals PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000781_CT_FIRB 213800BXKQ9KZNUR1M61 1819699 Derwent London PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000782_CT_FIRB 213800ZVIELEA55JMJ32 23307 DGE FP Equity Diageo plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000783_CT_FIRB 2138005HMFMTYXNEEX13 SC000750 DIAGEO SCOTLAND LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000784_CT_FIRB 5299004HGJWHJ71M5T77 5671205 DNL UK LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000785_CT_FIRB 2138001GRMZ39JRSE316 01363137 GB0002748050 DNO LN Equity DOMINO PRINTING SCIENCES PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000786_CT_FIRB 39RSBE4RCI4M15BLWH36 1377658 SMDS LN EQUITY DS Smith Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000787_CT_FIRB 2138001LSWETH5TDQG53 2366777 DWR Cymru Cyfyngedig GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000788_CT_FIRB 213800U5R8Q5KGM2KU56 2366906 Eastern Power Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000789_CT_FIRB 549300XUUK1H52EDCK10 EDC Finance Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000790_CT_FIRB 549300ZM2QCFG22BOJ03 2366949 Electricity North West Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000791_CT_FIRB 549300KVXDURRKVW7R37 647788 ECM LN EQUITY Electrocomponents Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000792_CT_FIRB 2138008LJU6WFQWOXJ73 7140891 ENQ LN Equity EnQuest plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000793_CT_FIRB 7N0UJMJLXD0MDT5D5086 7023598 Ensco plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000794_CT_FIRB 549300V1O67HJV48FS61 6845434 ENW Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000795_CT_FIRB 5493007MOZNA03BVNE96 5444653 ESNT LN Equity ESSENTRA PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000796_CT_FIRB 21380023G8LF55V46281 02954623 EUROPEAN METAL RECYCLING LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000797_CT_FIRB 213800SVCZ6YZ8YJI569 2462001 4379945Z LN Equity Eurostar International Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000798_CT_FIRB 5493002X7O83FCJVYO69 7329930 Eversholt Funding Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000799_CT_FIRB JPO68XMABX4DR21BNE65 8263590 0274811Z LN Equity Everything Everywhere Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000800_CT_FIRB 54930080DFVZ551GGT17 EVR LN EQUITY Evraz Group S.A. GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000801_CT_FIRB 635400RXXHHYT1JTSZ26 653331 EXPERIAN PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000802_CT_FIRB 213800JLG5TPE3RBYG56 4094619 FIRST CHOICE HOLIDAYS FINANCE LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000803_CT_FIRB 549300DEJZCPWA4HKM93 SC157176 FGP LN EQUITY First Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000804_CT_FIRB 549300JXWH1UV5J0XV81 6344120 FRES LN Equity Fresnillo plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000805_CT_FIRB 213800WTATMITUGXJQ69 FC031364 Friends Life Group PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000806_CT_FIRB 549300L3KWKK8X35QR12 4992207 GFS LN EQUITY G4S Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000807_CT_FIRB 213800OOHUV3HHP46A02 00836539 GB00B3Y2J508 GFRD LN Equity GALLIFORD TRY PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000808_CT_FIRB 213800E8KX2VV9YDY362 1991018 Gatwick Airport Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000809_CT_FIRB 549300IK25CZHKVLAL89 03768267 1844538Z LN EQUITY Gazprom Marketing and Trading Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000810_CT_FIRB 5493007Q8VD7Q3ZYZS59 2258699 GS7 GY Equity GlaxoSmithKline Capital PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000811_CT_FIRB 3888792 GB0009252882 GSK LN EQUITY GlaxoSmithKline plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000812_CT_FIRB 213800N9W2D8A4GJGR36 04542769 2006623Z LN EQUITY GLENCORE ENERGY UK LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000813_CT_FIRB 213800QIJMYMW6TSBG41 5333192 GNK LN Equity Greene King Finance Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000814_CT_FIRB 213800R9N5F2WRMGTR50 24511 GNK LN EQUITY Greene King Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000815_CT_FIRB 213800U8JEPF65PSKU22 6143540 GUARDIAN DIGITAL COMMUNICATIONS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000816_CT_FIRB 2138007FRGLUR9KGBT40 00040932 GB0004052071 HLMA LN Equity HALMA PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000817_CT_FIRB 213800G1C9KKVVDN1A60 360632 GB0004065016 HMSO LN EQUITY Hammerson PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000818_CT_FIRB 529900N6RQR0PX7ZTR62 4626078 HEI GY Equity Hanson Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000819_CT_FIRB 213800QC8AWD4BO8TH08 2150950 HAS LN Equity Hays PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000820_CT_FIRB 549300J5R8AWMHPE7O05 1991017 Heathrow Airport Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000821_CT_FIRB 7TI96JO3DYEIQWZ7Z726 99529 Heathrow Funding Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000822_CT_FIRB 213800YRHAPNN54BKN78 5863533 GB00B19NKB76 HOME LN EQUITY HOME RETAIL GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000823_CT_FIRB 213800UTXVFRH9XBL453 7939278 Iceland Acquico Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000824_CT_FIRB 213800FGWQXPVI86SE26 5879252 Iglo Foods MidCo Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000825_CT_FIRB 3236483 GB0004544929 IMT LN EQUITY Imperial Tobacco Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000826_CT_FIRB 2138002D68XDR4LZCG32 7084307 Ineos Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000827_CT_FIRB 5134420 IHG LN EQUITY Intercontinental Hotels Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000828_CT_FIRB 549300OGASR5WRKJ8R68 2234775 INTERMEDIATE CAPITAL GROUP PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000829_CT_FIRB GB00B19DVX61 ISYS LN EQUITY Invensys plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000830_CT_FIRB ZLECI7ED2QMWFGYCXZ59 4967001 ITV LN Equity ITV plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000831_CT_FIRB 213800VGZAAJIKJ9Y484 185647 SBRY LN EQUITY J Sainsbury Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000832_CT_FIRB 529900RRNKUM3INJGF98 KvK 34233247 0000 JBH LN EQUITY JAB Holdings B.V. GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000833_CT_FIRB 213800CHWARFAAN7UB85 1709784 JDW LN EQUITY JD Wetherspoon Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000834_CT_FIRB 5493008LNN1X4R79PJ89 SC034970 GB0005790059 JOHN MENZIES PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000835_CT_FIRB 549300PLYY6I10B6S323 SC036219 GB00B5N0P849 WG/ LN Equity JOHN WOOD GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000836_CT_FIRB 2138001AVBSD1HSC6Z10 33774 GB0004764071 JMAT LN EQUITY JOHNSON MATTHEY PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000837_CT_FIRB 213800JFIBCR4LGUA242 SC015382 GB0004769682 JOHNSTON PRESS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000838_CT_FIRB 06467400 KAZ LN EQUITY KAZ MINERALS FINANCE PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000839_CT_FIRB 2138002RKCU2OM4Y7O48 02708030 GB0004915632 KIE LN Equity KIER GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000840_CT_FIRB 213800KBMEV7I92FY281 1664812 KGF LN EQUITY Kingfisher Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000841_CT_FIRB 213800QOWHF5R9VLL274 1429533 LAD LN Equity Ladbrokes plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000842_CT_FIRB 213800JH9QQWHLO99821 1417162 LGEN LN Equity Legal & General Group PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000843_CT_FIRB 549300BSGXG3QLIQYT84 8379990 Liberty Global plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000844_CT_FIRB 213800JDI3GTKPG4XI38 3929195 London Power Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000845_CT_FIRB 213800QAUUUP6I445N30 05369106 GB00B0SWJX34 LSE LN Equity LONDON STOCK EXCHANGE GROUP PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000846_CT_FIRB 213800JP7STUK5WKRE92 1000608 MMC LN Equity MANAGEMENT CONSULTING GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000847_CT_FIRB 213800IU37OVVT5ZXP41 8338561 Manchester Airport Group Funding PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000848_CT_FIRB 213800CN1RI3UCIZWB95 214436 MKS LN EQUITY Marks & Spencer Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000849_CT_FIRB 213800HQB746UJ9UWM15 5135049 MARS LN Equity Marston's Issuer PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000850_CT_FIRB 213800Q6RP3ZJ2CZR962 31461 Marston's PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000851_CT_FIRB 549300QSUNKAEBMYIR16 2798634 McBride plc GB Large corporate sample non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000852_CT_FIRB YMFO3TKB4UAWQTDZJJ31 432989 MGGT LN Equity Meggitt Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000853_CT_FIRB 213800E7QA1U8BF34219 4778667 MAB LN Equity Mitchells & Butlers Finance Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000854_CT_FIRB 213800LOZA69QFDC9N34 6209386 GB00B1CRLC47 MNDI LN EQUITY Mondi Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000855_CT_FIRB 4PQUHN3JPFGFNF3BB653 2068222 Morgan Stanley & Co. International plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000856_CT_FIRB 213800A8IQEMY8PA5X34 2590560 NEX LN Equity National Express Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000857_CT_FIRB 8R95QZMKZLJX5Q2XR704 4031152 NGG LN EQUITY National Grid Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000858_CT_FIRB 213800H88F5EE4B1D697 5090412 Network Rail Infrastructure Finance PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000859_CT_FIRB 213800UGAULQ1FVD4B35 1618428 NEW LOOK RETAILERS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000860_CT_FIRB 213800WQD8ECPZP9PH98 4412362 NXT LN EQUITY Next Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000861_CT_FIRB 549300JIM3ERGZFGGL27 6428375 North West Electricity Networks Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000862_CT_FIRB 635400GPHRFKZQIBUK45 NI026892 Northern Ireland Electricity Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000863_CT_FIRB 213800B3ZUTDOZYVJB41 53171 NTG LN EQUITY Northgate Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000864_CT_FIRB 213800PWPM9HZIEEO670 2366703 Northumbrian Water Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000865_CT_FIRB 213800WWVCAPAMOZ1M98 5584873 NSG UK Enterprises Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000866_CT_FIRB 2158036Z LN EQUITY Omnicom Financial Services Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000867_CT_FIRB 213800G8P2ULTOP62Q95 5915896 Osprey Acquisitions Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000868_CT_FIRB 213800J364EZD6UCE231 00775598 GB0006650450 OXIG LN Equity OXFORD INSTRUMENTS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000869_CT_FIRB 213800NL5NLBY6YIBI88 2019023 6752 JT Equity Panasonic Finance (Europe) plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000870_CT_FIRB 2138004JBXWWJKIURC57 53723 PSON LN EQUITY Pearson Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000871_CT_FIRB 2304195 PDG LN EQUITY Pendragon Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000872_CT_FIRB 213800V1CCTS41GWH423 02366640 GB00B18V8630 PENNON GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000873_CT_FIRB 1818486 PSN LN EQUITY Persimmon Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000874_CT_FIRB 549300OPFWKTD6BUFP71 4267536 PPL UN Equity PPL UK DISTRIBUTION HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000875_CT_FIRB 213800U93SZC44VXN635 00668987 GB00B1Z4ST84 PFG LN Equity PROVIDENT FINANCIAL PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000876_CT_FIRB XB3CXKKKED7OMV80FY35 00019457 GB00B19Z1432 PZC LN Equity PZ CUSSONS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000877_CT_FIRB 213800791EF5XP7WW494 2641728 QBE AT Equity QBE European Operations PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000878_CT_FIRB 213800NRSZ1N2Y6LEX44 5777981 R&R Ice Cream plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000879_CT_FIRB 5493003JFSMOJG48V108 6270876 RB/ LN Equity Reckitt Benckiser Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000880_CT_FIRB 549300WSX3VBUFFJOO66 2746616 Relx Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000881_CT_FIRB 549300VN4WV7Z6T14K68 5393279 RTO LN EQUITY Rentokil Initial Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000882_CT_FIRB 549300JJKH86IWQ78005 191285 REX LN EQUITY Rexam Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000883_CT_FIRB 2138009113L7IDGEM175 358901 RIO LN Equity Rio Tinto Finance plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000884_CT_FIRB X57JK1U580XATGR67572 1003142 RR/ LN EQUITY Rolls-Royce Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000885_CT_FIRB 213800ANK59AYB612F23 93792 RSA LN Equity Royal & Sun Alliance Insurance PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000886_CT_FIRB 213800JQB9FWF5SD6F42 4138203 ROYAL MAIL GROUP LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000887_CT_FIRB 2578443 RPC LN EQUITY RPC Group GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000888_CT_FIRB 549300HOGQ7E0TY86138 2339826 RSA LN Equity RSA Insurance Group PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000889_CT_FIRB Y4DQT2X5DDRE70QFR206 3528416 SAB LN EQUITY SABMiller Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000890_CT_FIRB 549300Y7M5CC1U5DBX07 SC264065 Scotland Gas Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000891_CT_FIRB 549300KI75VYLLMSK856 SC117119 SSE LN EQUITY SSE Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000892_CT_FIRB 213800X1T29YFAYMPC26 SC144517 AGN NA Equity Scottish Equitable PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000893_CT_FIRB 21380085VKJ5NICZBA52 SC193794 IBE SQ Equity Scottish Power Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000894_CT_FIRB 549300WPVG0TZSPBYR76 SC199549 LLOY LN Equity Scottish Widows PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000895_CT_FIRB 213800XC35KGM9NFC641 167591 SEGRO PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000896_CT_FIRB 549300PT2CIHYN5GWJ21 02048608 GB0007973794 SERCO GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000897_CT_FIRB 213800RPBXRETY4A4C59 2366619 SVT LN EQUITY Severn Trent Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000898_CT_FIRB 213800CNEIDZBL17KU22 SC077438 SKS LN EQUITY Shanks Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000899_CT_FIRB 213800VDC1BKJEZ8PV53 00998314 GB0008025412 SHI LN Equity SIG PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000900_CT_FIRB 213800ZTMDN8S67S1H61 00324357 GB0009223206 SN/ LN Equity SMITH & NEPHEW PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000901_CT_FIRB 213800MJL6IPZS3ASA11 137013 SMIN LN EQUITY Smiths Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000902_CT_FIRB AJOW550HA7E8YNKF5D89 4120046 6758 JT Equity Sony Global Treasury Services PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000903_CT_FIRB 213800H7NWVLCWAVKA15 3043097 South Eastern Power Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000904_CT_FIRB 213800YQRUOQE9HPX193 4295398 South Staffordshire PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000905_CT_FIRB 213800FR2VAOKRYRHX45 2366665 South West Water Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000906_CT_FIRB 549300SR1GYYNBZQGX56 4094290 SSE LN Equity Southern Electric Power Distribution PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000907_CT_FIRB 549300SPX8573VZ2SK79 5167021 Southern Gas Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000908_CT_FIRB 213800NCZLJFDE8Y8D88 7581353 Southern Water (Greensands) Financing plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000909_CT_FIRB 213800Z4CO2CZO3M3T10 02025003 GB0003308607 SXS LN Equity SPECTRIS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000910_CT_FIRB 4L663LRNTBQ008OK2N07 SC100764 SGC LN Equity Stagecoach Group plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000911_CT_FIRB 0TMBS544NMO7GLCE7H90 SC286832 SL/ LN Equity Standard Life PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000912_CT_FIRB 549300GUNF6FFGH4LN53 9743802 532183Z LN Equity Stemcor Holdings Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000913_CT_FIRB 213800QHYTM5QRFSEM66 3355631 SYR LN EQUITY Synergy Health Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000914_CT_FIRB 213800WF53FVDRRHRF44 7105891 TALK LN Equity TalkTalk Telecom Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000915_CT_FIRB 213800TR86P337IE8605 2280000 0469505D LN Equity Tata Steel UK Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000916_CT_FIRB 2138008K14474WPKZ244 76535 TATE LN EQUITY Tate & Lyle Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000917_CT_FIRB 21380089BTRXTD8S3R66 296805 TW/ LN EQUITY Taylor Wimpey Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000918_CT_FIRB 2138002P5RNKC5W2JZ46 445790 GB0008847096 TSCO LN EQUITY TESCO PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000919_CT_FIRB 213800JKM5UQHFJOTZ25 2366661 Thames Water Utilities Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000920_CT_FIRB 2138009TF1SYOMQLBJ60 02100855 GB0003753778 THE GO-AHEAD GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000921_CT_FIRB 213800VZ4671W3DVB860 6575598 TCG LN Equity Thomas Cook Group Treasury limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000922_CT_FIRB 2138003BOFNAAO14YV58 2553288 8766 JT Equity Tokio Millennium Re (UK) Limited GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000923_CT_FIRB 2138001I27OUBAF22K83 824821 TPK LN Equity Travis Perkins Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000924_CT_FIRB 213800B6YQZAE8LHAW84 6072876 GB00B1Z7RQ77 TT/ LN EQUITY TUI TRAVEL Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000925_CT_FIRB 2138003EYHWO75RKS857 3919249 GB0001500809 TLW LN EQUITY TULLOW OIL PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000926_CT_FIRB 549300MKFYEKVRWML317 41424 ULVR LN Equity Unilever PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000927_CT_FIRB 213800Y1TEVS8REY1M35 5957557 United Biscuits Holdco Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000928_CT_FIRB 2138008EZCXK4ANQHF89 3207231 United Business Media holdings Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000929_CT_FIRB 213800KYT12UFB2VE455 2366616 UU/ LN Equity United Utilities PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000930_CT_FIRB XCJQ23OWIJNLHN7RQC93 1022786 271652Z LN Equity Urenco Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000931_CT_FIRB 213800F3BD6N3G6XHU16 251977 CKSN LN Equity VESUVIUS HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000932_CT_FIRB 213800TB53ELEUKM7Q61 1833679 VOD LN EQUITY Vodafone Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000933_CT_FIRB 549300UPYDURLSSFVL38 9223384 Western Power Distribution Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000934_CT_FIRB 2138006LIAYQKUCYBB20 29423 WTB LN Equity Whitbread Group PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000935_CT_FIRB 4212563 WMH LN EQUITY William Hill Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000936_CT_FIRB 213800Z5WTW8QKOHWQ82 04178808 GB0030329360 WINCANTON PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000937_CT_FIRB 213800IN6LSRGTZSOS29 358949 MRW LN Equity Wm Morrison Supermarkets Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000938_CT_FIRB 549300HTNGX0DU8W1F65 5537577 WPP LN Equity WPP 2008 Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000939_CT_FIRB 635400LNUHA2LDXXV850 GCC ID Equity C&C Group PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000940_CT_FIRB 8NUHUXWN9LG4XBGJ7O17 241565 CAT SE Equity Caterpillar International Finance Limited IE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000941_CT_FIRB 635400CHHI1XZLVQH675 Coillte Teoranta IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000942_CT_FIRB 549300MIDJNNTH068E74 IE0001827041 CRH ID EQUITY CRH Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000943_CT_FIRB 213800UPS1QEE4TD3T45 DCC LN Equity DCC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000944_CT_FIRB 635400HRFGVKXFHZ8O77 9401 Dublin Airport Authority PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000945_CT_FIRB 635400UFHDIQCDZ6JK11 IE0003094731 1014Z ID EQUITY Electricity Supply Board Ltd [ESB] IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000946_CT_FIRB 635400VCPRSU89DLMZ57 480184 XS0856023493 ESB Finance Limited IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000947_CT_FIRB 635400RKRK5EGXSPC782 EXPN LN EQUITY Experian Finance Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000948_CT_FIRB 635400YN51CDCGBYFZ31 Fyffes plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000949_CT_FIRB 5493008VFFOIPWCZJK45 IE0000669501 GLB ID EQUITY Glanbia Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000950_CT_FIRB 635400BE9SBAG61DJ963 GFTU LN Equity Grafton Group PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000951_CT_FIRB 6354007LIXWZ5WPPT308 519799 GRF SQ Equity Grifols World Wide Operations Ltd. IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000952_CT_FIRB 9XTI53MZJ013RO12SX05 2936 IE00B59HWB19 INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000953_CT_FIRB IE0004906560 KYG ID EQUITY Kerry Group Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000954_CT_FIRB 635400HM7V74SUB9OG75 Kingspan Group plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000955_CT_FIRB 635400JJOWHIYAJER733 MUSGRAVE GROUP PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000956_CT_FIRB 635400EG4YIJLJMZJ782 IE0002588105 PWL ID Equity PADDY POWER PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000957_CT_FIRB 635400WKFIPCHCKVW376 104547 RYA ID Equity Ryanair Holdings PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000958_CT_FIRB 396PBGKP6TE3O062MS44 STX UW Equity Seagate Technology plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000959_CT_FIRB 635400CPLP8H5ITDVT56 IE00B1RR8406 SKG ID EQUITY SMURFIT KAPPA GROUP PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000960_CT_FIRB 549300INUT2G0ST5K268 327184 TEX UN Equity Terex International Financial Services Co. IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000961_CT_FIRB 635400K7UEIKHMNKLJ02 Total Produce plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000962_CT_FIRB 482042 XL Group PLC IE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000963_CT_FIRB VZVOSGGS8JITR4J7J704 Amtek Auto Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000964_CT_FIRB 8GRDBX1TJ0PU5NCSHT72 MH008931 BPCL IS Equity Bharat Petroleum Corporation Limited IN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000965_CT_FIRB BHARTI IN Equity Bharti Airtel Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000966_CT_FIRB IOCL IN Equity INDIAN OIL CORPN LIMITED IN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000967_CT_FIRB FMVY1IZCSYXSAFRDIT05 LT IN Equity Larsen & Toubro Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000968_CT_FIRB RCOM IN Equity Reliance Communications Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000969_CT_FIRB 5493003UOETFYRONLG31 RIL IN EQUITY Reliance Industries Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000970_CT_FIRB 1GZWF073IJTD6XPRUU65 Wipro GE Healthcare Private Limited IN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000971_CT_FIRB 213800Z3CFZOLXPJWN61 Landsvirkjun IS Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000972_CT_FIRB 81560076E3944316DB24 3812211 493995 A2A IM EQUITY A2A S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000973_CT_FIRB 8156000962B2EB41FE28 5988397 1497770 4525791Z IM EQUITY ACCIAIERIA ARVEDI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000974_CT_FIRB 8156004FCECE0879E118 15161747 191346 7570364Z IM EQUITY ACCIAIERIE VALBRUNA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000975_CT_FIRB 549300Q3448N041CTH56 11341891 882486 XS0495012428 ACE IM Equity Acea SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000976_CT_FIRB 8156008183686996C911 25090618 3567090232 ACQUE VERONESI S.C.A R.L. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000977_CT_FIRB 8156007259ABDEA3F444 15214381 971268 Aeroporti di Roma S.p.A IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000978_CT_FIRB 549300H2RFDYI3YP5R63 13960200 263011 337973Z NA EQUITY AGUSTAWESTLAND S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000979_CT_FIRB 529900EKXEGSRCGAAC89 14856155 2791070044 4519735Z ALSTOM FERROVIARIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000980_CT_FIRB ZYXJDNVM2JI3VBM8G556 AMP IM EQUITY Amplifon SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000981_CT_FIRB 815600B611746717CC98 50098Z IM Equity Ansaldo Energia SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000982_CT_FIRB 549300FZRH46R7DWAX12 1248024 557390 4472623Z IM EQUITY ANSALDOBREDA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000983_CT_FIRB 815600049A1F9AFE6666 4140157 1192794 MN IM EQUITY ARNOLDO MONDADORI EDITORE SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000984_CT_FIRB 8156000BEB8FC062F442 1020333 120591 2168Z IM EQUITY ARTSANA — SOCIETA' PER AZIONI IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000985_CT_FIRB 549300X5UKJVE386ZB61 6914312 6204 XS1014759648 ASG GY Equity Assicurazioni Generali SpA IT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000986_CT_FIRB 81560001F41A81948348 AST IM EQUITY Astaldi SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000987_CT_FIRB 8156008DEC771409C487 18631331 1023691 AU9 GF Equity Atlantia S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000988_CT_FIRB 5299003D9N2698I3C257 1367700 188902 AGL IM EQUITY AUTOGRILL S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000989_CT_FIRB 815600149448CEB9B230 19402720 1037417 3653719Z IM EQUITY AUTOSTRADE PER L' ITALIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000990_CT_FIRB 26926563 1057205 3889748Z IM EQUITY AVIO S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000991_CT_FIRB 529900RRESEDV68K0S54 28770346 235460 BLLA IM EQUITY BARILLA INIZIATIVE S.R.L. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000992_CT_FIRB 815600BFEB936DC6ED24 BEN IM EQUITY Benetton Group SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000993_CT_FIRB 8156004C04255952AB77 1076562 821225 BNS IM EQUITY BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA IT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000994_CT_FIRB 5299003DX5YLKSVJ6K59 2930031 134288 BZU IM Equity Buzzi Unicem SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000995_CT_FIRB 8156006BEAA911EC0A47 1019726 587878 CANDY SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000996_CT_FIRB 8156008B101B97A43B02 1053555 160498 CEM IM EQUITY CEMENTIR HOLDING S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000997_CT_FIRB 815600F3213951394367 40014779 2001719 Cerved Group S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000998_CT_FIRB 4544552 8114020152 CLASS EDITORI SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000999_CT_FIRB 8156009034C1A5108284 15716081 61357 Compagnia Valdostana delle Acque Spa (CVA Spa) IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001000_CT_FIRB 815600DBF6DC4BC94832 1061039 260769 0310548D IM EQUITY CONSERVE ITALIA — CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE — SOCIETA' COOPERA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001001_CT_FIRB 8327877 819280157 COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001002_CT_FIRB 815600A5C1DD6C3A8455 1093853 154950364 CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001003_CT_FIRB 81560039BF5C1D8E5A15 2836130 60793 3898658Z IM EQUITY DALMARE SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001004_CT_FIRB 5493005TWX96RDJ9I655 De Agostini Invest SA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001005_CT_FIRB 529900WS2E20BA5J4L49 16183303 1698754 EDNR IM EQUITY EDISON S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001006_CT_FIRB WOCMU6HCI0OJWNPRZS33 ENEL IM EQUITY Enel SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001007_CT_FIRB BUCRF72VH5RBN7X3VL35 IT0003132476 ENI IM EQUITY ENI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001008_CT_FIRB 81560081EE079FBED395 19377159 3544950961 ENOVA S.R.L. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001009_CT_FIRB 549300JJBVOOKOBCTX09 2153515 354265 ERG IM EQUITY ERG S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001010_CT_FIRB 549300AZQ4Z5UGY0Q555 1002458 91712 EXO IM EQUITY EXOR S.P.A. IT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001011_CT_FIRB 8156004CE82074779D19 13870596 1664630223 FEDRIGONI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001012_CT_FIRB 549300J4SXC5ALCJM731 1448Z IM Equity Ferrovie dello Stato SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001013_CT_FIRB 5493004C1SL445NFDR90 F IM EQUITY Fiat SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001014_CT_FIRB 8156001B8AD051794959 FINAVAL S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001015_CT_FIRB 529900X4EEX1U9LN3U39 1053767 7031 FNC IM EQUITY FINMECCANICA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001016_CT_FIRB 815600C3CCA800EF5D96 1134215 FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001017_CT_FIRB 815600E12249DD563C29 26650695 1143814 Gamenet S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001018_CT_FIRB 81560098DBDD66154985 GRANDI NAVI VELOCI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001019_CT_FIRB 8156001250E819E30127 GCN IM EQUITY Gruppo Coin SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001020_CT_FIRB 8156001294017C870346 11027526 10022100159 GRUPPO FINELCO SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001021_CT_FIRB 8156005113BD16699393 24907200 RM1117269 LTO IX Equity GTECH S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001022_CT_FIRB 15541251 1638878 4004268Z IM EQUITY H3G S.P.A IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001023_CT_FIRB 8156009414FD99443B48 3201267 363550 HER IM EQUITY HERA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001024_CT_FIRB 815600D86992FDA7B908 1035363 149288 IMA IM EQUITY I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001025_CT_FIRB 815600A7D7C7A85F8B51 2733792 1168660262 I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001026_CT_FIRB 81560033824BE53C7D28 3585262 1303501215 IMAP EXPORT S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001027_CT_FIRB 549300KTGKED5E25JR59 IND IM EQUITY Indesit Co SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001028_CT_FIRB 213800M4YYCP6E8YUX94 2714789 2589327 IPLOM S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001029_CT_FIRB 8156001EBD33FD474E60 10431674 281364 IRE IM EQUITY IREN S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001030_CT_FIRB 8156009D23D0FDC70C93 1007005 50 ITM IM Equity Italcementi S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001031_CT_FIRB 815600236A6B5AE5B406 26754254 167186 Linea Group Holding S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001032_CT_FIRB 549300I1NMOBS4B1LT88 IT0001479374 LUX IM EQUITY LUXOTTICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001033_CT_FIRB 7003703 481230266 MANGIAROTTI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001034_CT_FIRB 815600292DA01BE68971 3755075 152396 3184788Z IM EQUITY MARCEGAGLIA — S.P.A IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001035_CT_FIRB 815600C8D55034EB5379 3779273 64334 Marcolin SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001036_CT_FIRB 213800DIFN7NR7B97A50 552637 1264109 MS IM EQUITY Mediaset S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001037_CT_FIRB PSNL19R2RXX5U3QWHI44 1012492 343508 MB IM Equity MEDIOBANCA SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001038_CT_FIRB 815600325D15DD92A023 4376875 4846130633 MOBY S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001039_CT_FIRB 1653085 110858 3893422Z IM EQUITY MONIER S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001040_CT_FIRB 8156003A100E8AB89697 6794759 1865640369 PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001041_CT_FIRB 8156001B96890989C002 23641842 5411110827 PB TANKERS S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001042_CT_FIRB 5493006293RJBDQWJL92 5944540 169833 PMS IM EQUITY PERMASTEELISA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001043_CT_FIRB 8156000256C2431C2E92 4495509 134077 PIA IM Equity Piaggio & C. S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001044_CT_FIRB 815600A0C9AFC1F2A709 PC IM Equity Pirelli & Co SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001045_CT_FIRB 815600EDDBB07C9BDB90 15591777 2246400218 PODINI HOLDING S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001046_CT_FIRB 815600354DEDBD0BA991 3465665 842633 POST IM EQUITY POSTE ITALIANE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001047_CT_FIRB 8156000FE0A2DC5B7852 16232311 1343952 PRP GR EQUITY PRADA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001048_CT_FIRB 213800VHJ22UE2BRRZ48 3830970 706270410 PROFILGLASS S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001049_CT_FIRB 23687310 1777895 PRY IM EQUITY PRYSMIAN S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001050_CT_FIRB 815600B9FC8D18A5D034 1058024 291350635 RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001051_CT_FIRB 81560086FA79BEDD6B94 13270817 RHIAG — INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001052_CT_FIRB 5012487 8850400154 SACAL — SOCIETA' ALLUMINIO CARISIO — S.P IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001053_CT_FIRB 815600AF08EE2EC2DE92 1035262 8924 226907Z IM EQUITY SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001054_CT_FIRB 815600FC906D230A1420 16077541 86111 SFL IM Equity Safilo SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001055_CT_FIRB 549300PHV8MBDHWB8X12 1086637 788744 SPM IM EQUITY SAIPEM S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001056_CT_FIRB 549300UKR289DF4UXQ47 1013056 525502 SAL SALINI IMPREGILO S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001057_CT_FIRB 6524595 3957900487 SAMMONTANA — S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001058_CT_FIRB 8156006755200B82EB33 1246827 836320150 SAN CARLO GRUPPO ALIMENTARE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001059_CT_FIRB 5299005KJSU2AQUJUH84 1066932 49540 SRS IM EQUITY SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. — RAFFINERIE SARDE IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001060_CT_FIRB 815600D2FC31AF713B07 1012950 166476 SNAI SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001061_CT_FIRB 8156002278562044AF79 16067629 1633443 SRG IM Equity SNAM SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001062_CT_FIRB EOJCGSUI4NX234BL7V57 14234253 1594238 2091Z IM EQUITY SORGENIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001063_CT_FIRB 815600141CFE5F4C4325 19113128 1016401 4473035Z IM EQUITY STRADA DEI PARCHI SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001064_CT_FIRB 815600C3438977CBBE37 1038951 68670397 TAMPIERI FINANCIAL GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001065_CT_FIRB 81560029415DF1381583 1030384 195810262 TECNICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001066_CT_FIRB 815600AC5599D16D9A40 3335773 574643 MT IM EQUITY TECNIMONT S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001067_CT_FIRB 549300W384M3RI3VXU42 IT0003497168 TIT IM EQUITY TELECOM ITALIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001068_CT_FIRB 815600CD7323A82E5092 28935694 1763778 2847328Z IM EQUITY TENOVA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001069_CT_FIRB 1037712 182850362 TERMOSANITARI CORRADINI — S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001070_CT_FIRB 8156009E94ED54DE7C31 TRN IM Equity Terna Rete Elettrica Nazionale SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001071_CT_FIRB 549300IN56S27SDGEI85 18659000 1019536 80698Z IM EQUITY TIRRENO POWER S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001072_CT_FIRB 8156003E86EBA167A868 0946688D IM EQUITY TotalErg SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001073_CT_FIRB 815600FE9E92D9D6C309 3554534 201271 TFI IM EQUITY TREVI — FINANZIARIA INDUSTRIALE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001074_CT_FIRB 4212473Z IM EQUITY UNIECO SOCIETA' COOPERATIVA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001075_CT_FIRB 815600B8027C92F0DA07 4257672 1189360066 VIBAC S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001076_CT_FIRB 549300YSFQKM1C0X4E45 11321265 884361 WIND IM EQUITY WIND TELECOMUNICAZIONI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001077_CT_FIRB 549300DHPOF90OYYD780 5108 JT Equity Bridgestone Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001078_CT_FIRB 549300IZYK3206QECG76 CAT SE Equity Caterpillar Finance Corporation JP Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001079_CT_FIRB 549300MIFE1VEW02GY83 JP3298600002 COSMO OIL COMPANY LTD JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001080_CT_FIRB 549300T6IPOCDWLKC615 6501 JT Equity Hitachi, Ltd. JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001081_CT_FIRB J48DJYXDTLHM30UMYI18 8001 JT Equity Itochu Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001082_CT_FIRB 5493004LQ0B4T7QPQV17 6301 JT Equity Komatsu Ltd. JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001083_CT_FIRB 4P4N3ORD02UGQT1T1W12 0100-01-008776 8002 JT Equity Marubeni Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001084_CT_FIRB KVIPTY4PULAPGC1VVD26 8058 JP EQUITY Mitsubishi Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001085_CT_FIRB 5493008VBQD43X8QCS14 Mitsui Life Insurance Company Limited JP Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001086_CT_FIRB 5493000QYMPFRTEY4K28 6701 JT Equity NEC Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001087_CT_FIRB 7201 JP EQUITY Nissan Motor Co Ltd JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001088_CT_FIRB 5493003BZYYYCDIO0R13 9984 JT Equity SOFTBANK CORP. JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001089_CT_FIRB 5493004SE33MRLPB1W98 2768 JP EQUITY Sojitz Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001090_CT_FIRB 6758 JP EQUITY Sony Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001091_CT_FIRB V82KK8NH1P0JS71FJC05 8053 JP EQUITY Sumitomo Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001092_CT_FIRB 54930074QUY8RD0UZM08 Suntory Holdings Limited JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001093_CT_FIRB 549300ZLMVP4X0OGR454 4502 JT Equity Takeda Pharmaceutical Company Limited JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001094_CT_FIRB 549300LBHTST91VKHO68 6502 JT Equity Toshiba Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001095_CT_FIRB 5493006W3QUS5LMH6R84 TOM GY Equity Toyota Motor Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001096_CT_FIRB 004020 KS Equity Hyundai Steel Co KR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001097_CT_FIRB 000270 KS Equity Kia Motors Corp KR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001098_CT_FIRB 549300MGHLPT1EFHGF84 2007 HK Equity Country Garden Holdings Company Limited KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001099_CT_FIRB 549300IHVJRWVT07S523 3333 HK Equity Evergrande Real Estate Group Limited KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001100_CT_FIRB 5493003DTPH8AMMK4P51 NE UN Equity Noble Corporation KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001101_CT_FIRB 549300FNENFFSMO3GT38 XS0835890350 XPBR SQ Equity Petrobras Global Finance B.V. KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001102_CT_FIRB 213800S7DNJQX6LHTQ21 133818917 AB “Kauno grūdai” LT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001103_CT_FIRB LU1014539529 ALTICE LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001104_CT_FIRB 5493003BU7PAH5RRM092 APAM NA EQUITY Aperam SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001105_CT_FIRB 2EULGUTUI56JI9SAL165 MT LX EQUITY ArcelorMittal SA [AM] LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001106_CT_FIRB 549300GJ79DYFBBF5T83 0307096D LX EQUITY Brandbrew S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001107_CT_FIRB 5493007GVB1I2FDSS786 B0155849 CNHI UN Equity CNH Industrial Finance Europe S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001108_CT_FIRB 549300938QUWMPITJ642 COV US EQUITY Covidien International Finance SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001109_CT_FIRB 5299001R2HL1TAFZ8Z20 ENOVOS INTERNATIONAL SA (FORMER SOTEG) LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001110_CT_FIRB 350807947 FR0000038259 ERF FP EQUITY EUROFINS SCIENTIFIC SE LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001111_CT_FIRB 213800568PRHV2JR9650 XS0357281558 GSPBEX RR Equity Gaz Capital S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001112_CT_FIRB 213800WHKNIC1JQQG433 8GC GS Equity Glencore Finance (Europe) S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001113_CT_FIRB 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001114_CT_FIRB 549300MBM5B61VCW5A23 International Automotive Components Group, S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001115_CT_FIRB RUOKPID0PZ0UWJYU9J61 DE UN Equity John Deere Bank S.A. LU Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001116_CT_FIRB 529900XUC6PXMN6ABU42 TGH GY Equity Logwin AG LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001117_CT_FIRB 549300CTHC1CP86P2G96 MIICF PQ Equity Millicom International Cellular S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001118_CT_FIRB 0755015D LX EQUITY NH FINANCE SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001119_CT_FIRB 213800IUIRBFRNCYVR24 3900394Z LX Equity Nizi International SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001120_CT_FIRB 549300VEJMMZCY6OBU06 PDSA NS Equity Pacific Drilling S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001121_CT_FIRB 529900UUYBCBB7HMVI56 Phoenix PIB Dutch Finance B.V. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001122_CT_FIRB 549300OZSHE4H5BFQA66 QUILVEST SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001123_CT_FIRB 5493000C8J3C3SZYS040 RTL BB Equity RTL Group S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001124_CT_FIRB 5493008JPA4HYMH1HX51 SESG FP EQUITY SES SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001125_CT_FIRB 549300CJ7LW6QSGIL444 Swiss Re Europe S.A. LU Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001126_CT_FIRB 529900BSBZ853DKUP675 TRAXYS SARL LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001127_CT_FIRB 549300RIG2CXWN6IV731 CEMEX S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001128_CT_FIRB 5493008KEVFYPMGTXO33 KOFL MM Equity Coca-Cola FEMSA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001129_CT_FIRB 5493000XJLJ6C4T0PG82 GRUMAB MM Equity GRUMA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001130_CT_FIRB 5493000RIXURZEBFEV60 BIMBOA MM Equity Grupo Bimbo, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001131_CT_FIRB 549300QOAB2GJSFM0381 1234Z MM Equity Grupo Petrotemex SA de CV MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001132_CT_FIRB 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001133_CT_FIRB 549300FW3RGHPHT21D10 ALFAA MM Equity Sigma Alimentos, S.A. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001134_CT_FIRB 5493000MY3DAIB0BP706 TNE940608HS5 USP9084BAD03 ALFAA MM Equity Tenedora Nemak, S.A. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001135_CT_FIRB 549300EMP9DT6Q35HZ31 NL0000852564 AALBERTS INDUSTR NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001136_CT_FIRB 549300J93WR5DPG0P466 KVK 33232124 ABB SS Equity ABB Capital B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001137_CT_FIRB 5493007WHKI5H75YJ358 KVK 34215458 ABE SQ Equity Abertis Infraestructuras Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001138_CT_FIRB 7245007QUMI1FHIQV531 KVK 33235189 Achmea B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001139_CT_FIRB 724500HIKX3QVUQF9G08 KVK 28080300 Achmea Zorgverzekeringen N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001140_CT_FIRB O4QK7KMMK83ITNTHUG69 KVK 27076669 NL0000303709 AGN NA Equity AEGON N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001141_CT_FIRB NL0010672325 AHOLD KON NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001142_CT_FIRB 724500XYIJUGXAA5QD70 KVK 09007809 NL0000009132 AKZA NA EQUITY Akzo Nobel NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001143_CT_FIRB 724500XBZ9QOPTI11U82 KVK 34108286 Alliander N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001144_CT_FIRB 549300KYQ7B0H0K66406 KVK 33055009 AML LN Equity Amlin Europe N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001145_CT_FIRB 724500MCUU6QOFRFEA53 KVK 33256360 0000 792658Z PL EQUITY AMORIM ENERGIA, BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001146_CT_FIRB 7245000UZH70GO047N03 NL0006237562 ARCADIS NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001147_CT_FIRB 7245001I22ND6ZFHX623 KVK 30037466 NL0000334118 ASM NA Equity ASM International N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001148_CT_FIRB 724500Y6DUVHQD6OXN27 KVK 17085815 NL0006034001 ASML NA EQUITY ASML HOLDING N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001149_CT_FIRB 7245004JOPUJ0OOWTU73 KVK 30031823 ASR Schadeverzekering N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001150_CT_FIRB 724500XFMNHF1GFPYJ05 KVK 08125298 3324558Z NA Equity BDR Thermea Group BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001151_CT_FIRB 5299006ZHG3IXU0PNJ56 KvK 27106340 0000 1136Z NA EQUITY BMW Finance N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001152_CT_FIRB NL0000852580 BOSKALIS WESTMIN NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001153_CT_FIRB NL0010776944 BRUNEL INTERNAT NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001154_CT_FIRB 529900AOH3NBA8PZFG65 KvK 32097651 0000 0533866D NA EQUITY Celesio Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001155_CT_FIRB 549300WGC2HZ5J67V817 CNHI IM Equity CNH Industrial NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001156_CT_FIRB 549300BXVNOCYQ83FU09 KVK 34154633 KO UN Equity Coca-Cola HBC Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001157_CT_FIRB NL0000200384 CORE LABORATORIES NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001158_CT_FIRB 549300UNTCLR21YKLL62 KVK 30073501 NL0000288967 Corio N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001159_CT_FIRB NL0009294552 DELTA LLOYD NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001160_CT_FIRB 724500S75737K2SFDA03 KVK 22031457 Delta N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001161_CT_FIRB 213800N8X49KJRTNDM49 KVK 3419663 DGE FP Equity Diageo Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001162_CT_FIRB 529900M7QSB704RUUT95 KVK 34182495 AIR FP Equity Eads Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001163_CT_FIRB 724500KRQECMCRGM1971 KVK 14026250 EBN B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001164_CT_FIRB 5299007L43AQDFOW5739 KvK 34121496 0000 1403Z NA EQUITY EDP FINANCE BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001165_CT_FIRB 724500R5IP6TFKTNRU48 KvK 24306393 2091Z NA Equity Eneco Holding NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001166_CT_FIRB 549300XW2F91G4T4WC42 KVK 34149162 ENL GY Equity ENEL Investment Holding B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001167_CT_FIRB 529900011V8VJ3BUKR64 KVK 17115973 RWE GF Equity Essent N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001168_CT_FIRB NL0000288876 EUROCOMMERCIAL NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001169_CT_FIRB NL0000352565 FUGRO NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001170_CT_FIRB 2138005FTXOJUBQ5J563 KVK 24243533 GAS SQ Equity Gas Natural Fenosa Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001171_CT_FIRB 724500EJ2TDPAITRSJ55 KVK 02089290 GasTerra B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001172_CT_FIRB NL0000400653 GEMALTO NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001173_CT_FIRB 549300L10EVYURBFIH66 KVK 55293980 Global Blue Acquisition B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001174_CT_FIRB 529900SNLFF5M6HJ1T36 KvK 33286563 0000 1004Z NA EQUITY Haniel Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001175_CT_FIRB 724500K5PTPSST86UQ23 KVK 33011433 NL0000009165 HEIA NA Equity Heineken NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001176_CT_FIRB 7245008C9KMJL9P2UI77 KVK 34323653 Hyva Global B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001177_CT_FIRB 724500CR19MQGFWFBZ64 KvK 34217578 0000 0308206D NA EQUITY ICL Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001178_CT_FIRB TLLG0UTU6ZHOG003X735 Imperial Mobility Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001179_CT_FIRB 54930050LBZUR4138I72 KVK 27120438 ING Re (Netherlands) N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001180_CT_FIRB KVK 24311905 2872423Z NA Equity InterGen NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001181_CT_FIRB 724500C9GNBV20UYRX36 KVK 35000363 NL0010672325 AH NA Equity Koninklijke Ahold NV [Royal Ahold NV] NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001182_CT_FIRB 724500V38C5KTDY5BS93 KVK 30058019 NL0000337319 BAMNB NA Equity Koninklijke BAM NBM NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001183_CT_FIRB 724500SNT1MK246AHP04 KVK 14022069 NL0000009827 DSM NA EQUITY Koninklijke DSM N.V NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001184_CT_FIRB 549300YO0JZHAL7FVP81 KVK 02045200 NL0000009082 KPN NA Equity Koninklijke KPN NV [Royal KPN NV] NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001185_CT_FIRB H1FJE8H61JGM1JSGM897 KVK 17001910 NL0000009538 PHIA NA Equity Koninklijke Philips Electronics N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001186_CT_FIRB 724500HZ4BN317I12G68 KVK 06016321 KTC NA Equity Koninklijke Ten Cate NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001187_CT_FIRB 724500UL634GFV1KYF10 KVK 24295332 NL0009432491 VPK NA Equity Koninklijke Vopak NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001188_CT_FIRB 529900WQGOTJDYG9NP76 KVK 09151956 LXS GF Equity Lanxess Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001189_CT_FIRB 5H8RMHHYTWIP1RKLCE38 KvK 34115238 0000 2177Z NA EQUITY Linde Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001190_CT_FIRB 549300J6QSW38QNOJK61 KVK 57924562 LYB International Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001191_CT_FIRB BN6WCCZ8OVP3ITUUVN49 KVK 24473890 DLY GB Equity LyondellBasell Industries N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001192_CT_FIRB 635400TMCKVEU87EJ582 KVK 24321697 METINVEST B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001193_CT_FIRB 529900PF6F1OHRZVU341 KvK 33178683 0000 1169Z NA EQUITY Metro Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001194_CT_FIRB 6354007MKEEGGVUMXO83 KVK 34239108 New World Resources N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001195_CT_FIRB 724500RKMOD48AIWKD94 KvK 24307569 0000 3893886Z NA EQUITY NIDERA B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001196_CT_FIRB 54930062JS29A5N4GO82 KVK 34248449 Nielsen Holdings N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001197_CT_FIRB 724500GQV9YLNSWECU41 KVK 17179668 Nord Gold N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001198_CT_FIRB 724500TXS5HH3GY4UW42 KVK 30124358 NS Groep N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001199_CT_FIRB 5299000CMF80GY2U0U47 KVK 16074305 NL0010395208 NUO NA Equity Nutreco Holding NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001200_CT_FIRB 724500HT4YW45B1Y7859 KVK 57585083 OAK Leaf B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001201_CT_FIRB 549300NCMRGIBJYUOE57 NL0010558797 OCI NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001202_CT_FIRB 724500IM9A059TQLBX63 OCI Nitrogen BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001203_CT_FIRB 72450053F5WRDY8CDZ66 KVK 24291478 OI US Equity OI European Group B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001204_CT_FIRB Q47A62EK6GMSID3Y8C39 KVK 17133742 XS0788529096 PCAR US Equity PACCAR Financial Europe B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001205_CT_FIRB 549300N522D3SS8MKV65 KvK 24320769 0000 3617372Z NA EQUITY PETROBRAS NETHERLANDS BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001206_CT_FIRB 549300VGHFJJ58HE2B54 KVK 17008551 PHIA NA Equity Philips Electronics NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001207_CT_FIRB 529900N9UJEHN9UPXN50 PHOENIX PIB FINANCE BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001208_CT_FIRB 724500Q41FHN0P1GPC53 KVK 27168968 NL0009739416 TNT LI Equity PostNL N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001209_CT_FIRB 54930036WK3GMCN17Z57 QIA GY Equity Qiagen NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001210_CT_FIRB 7245009EAAUUQJ0U4T57 KVK 33216172 NL0000379121 RAND NA EQUITY RANDSTAD HOLDING NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001211_CT_FIRB 549300XO8R7MPISUO753 KVK 33155037 NL0006144495 Reed Elsevier NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001212_CT_FIRB 5493002YCY6HTK0OUR29 KVK 24251372 XS0202649934 REP GY Equity Repsol International Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001213_CT_FIRB KVK 34179503 GB00B03MM408 RDSA NA EQUITY ROYAL DUTCH SHELL PLC NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001214_CT_FIRB 5493002N51KZCVBDMS27 24114856 NL0006055329 ROYAL IMTECH NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001215_CT_FIRB 213800LBMMAIG1FQP389 KVK 14105351 SABIC AB Equity SABIC Capital I B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001216_CT_FIRB NL0000360618 SBM OFFSHORE NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001217_CT_FIRB 529900KEH8410ESH1483 KVK 53761790 Schaeffler Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001218_CT_FIRB 724500DX7Q1A19SPY530 KVK 34166584 Schiphol Nederland B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001219_CT_FIRB 7245001TBT3NI9SPNJ75 SHV Netherlands NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001220_CT_FIRB TAFO772JB70PDRN5VS48 KvK 27092998 0000 1223Z NA EQUITY Siemens Financieringsmaatschappij N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001221_CT_FIRB 724500E9ZG6JMH6E2I14 NL0000817179 SLIGRO FOOD GROUP NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001222_CT_FIRB 724500ZTKJYJMWVLWJ82 KVK 34297413 SRLEV N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001223_CT_FIRB 5493002SSXOL85X3XC87 KVK 58623701 Syncreon Group B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001224_CT_FIRB 724500LTUWK3JQG63903 KVK 09083317 TenneT Holding B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001225_CT_FIRB 7245008G22FOV7TYYJ34 KVK 06045666 NL0000852523 TWEKA NA EQUITY TKH Group NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001226_CT_FIRB 724500978QL7NKMLTQ37 KVK 34210949 TMF Group Holding B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001227_CT_FIRB NL0009739424 TNT EXPRESS NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001228_CT_FIRB 724500L44K67W7UW1C59 KVK 34224566 NL0000387058 TOM2 NA EQUITY TOMTOM N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001229_CT_FIRB 724500OPA8GZSQUNSR96 KVK 33194984 TOM GY Equity Toyota Motor Finance (Netherlands) B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001230_CT_FIRB PX7SUPU7HUNJBQ8BPI65 KVK 33236939 585233Z NA Equity Trafigura Beheer BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001231_CT_FIRB 549300TK7G7NZTVM1Z30 KVK 24051830 NL0000009355 UNIA NA Equity Unilever NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001232_CT_FIRB 549300IW6C3SRHUUK147 Vitol Holding BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001233_CT_FIRB NL0009432491 VOPAK NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001234_CT_FIRB 549300FRXSUUW3M2Q281 WABCO Europe Holdings BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001235_CT_FIRB 724500522D3ORUTUGW47 KVK 05078970 WAVIN NA Equity Wavin NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001236_CT_FIRB 724500YRQCY3BD9RJZ92 NL0000289213 WERELDHAVE NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001237_CT_FIRB 724500TEM53I0U077B74 KVK 33202517 NL0000395903 WKL NA EQUITY Wolters Kluwer N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001238_CT_FIRB 5JB3IE65ZU13TA0DGN10 Würth Finance International B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001239_CT_FIRB NL0006294290 ZIGGO NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001240_CT_FIRB BWO NO Equity BW Offshore Shipholding Ltd NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001241_CT_FIRB 5493004ZHCILEMZLBS85 00304772770005 FERD AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001242_CT_FIRB 5493009F6KP3UMLPOY27 931186744 ICA Norge AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001243_CT_FIRB 549300ZLJDXBXUNCY824 936738540 National Oilwell Varco Norway AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001244_CT_FIRB 549300N1SDN71ZZ8BO45 NHY NO Equity Norsk Hydro ASA NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001245_CT_FIRB 529900J8VSH14TP5VD23 ODFJELL SE NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001246_CT_FIRB 213800T66DRTE6O6BV87 916235291 PGS NO Equity Petroleum Geo-Services ASA NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001247_CT_FIRB 529900TH4OAW7WYG1777 987059699 Statkraft AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001248_CT_FIRB OW6OFBNCKXC4US5C7523 923609016 STL NO Equity Statoil ASA NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001249_CT_FIRB R7NJHU48LTCIOB9BVU57 CNU NZ Equity Chorus Limited NZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001250_CT_FIRB 259400GYHYZPQ0HTMT82 CIE PW Equity Ciech S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001251_CT_FIRB 259400A9BI23M3K1NK82 LTS PW EQUITY GRUPA LOTOS S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001252_CT_FIRB 259400WT6MCX3V59XI09 Netia S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001253_CT_FIRB 259400TOMPUOLS65II22 10681 TPA1 GB Equity ORANGE POLSKA SA PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001254_CT_FIRB 259400TGY6IYEP2EFW87 467426 POLKOMTEL SP. Z O.O. PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001255_CT_FIRB 259400VVMM70CQREJT74 28860 PKN PW Equity Polski Koncern Naftowy ORLEN S.A. (PKN) PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001256_CT_FIRB 259400NAPDFBOTNCRL54 TPE PW Equity TAURON Polska Energia S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001257_CT_FIRB Q1ECZWEVT6ZTFERCPG94 PLTLKPL00017 OPL PW EQUITY TELEKOMUNIKACJA POLSKA SA PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001258_CT_FIRB 213800RQXBBZ6KSP1I72 500311390 AMORIM & IRMAOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001259_CT_FIRB 2138002PLGLYW8EP7248 AMORIM HOLDING II SGPS SA PT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001260_CT_FIRB 213800V5Z38TLIRQW516 500700834 ANA AEROPORTOS PORTUGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001261_CT_FIRB 502607920 AUCHAN PORTUGAL HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001262_CT_FIRB 54930011KNBNPPKW7528 500038015 AUTO SUECO LDA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001263_CT_FIRB 549300RU6UYW1UMYOP92 500194670 BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001264_CT_FIRB PTBRI0AM0000 BRI PL EQUITY BRISA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001265_CT_FIRB 549300FREK460JU7RG08 500060266 CELULOSE BEIRA INDUSTRIAL-CELBI SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001266_CT_FIRB 549300TF1SUYCFUO3840 503309362 COLEP PORTUGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001267_CT_FIRB 507195515 CONTROLINVESTE SGPS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001268_CT_FIRB 213800X28CMB8LAIT849 502557400 CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001269_CT_FIRB 549300RGQV4M16FESU23 500832234 CUF QUIMICOS INDUSTRIAS, SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001270_CT_FIRB 529900CLC3WDMGI9VH80 PTEDP0AM0009 EDP PL EQUITY EDP — Energias de Portugal S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001271_CT_FIRB 529900LOXJVWGOH84656 503293695 EDP — GESTÃO DA PRODUÇÃO DE ENERGIA SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001272_CT_FIRB 504885367 ESPIRITO SANTO SAUDE SGPS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001273_CT_FIRB 2138003319Y7NM75FG53 504499777 PTGALIOE0009 GALP PL Equity GALP ENERGIA SGPS, S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001274_CT_FIRB 213800Y3V72PI6W8KG10 511220448 GRUPO PESTANA — SGPS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001275_CT_FIRB 259400A8SZP10GB5IB19 PTJMT0AE0001 JMT PL EQUITY J.MARTINS PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001276_CT_FIRB 500073880 LENA ENGENHARIA CONSTRUCOES SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001277_CT_FIRB 549300SNYKYW15R3UE62 502011475 MODELO CONTINENTE HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001278_CT_FIRB 549300TLPT6W9R3CLQ86 500197814 MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001279_CT_FIRB 5493003NN4LXUF8JA244 Ocidental Companhia Portuguesa de Seguros de Vida, S.A. PT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001280_CT_FIRB 54930071D35BVUPC5942 502604751 OPTIMUS-COMUNICACOES S.A PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001281_CT_FIRB 507979265 OPWAY — SGPS, SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001282_CT_FIRB 213800ZWKG61JG7ZCF61 500697370 PETROLEOS PORTUGAL PETROGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001283_CT_FIRB 259400DRC6WOXNVW8B57 500829993 500829993 90413Z PL EQUITY PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001284_CT_FIRB 549300UNIB7M2AXUXS35 PTPTI0AM0006 PTCL TQ EQUITY Portucel S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001285_CT_FIRB 549300FR1FN48IGHR915 PTREL0AM0008 RENE PL Equity REN-Redes Energeticas Nacionais, SGPS, S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001286_CT_FIRB 500246963 REPSOL PORTUGUESA SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001287_CT_FIRB 5493002X2CCY60HWCU94 500243590 SECIL COMP GERAL CAL CIMENTO SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001288_CT_FIRB 549300PXZF74GVQM6867 500058580 SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001289_CT_FIRB 549300EZYIURQ5RGSE56 500278571 SOVENA OILSEEDS PORTUGAL, SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001290_CT_FIRB 549300KFJPELBPMQH079 500833532 SOVENA PORTUGAL CONSUMER GOODS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001291_CT_FIRB 95980020140005813290 505042037 SUMOL+COMPAL MARCAS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001292_CT_FIRB 500097488 TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001293_CT_FIRB 549300CNE5R74B3XKF57 505266202 UNICER BEBIDAS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001294_CT_FIRB 503933139 503933139 3646175Z PL EQUITY UNILEVER JERÓNIMO MARTINS, LDA. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001295_CT_FIRB 213800IDK8UTYDSFOG74 502544180 VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001296_CT_FIRB 500302200 500302200 0265472D PL EQUITY ZAGOPE — CONSTRUÇÕES E ENGENHARIA S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001297_CT_FIRB 549300VOFQC1SPGTZM19 503039063 ZON TV CABO PORTUGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001298_CT_FIRB 549300D3EIDZJB62TR20 21183 ORDS QD Equity Ooredoo Q.S.C. QA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001299_CT_FIRB 549300UKYDM6L8HEPU79 SNP RO EQUITY OMV PETROM S.A. RO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001300_CT_FIRB 549300F8ZIGJVUPIU797 24297754 Rompetrol Group N.V. (The) RO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001301_CT_FIRB GAZP RU Equity Gazprom OAO RU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001302_CT_FIRB ROSN RU Equity OJSC Oil Co Rosneft RU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001303_CT_FIRB TATN RU Equity Tatneft OAO RU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001304_CT_FIRB 5493007RN7O98MYBX124 AKTIEBOLAG LINDEX SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001305_CT_FIRB 549300UCKT2UK88AG251 SE0000695876 ALFA SS EQUITY Alfa Laval AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001306_CT_FIRB 549300YECS8HKCIMMB67 SE0000255648 ASSAB SS EQUITY Assa Abloy AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001307_CT_FIRB 213800T8PC8Q4FYJZR07 5560142720 SE0000122467 ATCOA SS EQUITY Atlas Copco Aktiebolag SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001308_CT_FIRB 2138002GW5WN1UYZAO32 55611256900004 BILIA AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001309_CT_FIRB 549300YJUYJ9A24RXL71 SE0005906922 SE0005906922 Corp BILLERUDKORSNÄS AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001310_CT_FIRB 549300ZACGIQHBBMOD20 5560269549 BONN SS EQUITY Bonnier Finans AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001311_CT_FIRB 213800SE6FV3UDEIEY92 72317831 CAPIO AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001312_CT_FIRB 549300GU5OHTR1T5IY68 SE0005932225 SE0005932225 Corp Castellum AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001313_CT_FIRB 549300HCT1WLHEXNLZ18 Dometic Holding AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001314_CT_FIRB 549300Y3HHZB1ZGFPJ93 ELUXA SS Equity Electrolux AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001315_CT_FIRB 549300JNPI46XNH0PM97 Fabege AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001316_CT_FIRB 5493003PZ4F570G3W735 GETINGE AB, SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001317_CT_FIRB 529900XKWB408ZZYBF68 GREEN CARGO AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001318_CT_FIRB 213800YUV362W4E1LP46 H & M Hennes & Mauritz GBC AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001319_CT_FIRB 54930033BTSY61VHUR49 55601011550004 HALDEX AKTIEBOLAG SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001320_CT_FIRB 549300VOTS5OZ82UTG69 SE0005934320 SE0005934320 Corp HEMSÖ FASTIGHETS AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001321_CT_FIRB 549300WJFW6ILNI4TA80 5561904771 SE0000103699 HEXAB SS EQUITY Hexagon AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001322_CT_FIRB 52990080SH3454F0QE68 5560013301 SE0000109290 HOLMB SS EQUITY Holmen AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001323_CT_FIRB 549300GYQIIJ3UXB7655 SE0001662222 HUSQB SS EQUITY HUSQVARNA AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001324_CT_FIRB 549300VEBQPHRZBKUX38 556013-8298 XS0795505402 INVEA SS Equity Investor AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001325_CT_FIRB 529900X0UEM9DOM6FK12 5560452103 SE0000806994 JM SS EQUITY JM AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001326_CT_FIRB 549300VD6SNNS5N5V183 KORAB INTERNATIONAL AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001327_CT_FIRB 5493005OXRTBK0WSJN46 5565451217 SE0000549412 KLED SS EQUITY Kungsleden AB SE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001328_CT_FIRB 529900AB08F05L4HWU11 LANTMÄNNEN EK FÖR SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001329_CT_FIRB 213800NS2XXVRYS7WP40 SE0002683557 LOOMB SS EQUITY Loomis AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001330_CT_FIRB 549300SNQNTHQLZQON04 5564272812 SE0000221723 MEDAA SS EQUITY Meda AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001331_CT_FIRB 549300E8NDODRSX29339 5563099158 SE0000412371 MTGB SS EQUITY MODERN TIMES GROUP MTG AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001332_CT_FIRB 213800WRGLW3CY4MHW53 55603451740004 NCC SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001333_CT_FIRB 549300KUJMRC9NW93S96 Nobina sverige AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001334_CT_FIRB 5493007VGEKBZGZ6PC69 NYNAS AB (PUBL) SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001335_CT_FIRB 549300ES84TRW7EWGU35 Perstorp Holding AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001336_CT_FIRB 549300S2D8BDH1CKLI47 PostNord AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001337_CT_FIRB 549300MIHCMD8DCSBY41 55607269770034 Preem SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001338_CT_FIRB 549300ZHO4JCQQI13M69 556036-0793 SE0000112385 SE0005567088 Corp SAAB AKTIEBOLAG SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001339_CT_FIRB 5299008ZUAXN43LVZF54 SAND SS Equity Sandvik AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001340_CT_FIRB 5299001G94UPTI8C7N54 5566577416 0301536D SS EQUITY Sandvik Treasury AB SE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001341_CT_FIRB 529900AE1FZNUH6EVS39 SE0003366871 SAS SS EQUITY SAS AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001342_CT_FIRB 529900BZYSUQLQSPNR07 5560840976 SE0000308280 SCVB SS EQUITY Scania CV AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001343_CT_FIRB 635400TTYKE8EIWDS617 SECUB SS Equity Securitas AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001344_CT_FIRB 5493004WOSC31U83UG49 5561063834 SKAB SS EQUITY Skanska Financial Services SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001345_CT_FIRB 549300MA1BZYJU87BW55 5560339086 SE0000113250 SKAB SS EQUITY Skanska Sverige AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001346_CT_FIRB 549300X6MQ0GG8BRY481 SKF sverige AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001347_CT_FIRB 5493002FIVSWBLEV7P15 SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001348_CT_FIRB 529900329VS14ZIML164 5560163429 SE0000171100 SSABA SS EQUITY SSAB AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001349_CT_FIRB 529900J0C48FH28HNQ19 5563137933 SE0000120669 SSABA SS EQUITY SSAB Emea AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001350_CT_FIRB 213800CWLTI7WZCC2R35 5560010802 1081Z SS EQUITY Stena AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001351_CT_FIRB 5299005HSK597UX55629 SVEASKOG FÖRVALTNINGS AKTIEBOLAG SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001352_CT_FIRB 549300FW5JDRV1IJ0M67 SCAB SS Equity Svenska Cellulosa AB [SCA] SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001353_CT_FIRB 529900ZERGNJBEQEX179 55679708180004 SWEDAVIA AB SWEDAVIA EKONOMI SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001354_CT_FIRB 5493005DU3003SGUC166 SWEDISH HOSPITAL PARTNERS AB, SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001355_CT_FIRB 529900YVXCGNWAUYZG78 SE0000310336 SWMA SS EQUITY Swedish Match AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001356_CT_FIRB 213800EKD193RVI9HL76 5564108917 SE0000314304 TEL2B SS EQUITY Tele2 AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001357_CT_FIRB 549300W9JLPW15XIFM52 556016-0680 XS0435008726 ERICB SS Equity Telefonaktiebolaget LM Ericsson SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001358_CT_FIRB 213800FSR9RNDUOTXO25 TLSN SS Equity TeliaSonera AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001359_CT_FIRB 5493006LU5JO4P7HQ305 THULE HOLDING AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001360_CT_FIRB 213800XY16PAWG2PAD14 TRELB SS Equity Trelleborg AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001361_CT_FIRB 5493007LNZSEWN5KTV42 SE0005769270 SE0005769270 Corp Vasakronan SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001362_CT_FIRB 549300T5RZ1HA5HZ3109 VATT SS Equity Vattenfall AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001363_CT_FIRB 549300HGV012CNC8JD22 SE0000115420 VOLVB SS EQUITY Volvo AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001364_CT_FIRB 54930083GODGBHODQ153 189744 Global A&T Electronics Ltd. SG Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001365_CT_FIRB 33D7DTWH8BNIUWE0IF81 OLAM SP Equity Olam International Ltd SG Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001366_CT_FIRB 7536988Z SK EQUITY Volkswagen Slovakia A.S. SK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001367_CT_FIRB 549300QOGMPTKB6W7G56 1,07544E+11 USY71548BY95 PTT TB Equity PTT Public Company Limited TH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001368_CT_FIRB 8RS0AKOLN987042F2V04 NXWA GF Equity 21st Century Fox America, Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001369_CT_FIRB LUZQVYP4VS22CLWDAR65 US88579YAF88 MMM SE Equity 3M Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001370_CT_FIRB HQD377W2YR662HK5JX27 IL08142220 ABT US Equity Abbott Laboratories US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001371_CT_FIRB FR5LCKFTG8054YNNRU85 DE5126809 4AB GF Equity AbbVie Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001372_CT_FIRB 549300T0GJTEK811VI53 WPI US EQUITY Actavis, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001373_CT_FIRB 549300QKBENKLBXQ8968 PA724325 AET US Equity Aetna Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001374_CT_FIRB LYOM0B2GCF1JWXK5ZG04 AGCO UN Equity AGCO Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001375_CT_FIRB QUIX8Y7A2WP0XRMW7G29 A UN Equity Agilent Technologies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001376_CT_FIRB 9PO87UV78U1JHLR68X04 8685 JT Equity AIG Financial Products Corp. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001377_CT_FIRB 7QEON6Y1RL5XR3R1W237 APD US Equity Air Products & Chemicals Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001378_CT_FIRB ABPN11VOHLHX6QR7XQ48 AA US Equity Alcoa Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001379_CT_FIRB XSGZFLO9YTNO9VCQV219 MO US Equity Altria Group Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001380_CT_FIRB ZXTILKJKG63JELOEG630 DE2620453 AMZN US Equity Amazon.com, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001381_CT_FIRB IWUQB36BXD6OWD6X4T14 DE0332421 AAL UW Equity American Airlines, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001382_CT_FIRB B6Q2VFHD1797Q7NZ3E43 CAC0951492 7267 JT Equity American Honda Finance Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001383_CT_FIRB 5493006ORUSIL88JOE18 AMT US Equity American Tower Corp [ex- American Tower System] US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001384_CT_FIRB 549300D3L3G0R4U4VT04 APH US Equity Amphenol Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001385_CT_FIRB B78FQ7XBQFLP4AYJ6F79 APC US Equity Anadarko Petroleum Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001386_CT_FIRB 72ZZ1XRHOOU9P9X16K08 APA US Equity Apache Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001387_CT_FIRB HWUPKR0MPOU8FGXBT394 CAC0806592 AAPL US Equity Apple Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001388_CT_FIRB 42YMHYH0XMHJEXDUB065 ARAMARK Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001389_CT_FIRB W47HVZ7Q6FXL86RELH91 DE0717711 ACI US Equity Arch Coal, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001390_CT_FIRB 549300LO13MQ9HYSTR83 DE0152524 ADM US Equity Archer-Daniels-Midland Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001391_CT_FIRB 0C0SZC7H22UWI2NA3R46 ARRS UW Equity Arris Group, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001392_CT_FIRB 549300YNNLBXT8N8R512 NYCARREUS ARW US Equity Arrow Electronics, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001393_CT_FIRB 6O4MRU8C1MS0K34UQF79 KY0580261 ASH US Equity Ashland Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001394_CT_FIRB 549300Z40J86GGSTL398 DE2018584 T* MM Equity AT&T Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001395_CT_FIRB QVLWEGTD2S8GJMO8D383 ATO US Equity Atmos Energy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001396_CT_FIRB HGBOLILQXWER4SAL2I23 ADP US Equity Automatic Data Processing US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001397_CT_FIRB GA3JGKJ41LJKXDN23E90 Autozone Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001398_CT_FIRB XN8R4HH1TVC1XOCL5P21 CAR US EQUITY Avis Budget Car Rental LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001399_CT_FIRB XJI53DCPL7QABOWK4Z75 NYCAVNTUS AVT US Equity Avnet, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001400_CT_FIRB 5493007RY69UEB1F1B45 AVP US Equity Avon Products, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001401_CT_FIRB MF62XBVMNYTYMC18DL76 DE2416636 BA/ LN Equity BAE Systems Holdings Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001402_CT_FIRB BHI US EQUITY Baker Hughes Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001403_CT_FIRB EWRDABCN7XBHM37LIA98 DE2072335 Beam Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001404_CT_FIRB HL5XPTVRV0O8TUN5LL90 MN1K-1056 BBY US Equity Best Buy Co., Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001405_CT_FIRB KK5MZM9DIXLXZL9DZL15 DE2322568 BMW HB Equity BMW US Capital, LLC US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001406_CT_FIRB 549300DSFX2IE88NSX47 BWA US Equity BorgWarner Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001407_CT_FIRB Y6ZDD9FP4P8JSSJMW954 DE0874815 BSX UN Equity Boston Scientific Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001408_CT_FIRB 549300GMUCJ08527GQ81 IN182869-107 BP/ LN Equity BP Corporation North America Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001409_CT_FIRB 549300YYMNSW7KWZH127 BP/ LN Equity BP Products North America Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001410_CT_FIRB HLYYNH7UQUORYSJQCN42 BMY US EQUITY Bristol Myers Squibb Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001411_CT_FIRB 5493007M0RIN8HY3MM77 BG US Equity Bunge Limited US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001412_CT_FIRB Y7ET3D9SDOFUZ515FE28 DE0799956 CA US Equity CA, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001413_CT_FIRB 43R4VPJBXTU2O15HEF41 Calpine Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001414_CT_FIRB 5493007JDSMX8Z5Z1902 CPB US Equity Campbell Soup Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001415_CT_FIRB CCU46N3GJMF4OK4N7U60 OH535613 CAH US Equity Cardinal Health, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001416_CT_FIRB QXZYQNMR4JZ5RIRN4T31 3091Z US Equity Cargill Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001417_CT_FIRB EDBQKYOPJUCJKLOJDE72 DE0921323 CAT SE Equity Caterpillar Financial Services Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001418_CT_FIRB WRJR7GS4GTRECRRTVX92 CAT US EQUITY Caterpillar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001419_CT_FIRB 5KYC8KF17ROCY24M3H09 DE2106821 C5S GM Equity CBS Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001420_CT_FIRB CD30XVRLT4QO00B1C706 DE3780476 CE UN Equity Celanese US Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001421_CT_FIRB 4SIHMF0MOSTTL8CD0X64 CELG US Equity Celgene Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001422_CT_FIRB 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001423_CT_FIRB 8E6NF1YAL0WT6CWXXV93 CSCO US EQUITY Cisco Systems Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001424_CT_FIRB 549300IA9XFBAGNIBW29 CMS Energy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001425_CT_FIRB B0QU0GIVGFFMCOP5RJ72 DE4789658 CKK GB Equity Coca-Cola Enterprises, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001426_CT_FIRB 2V9V7M0RUQG9M2J4IC47 Colfax Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001427_CT_FIRB YMEGZFW4SBUSS5BQXF88 DE0156313 CL US Equity Colgate-Palmolive Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001428_CT_FIRB 51M0QTTNCGUN7KFCFZ59 PA3039985 CTP GB Equity Comcast Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001429_CT_FIRB 549300OQS2LO07ZJ7N73 DE0406521 CMC US Equity Commercial Metals Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001430_CT_FIRB 6113F6JQLWIUGTBN1L36 CSC US equity Computer Sciences Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001431_CT_FIRB 54930035UDEIH090K650 DE0818944 CAG US Equity ConAgra Foods, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001432_CT_FIRB SYHS7HRDXLL4I0IQ8776 CXO US EQUITY Concho Resources Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001433_CT_FIRB 6VJJ5GQWIRDQ06DUXG89 DE0064324 COP US Equity ConocoPhillips Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001434_CT_FIRB 549300JK3KH8PWM3B226 DE2277631 CNX UN Equity CONSOL Energy Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001435_CT_FIRB 29DX7H14B9S6O3FD6V18 CTO GM Equity Costco Wholesale Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001436_CT_FIRB 549300BO9IWPF3S48F93 COTY US EQUITY Coty Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001437_CT_FIRB TVRMNZKRGA8LPW6XPG60 Cox Enterprises Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001438_CT_FIRB RPPGGRL1J75WGF2DFO04 PA3337938 CCK US Equity Crown Americas LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001439_CT_FIRB ZUNI8PYC725B6H8JU438 IN194062-043 CMI UN Equity Cummins Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001440_CT_FIRB S4BKK9OTCEWQ3YHPFM11 DHR US EQUITY Danaher Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001441_CT_FIRB PWFTNG3EI0Y73OXWDH08 DE US EQUITY Deere & Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001442_CT_FIRB 3E70L4WYANTIWWIPHC81 DELL US EQUITY Dell Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001443_CT_FIRB Q2CCMS6R0AS67HJMBN42 DAL US EQUITY Delta Air Lines Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001444_CT_FIRB 54930042348RKR3ZPN35 DE2155705 DVN US Equity Devon Energy Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001445_CT_FIRB F14FQJ2EEHW5VPYUHL14 DO US Equity Diamond Offshore Drilling, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001446_CT_FIRB 549300Z1UGYT5725XB67 DE3535468 DTV TQ Equity DIRECTV Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001447_CT_FIRB ILUL7B6Z54MRYCF6H308 D US EQUITY Dominion Resources Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001448_CT_FIRB 549300FMC2ALGA7N9E80 DE0412823 DOV UN Equity Dover Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001449_CT_FIRB ZQUIP1CSZO8LXRBSOU78 DOW US EQUITY Dow Chemical Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001450_CT_FIRB 549300IX8SD6XXD71I78 DTE US EQUITY DTE Energy Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001451_CT_FIRB FDPVHDGJ1IQZFK9KH630 DE2345566 EMN UN Equity Eastman Chemical Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001452_CT_FIRB 0NZWDMRCE180888QQE14 ETN US EQUITY Eaton Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001453_CT_FIRB OML71K8X303XQONU6T67 DE2871352 EBAY US Equity eBay Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001454_CT_FIRB FRDRIPF3EKNDJ2CQJL29 LLY US EQUITY Eli Lilly & Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001455_CT_FIRB FGLT0EWZSUIRRITFOA30 EMR UN Equity Emerson Electric Co. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001456_CT_FIRB GHFPUH0OZ5JLGJXWCO16 ESV UN Equity ENSCO International Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001457_CT_FIRB 4XM3TW50JULSLG8BNC79 ETR US EQUITY Entergy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001458_CT_FIRB 549300EVUN2BTLJ3GT74 DE2911438 EQIX US Equity Equinix, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001459_CT_FIRB 549300RO2XES74KQGG63 XLS US EQUITY Exelis Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001460_CT_FIRB 3SOUA6IRML7435B56G12 EXC US EQUITY Exelon Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001461_CT_FIRB CI7MUJI4USF3V0NJ1H64 WA601975803 EXPE UW Equity Expedia, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001462_CT_FIRB J3WHBG0MTS7O8ZVMDC91 NJ3793794100 XOM US Equity Exxon Mobil Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001463_CT_FIRB 549300E707U7WNPZN687 FDX US EQUITY FedEx Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001464_CT_FIRB 6WQI0GK1PRFVBA061U48 GA0110597 FIS UN Equity Fidelity National Information Services, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001465_CT_FIRB 549300NPYMLM4NHTOF27 First Solar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001466_CT_FIRB 549300SVYJS666PQJH88 OH953140 FE US Equity FirstEnergy Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001467_CT_FIRB 6Y0GK87T6V7NJKZJVM41 NYCDRRCUS FLS US Equity Flowserve Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001468_CT_FIRB CQ7WZ4NOFWT7FAE6Q943 FLR US EQUITY Fluor Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001469_CT_FIRB CKDHZ2X64EEBQCSP7013 FMC US Equity FMC Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001470_CT_FIRB EMQFUEY7DV1MVNKAUT87 DE3315658 FTI US Equity FMC Technologies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001471_CT_FIRB 20S05OYHG0MQM4VUIC57 F US EQUITY Ford Motor Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001472_CT_FIRB 2MNR4Q42DBL85U7RD221 Forest Oil Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001473_CT_FIRB A0WMBJD47C49E2JJOM88 DE4594648 FRE GY Equity Fresenius US Finance I, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001474_CT_FIRB 549300FNRIXILI56M704 0196414D US EQUITY Gavilon LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001475_CT_FIRB 9C1X8XOOTYY2FNYTVH06 GD US EQUITY General Dynamics Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001476_CT_FIRB 3C7474T6CDKPR9K6YT90 NYCGECYUS GNE FP Equity General Electric Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001477_CT_FIRB 2TGYMUGI08PO8X8L6150 GIS US Equity General Mills, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001478_CT_FIRB 549300PDWRZX0BR28B12 DE4717789 GM UN Equity General Motors Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001479_CT_FIRB L2EVHWFHVAQK72TMH265 DE4275413 Georgia-Pacific LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001480_CT_FIRB 5493002BI0S2ZQUY3437 GT US EQUITY Goodyear Tire & Rubber Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001481_CT_FIRB 7ZW8QJWVPR4P1J1KQY45 GOOG US EQUITY Google Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001482_CT_FIRB ENYF8GB5SMQZ25S06U51 DE2681775 HAL UN Equity Halliburton Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001483_CT_FIRB KAO98FK89NPNNPQGUZ43 DE0497602 HSC US Equity Harsco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001484_CT_FIRB 549300NUB6D2R1ITYR45 HAS US Equity Hasbro, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001485_CT_FIRB 549300PD0C69OJ0NLB27 766481Z US EQUITY Hertz Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001486_CT_FIRB UASVRYNXNK17ULIGK870 DE0097017 AHC GB Equity Hess Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001487_CT_FIRB WHKXQACZ14C5XRO8LW03 HPQ US EQUITY Hewlett-Packard Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001488_CT_FIRB 5493003STKEZ2S0RNU91 HNZ US EQUITY HJ Heinz Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001489_CT_FIRB ISRPG12PN4EIEOEMW547 DE2061772 HON UN Equity Honeywell International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001490_CT_FIRB KNX4USFCNGPY45LOCE31 4335 HK Equity Intel Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001491_CT_FIRB VGRQXHF3J8VDLUA7XE92 IBM US EQUITY International Business Machines (IBM Corp) US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001492_CT_FIRB F9HV8ZL85LRIQ6D60098 NVC7491-1980 IGT UN Equity International Game Technology US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001493_CT_FIRB 824LMFJDH41EY779Q875 IP US EQUITY International Paper Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001494_CT_FIRB 5493008IUOJ5VWTRC333 Interpublic Group of Cos US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001495_CT_FIRB 24F6LSZD18II6ICG6S41 Itron Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001496_CT_FIRB YB2O5TUONPB3W1X7WJ88 ITT US EQUITY ITT Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001497_CT_FIRB KD833U13JEIGETBW2749 JAH US EQUITY Jarden Corp (fka Alltrista Corp) US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001498_CT_FIRB 549300XR6O4ACB0KLV08 JFB Firth Rixson, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001499_CT_FIRB E0KSF7PFQ210NWI8Z391 DE UN Equity John Deere Capital Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001500_CT_FIRB 549300G0CFPGEF6X2043 NJ5106301000 JNJ GQ Equity Johnson & Johnson US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001501_CT_FIRB 3LB2NG8VUULSCV2NO430 JCI US EQUITY Johnson Controls Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001502_CT_FIRB LONOZNOJYIBXOHXWDB86 K US EQUITY Kellogg Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001503_CT_FIRB AGX0G2MXE54NFNNICD28 KU1 US EQUITY Kentucky Utilities Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001504_CT_FIRB MP3J6QPYPGN75NVW2S34 KMB UN Equity Kimberly-Clark Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001505_CT_FIRB 549300PDHUGWPWGOT525 DE2301470 Kinder Morgan Energy Partners, L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001506_CT_FIRB 5493005158BXZWGOX572 3097Z US EQUITY Koch Industries Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001507_CT_FIRB 549300JF6LPRTRJ0FH50 KSS UN Equity Kohl's Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001508_CT_FIRB V1BYR0MM295ZFWYYS367 KRFT US EQUITY Kraft Foods Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001509_CT_FIRB GR3KVMWVCR54YWQNXU90 DE0933796 LTD GF Equity L Brands, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001510_CT_FIRB LINE US EQUITY Linn Energy LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001511_CT_FIRB 5493007B9BM9ZXJINO78 DE4009151 LYV UN Equity Live Nation Entertainment, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001512_CT_FIRB DPRBOZP0K5RM2YE8UU08 LMT US EQUITY Lockheed Martin Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001513_CT_FIRB WAFCR4OKGSC504WU3E95 NC0087443 LOW UN Equity Lowe's Companies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001514_CT_FIRB 2RTSLGQ89VMY18RHX631 Manitowoc Co Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001515_CT_FIRB 1FRVQX2CRLGC1XLP5727 DE3395371 MRO US Equity Marathon Oil Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001516_CT_FIRB 3BNYRYQHD39K4LCKQF12 DE4750998 MPC UN Equity Marathon Petroleum Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001517_CT_FIRB 225YDZ14ZO8E1TXUSU86 DE2798413 MAR US Equity Marriott International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001518_CT_FIRB 54930073HKEO6GZBSS03 4614Z US EQUITY Mars Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001519_CT_FIRB 549300XMP3KDCKJXIU47 DE0706226 MMC UN Equity Marsh & McLennan Companies, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001520_CT_FIRB 5GCSNMQXHEYA1JO8QN11 DE0585027 MAS US Equity Masco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001521_CT_FIRB AR5L2ODV9HN37376R084 DE3390142 MA US Equity MasterCard Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001522_CT_FIRB 549300VELLG24KHTJ564 DE0673809 MAT US Equity Mattel, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001523_CT_FIRB UE2136O97NLB5BYP9H04 MCD US EQUITY McDonald's Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001524_CT_FIRB 549300WZWOM80UCFSF54 DE2417015 MCK US Equity McKesson Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001525_CT_FIRB 4DL8C98Z5G5IXZLH3578 MWV US Equity MeadWestvaco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001526_CT_FIRB D56MRZY2INAN94ZONZ37 MDT US EQUITY Medtronic Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001527_CT_FIRB 4YV9Y5M8S0BRK1RP0397 MRK US EQUITY Merck & Co Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001528_CT_FIRB INR2EJN1ERAN0W5ZP974 WA600413485 MSF NA Equity Microsoft Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001529_CT_FIRB 54930073LBBH6ZCBE225 TAP US EQUITY Molson Coors Brewing Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001530_CT_FIRB 549300DV9GIB88LZ5P30 VA05501796 KTF GF Equity Mondelez International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001531_CT_FIRB NONUZEX43GHIPSVDD938 DE3174788 MON US Equity Monsanto Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001532_CT_FIRB 6S552MUG6KGJVEBSEC55 DE0789650 MTLA GF Equity Motorola Solutions, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001533_CT_FIRB MOM4570XTJ5YYX7JKH83 DE2977161 NG/ LN Equity National Grid USA US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001534_CT_FIRB 549300VSP3RIX7FGDZ51 NEM US EQUITY Newmont Mining Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001535_CT_FIRB UMI46YPGBLUE4VGNNT48 NEE UN Equity NextEra Energy Capital Holdings, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001536_CT_FIRB 549300Z2ZSKKGUE3J147 NKE US EQUITY Nike Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001537_CT_FIRB ZHUWIE4VK4MIYES0UG62 IN2000033100151 NI UN Equity NiSource Finance Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001538_CT_FIRB 7D6DIU2QXTUJRFNNJA49 CAC1059173 7201 JT Equity Nissan Motor Acceptance Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001539_CT_FIRB 02VFQXG2D1LR5ZH3K186 NBL UN Equity Noble Energy, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001540_CT_FIRB 549300S3IZB5P35KNV16 WA178071138 JWN US Equity Nordstrom, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001541_CT_FIRB RIMU48P07456QXSO0R61 NOC US EQUITY Northrop Grumman Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001542_CT_FIRB 6B6FQLPMMKB14LX6NY57 Novelis Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001543_CT_FIRB 549300GGJCRSI2TIEJ46 NUE UN Equity Nucor Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001544_CT_FIRB IM7X0T3ECJW4C1T7ON55 OXY US EQUITY Occidental Petroleum US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001545_CT_FIRB 52990006VBKYFQMQJX90 KvK 34311273 0000 OILT UD EQUITY Oiltanking Finance B.V. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001546_CT_FIRB HKUPACFHSSASQK8HLS17 OMC US EQUITY Omnicom Group US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001547_CT_FIRB 1Z4GXXU7ZHVWFCD8TV52 DE2457805 ORCL* MM Equity Oracle Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001548_CT_FIRB 549300TOPQ8NG4HGVK16 Owens Corning US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001549_CT_FIRB PH3S12DWZBHHQKVYZ297 WA177005077 PCAR US Equity PACCAR Financial Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001550_CT_FIRB KDTEY8BWE486IKZ3CC07 PCAR US EQUITY Paccar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001551_CT_FIRB SGY07Y7FNYBNLM6Z1M11 OR085297-86 BRK/A US Equity PacifiCorp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001552_CT_FIRB 5493002CONDB4N2HKI23 PH US EQUITY Parker Hannifin Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001553_CT_FIRB EJCO258LNNVSKAR2JX59 DE2864939 BTU US Equity Peabody Energy Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001554_CT_FIRB FJSUNZKFNQ5YPJ5OT455 NC0198463 PEP SE Equity PepsiCo, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001555_CT_FIRB 765LHXWGK1KXCLTFYQ30 PFE US EQUITY Pfizer Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001556_CT_FIRB 8YQ2GSDWYZXO2EDN3511 PG&E Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001557_CT_FIRB HL3H1H2BGXWVG3BSWR90 VA0670281-5 PMI SE Equity Philip Morris International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001558_CT_FIRB TWSEY0NEDUDCKS27AH81 Pinnacle West Capital Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001559_CT_FIRB 549300N2O26NW4ST6W55 DE0101728 PBI US Equity Pitney Bowes Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001560_CT_FIRB 5MRSWZYSSE4064ED3F25 Plains Exploration & Production Co LP US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001561_CT_FIRB 549300BKPEP01R3V6C59 PA284424 PPG UN Equity PPG Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001562_CT_FIRB ZU69GUVJQGZ6Z1UOOO79 PX US EQUITY Praxair Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001563_CT_FIRB 6S3X7J22E861RNTJSA74 3252Z US EQUITY President & Fellows of Harvard College US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001564_CT_FIRB 2572IBTT8CCZW6AU4141 PG US EQUITY Procter & Gamble Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001565_CT_FIRB 5PRBRS5FEH7NREC8OR45 NJ0100802453 PRU US Equity Prudential Financial, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001566_CT_FIRB PUSS41EMO3E6XXNV3U28 PEG US EQUITY Public Service Enterprise Group Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001567_CT_FIRB 123WALMHY1GZXG2YDL90 PVH UN Equity PVH Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001568_CT_FIRB 8MCWUBXQ0WE04KMXBX50 DE2249088 DGX UN Equity Quest Diagnostics Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001569_CT_FIRB HO1QNWM0IXBZ0QSMMO20 RL UN Equity Ralph Lauren Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001570_CT_FIRB YR6K3WJN0KKLUPZSNL57 DE0472015 RTN US Equity Raytheon Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001571_CT_FIRB NKNQHM6BLECKVOQP7O46 RSG US EQUITY Republic Services Group US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001572_CT_FIRB PQQ60KVT5SJX0ETQT497 RKT US Equity Rock-Tenn Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001573_CT_FIRB VH3R4HHBHH12O0EXZJ88 ROK US Equity Rockwell Automation, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001574_CT_FIRB 549300LJXD867XMVE759 ROP UN Equity Roper Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001575_CT_FIRB K2NEH8QNVW44JIWK7Z55 C-38863 RCL NO Equity Royal Caribbean Cruises Ltd. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001576_CT_FIRB 549300TJCKW4BRXPJ474 RPM US Equity RPM International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001577_CT_FIRB 549300VXRTBPBK07QT94 0398293Z US EQUITY Ruby Pipeline LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001578_CT_FIRB ZXJ6Y2OSPZXIVGRILD15 FL590739250 R US Equity Ryder System, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001579_CT_FIRB 549300NKZ6VCN5P3K723 DE2096948 SWY US Equity Safeway Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001580_CT_FIRB RLTHESQ0RNFQJWPBJN60 DE2258732 SGMS UW Equity Scientific Games International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001581_CT_FIRB Q0M0CZB4YN6JZ65WXI09 SEE US EQUITY Sealed Air Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001582_CT_FIRB PBBKGKLRK5S5C0Y4T545 CAC1991515 SRE US Equity Sempra Energy US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001583_CT_FIRB KAF673KJXD92C8KSLU49 SLGN US EQUITY Silgan Holdings Inc [fka Silgan Corp] US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001584_CT_FIRB MR92GTD0MJTTTTQDVG45 DE2360269 Simon Property Group, L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001585_CT_FIRB HHWAT5TDOYZMM26KKQ73 SNA US Equity Snap-on Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001586_CT_FIRB 549300FC3G3YU2FBZD92 Southern Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001587_CT_FIRB EFWMP121W54QV9MGOP87 DE4116263 SWN US Equity Southwestern Energy Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001588_CT_FIRB P761FCI0CPOG24I8JE10 SPW US Equity SPX Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001589_CT_FIRB 549300DJ09SMTO561131 SWK US Equity Stanley Black & Decker, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001590_CT_FIRB XQM2JINI1UL7642TU573 SPLS US Equity Staples, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001591_CT_FIRB 5493002F0SC4JTBU5137 MI148492 SYK US Equity Stryker Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001592_CT_FIRB 549300TXO070764WUH65 SPWR US EQUITY Sunpower Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001593_CT_FIRB YF6ZV0M6AU4FY94MK914 SYMC US Equity Symantec Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001594_CT_FIRB 5RGWIFLMGH3YS7KWI652 SYY US Equity Sysco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001595_CT_FIRB 8WDDFXB5T1Z6J0XC1L66 TGT US Equity Target Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001596_CT_FIRB 6HL0C5LCIE4TN8UZHL06 DE2980513 TRP UN Equity TC PipeLines, LP US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001597_CT_FIRB UUL85LWXB4NGSWWXIQ25 TFX US Equity Teleflex Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001598_CT_FIRB YAWJZJYEQ7M1SYMOS462 DE2106001 TEX UN Equity Terex Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001599_CT_FIRB CMTK1YBYNLPLIS3QLI53 TSO US EQUITY Tesoro Petroleum US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001600_CT_FIRB 549300VFZ8XJ9NUPU221 The Estee Lauder Companies US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001601_CT_FIRB HCHV7422L5HDJZCRFL38 DE0558016 TMO US Equity Thermo Fisher Scientific Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001602_CT_FIRB KNG3XRAA0RHN9H62OK76 TWX US EQUITY Time Warner Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001603_CT_FIRB B0I35MLPFXZSE70ASS73 TKR US EQUITY Timken Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001604_CT_FIRB 549300V2JRLO5DIFGE82 DE3058821 DTE GF Equity T-Mobile USA, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001605_CT_FIRB R1JB4KXN77XFCXOQKV49 DE7324254 TRN US Equity Trinity Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001606_CT_FIRB 3NWOXIHJSQCX0SM5Z749 DE3589359 TRW US Equity TRW Automotive Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001607_CT_FIRB G8NWFN4YP7CR6FOP4886 Tupperware Brands Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001608_CT_FIRB WD6L6041MNRW1JE49D58 TSN US Equity Tyson Foods, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001609_CT_FIRB MYF1DAS6G5WY7PRWCU78 DE0945814 ULVR LN Equity Unilever Capital Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001610_CT_FIRB K1OQBWM7XEOO08LDNP29 DE0890080 UAL UN Equity United Airlines, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001611_CT_FIRB D01LMJZU09ULLNCY6Z23 UPS US EQUITY United Parcel Service Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001612_CT_FIRB JNLUVFYJT1OZSIQ24U47 X UN Equity United States Steel Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001613_CT_FIRB I07WOS4YJ0N7YRFE7309 UTX US EQUITY United Technologies Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001614_CT_FIRB 549300VSXHFQVR770L55 DE4426189 Univar Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001615_CT_FIRB 549300BZXZ66F6DTIF20 VA0016487-1 UVV US Equity Universal Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001616_CT_FIRB 5493004XNBKB5SFUJI60 DE0932960 AAL UW Equity US Airways, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001617_CT_FIRB KOO0397YRO83WY5MGD97 VRX CT Equity Valeant Pharmaceuticals International US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001618_CT_FIRB 549300XTO5VR8SKV1V74 VLO US EQUITY Valero Energy Corp US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001619_CT_FIRB 2S72QS2UO2OESLG6Y829 VZ US EQUITY Verizon Communications Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001620_CT_FIRB CWAJJ9DJ5Z7P057HV541 VFC US EQUITY VF Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001621_CT_FIRB X0ST5BPF0CZG9FE5OV61 VIA US EQUITY Viacom Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001622_CT_FIRB 549300OBVCU4IRZFZ230 Virgin Media Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001623_CT_FIRB CQKUMNNZVDJLRYV2PT43 Virginia Electric & Power Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001624_CT_FIRB 549300JZ4OKEHW3DPJ59 V US Equity Visa Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001625_CT_FIRB 549300BMOJ05INE4YK86 DE2669712 Vornado Realty L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001626_CT_FIRB 549300UUPJ2NXDB68M19 DE0911551 VW Credit, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001627_CT_FIRB Y87794H0US1R65VBXU25 WMT US EQUITY Wal-Mart Stores Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001628_CT_FIRB 7260JQNI6SCF9FIV2392 DIS US EQUITY Walt Disney Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001629_CT_FIRB IQN3XTJNANI73KWRED03 Walter Energy Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001630_CT_FIRB 549300YX8JIID70NFS41 WM US EQUITY Waste Management US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001631_CT_FIRB 3CYEJKBUJZO3UW777J80 DE3797582 WEA Finance LLC US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001632_CT_FIRB WHENKOULSSK7WUM60H03 WHR US EQUITY Whirlpool Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001633_CT_FIRB D3W7PCXCBRQLL17DZ313 World Fuel Services Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001634_CT_FIRB T4VNTWMFQ7JQB65L7T35 DE3664441 WYN UN Equity Wyndham Worldwide Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001635_CT_FIRB LGJNMI9GH8XIDG5RCM61 MN37-AA XEL US Equity Xcel Energy Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001636_CT_FIRB 4KF48RN45X1OO8UBLY20 XRX UN Equity Xerox Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001637_CT_FIRB 6EY4K7ZMF9UX1CU6KC79 XIX GF Equity Xilinx, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001638_CT_FIRB 549300DF5MV96DRYLQ48 XYL US EQUITY Xylem Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001639_CT_FIRB 2P2YLDVPES3BXQ1FRB91 DE3343799 ZMH US Equity Zimmer Holdings, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001640_CT_FIRB 549300HD9Q1LOC9KLJ48 ZTS UN Equity Zoetis Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001641_CT_FIRB 5493007CO5W5OBFG7L21 RETAIL ESTATES NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001642_CT_FIRB 549300QSUNKAEBMYIR16 RAVAGO S.A. BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001643_CT_FIRB 549300O3SGMD4K45DN61 BE 0404621642 ALCATEL-LUCENT BELL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001644_CT_FIRB 54930031IF9XW7PCY637 BE 0403992231 Atlas Copco Airpower BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001645_CT_FIRB 549300PR82EONF1NKE18 BE 0473566965 BELFIMA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001646_CT_FIRB 549300UOBXCS79E82606 BE 0404535431 Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001647_CT_FIRB 549300VSM2RG55U2QU15 BE 0400853488 BRUSSELS AIRLINES BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001648_CT_FIRB 5493007ZLRNTTT9B6384 Carrefour Finance SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001649_CT_FIRB 529900P0HVIO92I8AU52 BE 0422362447 COCKERILL MAINTENANCE & INGENIERIE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001650_CT_FIRB 549300VWVXR1GOHG0E16 BE 0425702910 COFELY FABRICOM sa BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001651_CT_FIRB 5493003N7PPOYDZI1G90 BE 0400464795 COMPAGNIE D'ENTREPRISES CFE — AANNEMINGSMAATSCHAPPIJ CFE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001652_CT_FIRB 5299009GDDJ20VCTA286 BE 0404411707 CONTINENTAL BENELUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001653_CT_FIRB 549300NF0J86QSGBSV95 BE 0413572663 DELDO AUTOBANDEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001654_CT_FIRB 549300KT827RUL680A73 BE0428741087 D'IETEREN Treasury BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001655_CT_FIRB 5493000G720YN71E2S86 BE 0435305514 DREDGING INTERNATIONAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001656_CT_FIRB 529900YOYR5FW12UBJ80 BE 0471811661 EDF Luminus BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001657_CT_FIRB 549300F203XBWYK45D98 BE 0411515075 Emmaüs vzw BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001658_CT_FIRB 529900T3V512W5JEJF78 BE 0406183144 Evonik Degussa Antwerpen BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001659_CT_FIRB 5493006GOR72R0ZYBN98 BE 0860409202 EXMAR BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001660_CT_FIRB 52990071WX2UW1WNHC16 BE 0402954628 FLUXYS BELGIUM BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001661_CT_FIRB 529900RL1B6NSLKU7P45 BE 0821382439 FLUXYS FINANCE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001662_CT_FIRB 549300EL1OTYCHBFUV17 BE 0442100363 GDF SUEZ CC SCRL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001663_CT_FIRB 549300AS6JDY8GAUB274 BE 0831958211 GDF SUEZ ENERGY MANAGEMENT TRADING BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001664_CT_FIRB 6IM6CQKADLNCQGUEU352 BE0439255986 GEMS Services SA/NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001665_CT_FIRB 549300UFHGFY5IOON989 BE 0220324117 Gimv BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001666_CT_FIRB 5493004EAZQ20FYJKT70 BE 0438202052 greif services belgium BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001667_CT_FIRB 5299004FBX5DGG463D98 BE 0430060188 HERAEUS ELECTRO — NITE INTERNATIONAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001668_CT_FIRB 5493002TTO3072KC6L60 BE 0402220594 Hewlett — Packard Belgium BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001669_CT_FIRB 549300VI27GGJFIOCP26 BE 0440113348 INTERNATIONAL FINANCE CENTER CFE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001670_CT_FIRB 5493002RVRZ1S3CPUI26 BE 0428750985 ION BEAM APPLICATIONS S.A BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001671_CT_FIRB 54930073JZQL85NE3817 BE 0222343301 IVERLEK BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001672_CT_FIRB 549300YEC7519H8CBF72 BE 0473587751 J.C. General Services CVBA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001673_CT_FIRB 549300U0BLKP6Y8LPX16 BE 0404778426 Katoen Natie BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001674_CT_FIRB 529900X1VAF3IXDZJ071 LE PEIGNE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001675_CT_FIRB 549300ROPVHSEKEMW107 BE 0807049797 LOCORAIL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001676_CT_FIRB 549300L6DOLPEQSOI005 BE 0405580655 MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001677_CT_FIRB 5493007JS0ZHJVBUWP18 BE 0456810810 MOBISTAR BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001678_CT_FIRB 549300V3ES7BVGYNRZ58 BE 0413630071 N.V BESIX S.A BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001679_CT_FIRB 529900P78BT1RIIYWY69 BE 0458885719 NUTRECO CAPITAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001680_CT_FIRB 549300XHGK09MEWMOL68 BE 0419457296 Ontex bvba BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001681_CT_FIRB 5299009CBE6VJXABZS81 BE 0436410522 RAFFINERIE TIRLEMONTOISE — TIENSE SUIKERRAFFINADERERIJ BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001682_CT_FIRB 529900P4SONA6KVTRT86 BE 0428343981 RECTICEL INTERNATIONAL SERVICES BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001683_CT_FIRB 529900LK4T42CNH2U882 BE 0434475767 S.B. MANAGEMENT AND SERVICES BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001684_CT_FIRB 529900FTYUE9QOXMU884 BE 0434284638 SAINT-GOBAIN BENELUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001685_CT_FIRB 549300CCKFF44A550J72 BE 0400747580 SARENS BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001686_CT_FIRB 549300JTFH1WHCEMIN40 BE 0407139583 SD WORX BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001687_CT_FIRB HB7FFAZI0OMZ8PP8OE26 BE 0413330856 Society for Worldwide Interbank Financial Telecommunication BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001688_CT_FIRB 213800IS5GA1OZ8RBM85 BE 0473416418 TELENET nv BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001689_CT_FIRB 529900R7MYQQO8CHR962 BE 0403063902 TOTAL BELGIUM BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001690_CT_FIRB 5299003N2SCVNU16O909 BE 0403079441 Total Petrochemicals & Refining SA/NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001691_CT_FIRB 549300ZSTW3D1UXOXY91 BE 0412639681 TRACTEBEL ENGINEERING sa BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001692_CT_FIRB 529900F3AIQECS8ZSV61 UMICORE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001693_CT_FIRB 549300J5X4E65PJHE355 BE 0464538245 VPK SERVICES BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001694_CT_FIRB 5493002MUOV04NSPT571 2796756-1 RBC INVESTOR SERVICES TRUST CA Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001695_CT_FIRB 549300G6ZUFBJVLAJQ46 MERCURIA ENERGY TRADING SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001696_CT_FIRB 5299009K1FINARYDEC72 RENAULT FINANCE SA CH Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001697_CT_FIRB 549300WZRVQERM819Z90 1141987-6 CH02039235685 Schweizerische RÃ 1 4 ckversicherungs-Gesellschaft AG CH Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001698_CT_FIRB 52990031Q7PCTSUSRW11 2820823-9 HRB40498 LBBW Dublin Management GmbH DE Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001699_CT_FIRB 529900GHE5268QPEOH13 2537992-6 HRB106727 LIDL IRELAND GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001700_CT_FIRB 529900USFSZYPS075O24 1144838-8 HRB3790 VOLKSWAGEN FINANCIAL SERVICES AG DE Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001701_CT_FIRB 549300Y5BJOTCMUYT658 ARCELORMITTAL TREASURY SNC FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001702_CT_FIRB 969500KY4MRVCLM9HE48 EDF ENERGIES NOUVELLES FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001703_CT_FIRB 529900QI55ZLJVCMPA71 TOTAL CAPITAL FR Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001704_CT_FIRB 2138006E2VG89XLORJ06 02366682 YORKSHIRE WATER SERVICES LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001705_CT_FIRB 549300BPQYQ838KE1X51 UNIPEC ASIA COMPANY LIMITED HK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001706_CT_FIRB 213800SKZTSE2L1BII69 THAMES WATER UTILITIES CAYMAN FINANCE LIMITED KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001707_CT_FIRB 0YQH6LCEF474UTUV4B96 KvK 34313428 0000 ENEL FINANCE INTERNATIONAL N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001708_CT_FIRB 4ME66GO1Q4T87C52WS37 KvK 33134831 0000 GENERAL ELECTRIC INTERNATIONAL INC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001709_CT_FIRB 1310Z AR Equity Argentina AR Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001710_CT_FIRB 1525Z AU Equity Australia AU Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001711_CT_FIRB 1480Z AV Equity Austria AT Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001712_CT_FIRB 43886Z BD Equity Bangladesh BD Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001713_CT_FIRB 111136Z BB Equity Belgium BE Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001714_CT_FIRB 1323Z BZ Equity Brazil BR Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001715_CT_FIRB 129225Z BU Equity Bulgaria BG Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001716_CT_FIRB 80710Z CN Equity Canada CA Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001717_CT_FIRB 45793Z CI Equity Chile CL Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001718_CT_FIRB PRCH CH Equity China CN Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001719_CT_FIRB 1153Z CB Equity Colombia CO Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001720_CT_FIRB 1040Z CP Equity Czech Republic CZ Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001721_CT_FIRB 1271Z DC Equity Denmark DK Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001722_CT_FIRB 1083Z EY Equity Egypt EG Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001723_CT_FIRB 1000Z ET Equity Estonia EE Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001724_CT_FIRB 1306Z FH Equity Finland FI Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001725_CT_FIRB 223727Z FP Equity France FR Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001726_CT_FIRB 3413Z GR Equity Germany DE Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001727_CT_FIRB 1004Z GA Equity Greece GR Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001728_CT_FIRB 1182Z HB Equity Hungary HU Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001729_CT_FIRB 1504Z IN Equity India IN Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001730_CT_FIRB 1133Z IJ Equity Indonesia ID Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001731_CT_FIRB 1266Z ID Equity Ireland IE Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001732_CT_FIRB 3343943Z IT Equity Israel IL Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001733_CT_FIRB 2103Z IM Equity Italy IT Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001734_CT_FIRB JAPZ JP Equity Japan JP Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001735_CT_FIRB 1001Z KN Equity Kenya KE Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001736_CT_FIRB 3344606Z LR Equity Latvia LV Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001737_CT_FIRB 1092Z LH Equity Lithuania LT Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001738_CT_FIRB 1110Z LX Equity Luxembourg LU Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001739_CT_FIRB 1124Z MK Equity Malaysia MY Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001740_CT_FIRB 5753Z US Equity Malta MT Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001741_CT_FIRB 1426Z MM Equity Mexico MX Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001742_CT_FIRB 1096Z MC Equity Morocco MA Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001743_CT_FIRB 1533Z NA Equity Netherlands NL Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001744_CT_FIRB 46443Z NZ Equity New Zealand NZ Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001745_CT_FIRB 1233Z NO Equity Norway NO Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001746_CT_FIRB 279379Z PM Equity Philippines PH Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001747_CT_FIRB 1084Z PW Equity Poland PL Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001748_CT_FIRB 1174Z PL Equity Portugal PT Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001749_CT_FIRB 1089Z RO Equity Romania RO Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001750_CT_FIRB 4458Z RU Equity Russia RU Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001751_CT_FIRB 3344642Z AB Equity Saudi Arabia SA Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001752_CT_FIRB 1545Z SP Equity Singapore SG Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001753_CT_FIRB 1023Z SK Equity Slovakia SK Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001754_CT_FIRB 1091Z SV Equity Slovenia SI Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001755_CT_FIRB 50184Z SJ Equity South Africa ZA Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001756_CT_FIRB ROKZ KS Equity South Korea KR Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001757_CT_FIRB 1841Z SM Equity Spain ES Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001758_CT_FIRB 204283Z EK Equity Sudan SD Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001759_CT_FIRB 1179Z SS Equity Sweden SE Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001760_CT_FIRB 344758Z SW Equity Switzerland CH Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001761_CT_FIRB 116657Z TT Equity Taiwan TW Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001762_CT_FIRB 1179Z TB Equity Thailand TH Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001763_CT_FIRB 114144Z TI Equity Turkey TR Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001764_CT_FIRB 1089Z UZ Equity Ukraine UA Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001765_CT_FIRB 3344698Z UH Equity United Arab Emirates AE Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001766_CT_FIRB 6152Z LN Equity United Kingdom GB Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001768_CT_FIRB 6152Z LN Equity United States US Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001769_CT_FIRB 1069Z VC Equity Venezuela VE Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001770_CT_FIRB 231715Z VN Equity Vietnam VN Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001771_CT_FIRB ZTMSNXROF84AHWJNKQ93 INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT US Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001772_CT_FIRB QKL54NQY28TCDAI75F60 INTERNATIONAL FINANCE CORPORATION US Sovereign sample General governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001773_CT_FIRB BFXS5XCH7N0Y05NIXW11 3531454Z NA EQUITY ABN Amro NL Institutions sample 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US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001783_CT_FIRB 54930053HGCFWVHYZX42 CNE1000001Z5 3988 HK EQUITY Bank of China CN Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001784_CT_FIRB CNE100000205 3328 HK EQUITY Bank of Communications CN Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001785_CT_FIRB CO6GC26LCGGRTUESIP55 HK0023000190 23 HK EQUITY Bank of East Asia Ltd. HK Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001786_CT_FIRB Q2GQA2KF6XJ24W42G291 IE0030606259 BKIR ID EQUITY BANK OF IRELAND IE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001787_CT_FIRB NQQ6HPCNCCU6TUTQYE16 CA0636711016 BMO CN EQUITY Bank of Montreal CA Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001788_CT_FIRB WFLLPEPC7FZXENRZV188 US0640581007 BK US EQUITY Bank of New York Mellon Corp. US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001789_CT_FIRB L3I9ZG2KFGXZ61BMYR72 CA0641491075 BNS CN EQUITY Bank of Nova Scotia CA Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001790_CT_FIRB 549300685QG7DJS55M76 ES0113307021 BKIA SM EQUITY Bankia ES Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001791_CT_FIRB VWMYAEQSTOPNV0SUGU82 ES0113679I37 BKT SM EQUITY BANKINTER ES Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001792_CT_FIRB G5GSEF7VJP5I7OUK5573 GB0031348658 BARC LN EQUITY Barclays Plc GB Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001794_CT_FIRB VDYMYTQGZZ6DU0912C88 1103165-5 BLGZ GR EQUITY Bayerische Landesbank DE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001795_CT_FIRB K8MS7FD7N5Z2WQ51AZ71 ES0113211835 BBVA SM EQUITY BBVA ES Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001796_CT_FIRB A5GWLFH3KM7YV2SFQL84 CCBG BB EQUITY Belfius (Ex-Dexia bank) BE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001797_CT_FIRB R0MUWSFPU8MPRO8K5P83 FR0000131104 BNP FP EQUITY BNP Paribas FR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001798_CT_FIRB 9695005MSX1OYEMGDF46 3692594z fp equity BPCE FR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001799_CT_FIRB 7CUNS533WID6K7DGFI87 ES0140609019 CABK SM EQUITY CaixaBank ES Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001800_CT_FIRB 2IGI19DL77OX0HC3ZE78 CA1360691010 CM CN EQUITY Canadian Imperial Bank of Commerce CA Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001801_CT_FIRB CNE1000001Q4 998 HK EQUITY China CITIC Bank CN Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001802_CT_FIRB 5493001KQW6DM7KEDR62 CNE1000002H1 939 HK EQUITY China Construction CN Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001803_CT_FIRB CNE100000SL4 601818 CH EQUITY China Everbright Bank CN Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001804_CT_FIRB 549300MKO5B60FFIHF58 CNE1000002M1 3968 HK EQUITY China Merchants Bank CN Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001805_CT_FIRB 549300HBUGSQD1VCXG94 CNE100000HF9 1988 HK EQUITY China Minsheng Banking Corp., Ltd. CN Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001806_CT_FIRB 6SHGI4ZSSLCXXQSBB395 US1729674242 C US EQUITY Citigroup US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001807_CT_FIRB 851WYGNLUQLFZBSYGB56 1106139-7 DE000CBK1001 CBK GY EQUITY Commerzbank DE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001808_CT_FIRB MSFSBD3QN1GSN7Q6C537 AU000000CBA7 CBA AU EQUITY Commonwealth AU Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001809_CT_FIRB 969500TJ5KRTCJQWXH05 FR0000045072 ACA FP EQUITY Crédit Agricole FR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001810_CT_FIRB 9695000CG7B84NLR5984 CMUT FP EQUITY Crédit Mutuel FR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001811_CT_FIRB ANGGYXNX0JLX3X63JN86 CH0012138530 CSGN VX EQUITY Credit Suisse CH Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001812_CT_FIRB MAES062Z21O4RZ2U7M96 DK0010274414 DANSKE DC EQUITY Danske Bank DK Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001813_CT_FIRB 7LTWFZYICNSX8D621K86 1106989-5 DE0005140008 DBk GY EQUITY Deutsche Bank DE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001814_CT_FIRB 549300GKFG0RYRRQ1414 NO0010031479 DNB NO EQUITY DNB NOR NO Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001815_CT_FIRB 529900HNOAA1KXQJUQ27 1107041-4 DE0008343104 DGBK GR EQUITY DZ BANK AG Deutsche Zentral-Genossenschaftsbank DE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001816_CT_FIRB JEUVK5RWVJEN8W0C9M24 GRS323003004 EUROB GA EQUITY EFG EUROBANK ERGASIAS GR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001817_CT_FIRB PQOH26KWDF7CG10L6792 AT0000652011 EBS AV EQUITY Erste Group Bank AG AT Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001818_CT_FIRB 549300GGF3CSCFS5UT61 PTBES0AM0007 BES PL EQUITY ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) PT Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001819_CT_FIRB THRNG6BD57P9QWTQLG42 US3167731005 FITB US EQUITY Fifth Third Bancorp US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001820_CT_FIRB 784F5XWPLTWKTBV3E584 US38141G1040 GS US EQUITY Goldman Sachs Group US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001821_CT_FIRB MLU0ZO3ML4LN2LL2TL39 GB0005405286 HSBA LN EQUITY HSBC Holdings GB Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001823_CT_FIRB CNE000001QZ7 601166 CH EQUITY Industrial Bank of China CN Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001824_CT_FIRB 5493002ERZU2K9PZDL40 CNE1000003G1 1398 HK EQUITY Industrial Commercial Bank of China CN Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001825_CT_FIRB 3TK20IVIUJ8J3ZU0QE75 NL0000303600 INGA NA EQUITY ING NL Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001826_CT_FIRB 2W8N8UU78PMDQKZENC08 IT0000072618 ISP IM EQUITY Intesa IT Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001827_CT_FIRB 635400DTNHVYGZODKQ93 ILOA ID EQUITY Permanent TSB Group Holdings Plc IE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001828_CT_FIRB BZO2P8KHO2O10H5QQ663 BRITUBACNPR1 ITUB4 BZ EQUITY Itaú Unibanco Holding BR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001829_CT_FIRB 8I5DZWZKVSZI1NUHU748 US46625H1005 JPM US EQUITY JPMorgan Chase & Co. US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001830_CT_FIRB 3M5E1GQGKL17HI6CPN30 DK0010307958 JYSK DC EQUITY Jyske Bank DK Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001831_CT_FIRB 213800X3Q9LSAKRUWY91 BE0003565737 KBC BB EQUITY KBC BE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001832_CT_FIRB 549300XXMOJSIW8P4769 KR7060000007 060000 KS EQUITY Kookmin Bank KR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001833_CT_FIRB B81CK4ESI35472RHJ606 1001144-3 2525Z GR EQUITY Landesbank Baden-Württemberg DE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001834_CT_FIRB 549300PPXHEU2JF0AM85 GB0008706128 LLOY LN EQUITY Lloyds Banking Group GB Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001836_CT_FIRB 4ZHCHI4KYZG2WVRT8631 AU000000MQG1 MQG AU EQUITY Macquarie AU Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001837_CT_FIRB PSNL19R2RXX5U3QWHI44 IT0000062957 mb im equity Mediobanca SpA IT Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001838_CT_FIRB JP3902900004 8306 JP EQUITY Mitsubishi UFJ Financial Group JP Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001839_CT_FIRB RB0PEZSDGCO3JS6CEU02 JP3885780001 8411 JP EQUITY Mizuho Financial Group JP Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001840_CT_FIRB J4CP7MHCXR8DAQMKIL78 IT0001334587 BMPS IM EQUITY Monte Dei Paschi IT Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001841_CT_FIRB IGJSJL3JD5P30I6NJZ34 US6174464486 MS US EQUITY Morgan Stanley US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001842_CT_FIRB F8SB4JFBSYQFRQEH3Z21 AU000000NAB4 NAB AU EQUITY National Australia Bank AU Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001843_CT_FIRB 549300XFX12G42QIKN82 0916972D LN EQUITY Nationwide Building Society GB Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001845_CT_FIRB 549300B3CEAHYG7K8164 JP3762600009 8604 JP EQUITY Nomura Holdings JP Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001846_CT_FIRB DSNHHQ2B9X5N6OUJ1236 1124864-8 2531Z GR EQUITY Norddeutsche Landesbank DE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001847_CT_FIRB 6SCPQ280AIY8EP3XFW53 SE0000427361 NDA SS EQUITY Nordea SE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001848_CT_FIRB 549300GLF98S992BC502 US6658591044 NTRS US EQUITY Northern Trust Corp. US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001849_CT_FIRB 7437003B5WFBOIEFY714 OP Osuuskunta FI Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001850_CT_FIRB CFGNEKW0P8842LEUIA51 US6934751057 PNC US EQUITY PNC Financial Services Group US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001851_CT_FIRB DG3RU1DBUFHT4ZF9WN62 682055Z NA EQUITY Rabobank NL Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001852_CT_FIRB EVOYOND2GGP3UHGGE885 AT0000606306 RBI AV EQUITY Raiffeisen Zentralbank Österreich AG AT Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001853_CT_FIRB ES7IP3U3RHIGC71XBU11 CA7800871021 RY CN EQUITY Royal Bank of Canada CA Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001854_CT_FIRB 2138005O9XJIJN4JPN90 GB00B7T77214 RBS LN EQUITY Royal Bank of Scotland GB Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001856_CT_FIRB 5493006QMFDDMYWIAM13 ES0113900J37 SAN SM EQUITY Santander ES Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001857_CT_FIRB 549300WE6TAF5EEWQS81 RU0009029540 SBER RX EQUITY Sberbank RU Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001858_CT_FIRB F3JS33DEI6XQ4ZBPTN86 SE0000148884 SEBA SS EQUITY SEB SE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001859_CT_FIRB CNE0000011B7 600000 CH EQUITY Shanghai Pudong Development Bank CN Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001860_CT_FIRB O2RNE8IBXP4R0TD8PU41 FR0000130809 GLE FP EQUITY Société Générale FR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001861_CT_FIRB U4LOSYZ7YG4W3S5F2G91 GB0004082847 STAN LN EQUITY Standard Chartered Group GB Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001863_CT_FIRB 5493001JZ37UBBZF6L49 INE062A01012 SBIN IN EQUITY State Bank of India IN Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001864_CT_FIRB 549300ZFEEJ2IP5VME73 US8574771031 STT US EQUITY State Street Corp US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001865_CT_FIRB JP3890350006 8316 JP EQUITY Sumitomo Mitsui Financial Group JP Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001866_CT_FIRB 7E1PDLW1JL6TS0BS1G03 US8679141031 STI US EQUITY SunTrust Banks Inc. US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001867_CT_FIRB NHBDILHZTYCNBV5UYZ31 SE0000193120 SHBA SS EQUITY Svenska Handelsbanken SE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001868_CT_FIRB M312WZV08Y7LYUC71685 SE0000242455 SWEDA SS EQUITY Swedbank SE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001869_CT_FIRB GP5DT10VX1QRQUKVBK64 DK0010311471 SYDB DC EQUITY Sydbank DK Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001870_CT_FIRB NORZ JP EQUITY The Norinchukin Bank JP Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001871_CT_FIRB PT3QB789TSUIDF371261 CA8911605092 TD CN EQUITY Toronto-Dominion Bank CA Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001872_CT_FIRB N1GZ7BBF3NP8GI976H15 US9029733048 USB US EQUITY U.S. Bancorp US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001873_CT_FIRB 81560097964CBDAED282 UBI IM EQUITY UBI Banca IT Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001874_CT_FIRB BFM8T61CT2L1QCEMIK50 CH0024899483 UBSN VX EQUITY UBS CH Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001875_CT_FIRB 549300TRUWO2CD2G5692 IT0004781412 UCG IM EQUITY Unicredit IT Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001876_CT_FIRB IO66REGK3RCBAMA8HR66 SG1M31001969 UOB SP EQUITY United Overseas Bank Ltd. SG Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001877_CT_FIRB RU000A0JP5V6 VTBR RX EQUITY VTB Bank RU Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001878_CT_FIRB PBLD0EJDB5FWOLXP3B76 US9497461015 WFC US EQUITY Wells Fargo & Company US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001879_CT_FIRB EN5TNI6CI43VEPAMHL14 AU000000WBC1 WBC AU EQUITY Westpac AU Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001880_CT_FIRB KR7053000006 053000 ks equity Woori Finance Holding KR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001881_CT_FIRB 2138002Y3WMK6RZS8H90 NATIONAL BANK OF ABU DHABI AE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001882_CT_FIRB A6NZLYKYN1UV7VVGFX65 BE 0404453574 Argenta Spaarbank NV/SA BE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001883_CT_FIRB 529900WPR59SSV2AOJ29 BE 0414392710 BNP Paribas Fortis Factor BE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001884_CT_FIRB KGCEPHLVVKVRZYO1T647 BE 0403199702 BNP PARIBAS FORTIS SA/NV BE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001885_CT_FIRB 549300OZ46BRLZ8Y6F65 BE 0429875591 Euroclear Bank SA/NV BE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001886_CT_FIRB JLS56RAMYQZECFUF2G44 BE 0403200393 ING BELGIUM SA/NV BE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001887_CT_FIRB 5493008QOCP58OLEN998 BE 0404453475 Investar BE Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001888_CT_FIRB 6B2PBRV1FCJDMR45RZ53 BE 0462920226 KBC BANK NV BE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001889_CT_FIRB Q5BP2UEQ48R75BOTCB92 Ceskoslovenska obchodni banka as CZ Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001890_CT_FIRB KR6LSKV3BTSJRD41IF75 2900164-1 64948242 UNICREDIT CZ/SK PRA CZ Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001891_CT_FIRB 2ZCNRR8UK83OBTEK2170 1103210-9 HRB42148 Unicredit Bank AG DE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001892_CT_FIRB 529900GJD3OQLRZCKW37 1134792-9 HRB1819 VOLKSWAGEN BANK GMBH DE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001893_CT_FIRB CXW2O4H2U3MBVXMY1773 NORDEA BANK FINLAND PLC FI Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001894_CT_FIRB 969500VHCVGOH0RM3X42 AXA CORPORATE SOLUTIONS ASSURANCE FR Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001895_CT_FIRB 549300WCGB70D06XZS54 BNP Paribas Securities Services FR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001896_CT_FIRB 1VUV7VQFKUOQSJ21A208 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK FR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001897_CT_FIRB F4G136OIPBYND1F41110 DEXIA CREDIT LOCAL FR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001898_CT_FIRB KX1WK48MPD4Y2NCUIZ63 NATIXIS SA FR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001899_CT_FIRB QP3XKRKS0CX2T3O07L95 02857033 CARGILL GLOBAL FUNDING PLC GB Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001900_CT_FIRB 549300ZT0RVWCG8T4L55 03196171 CLERICAL MEDICAL INVESTMENT GROUP LTD GB Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001901_CT_FIRB TXDSU46SXBWIGJ8G8E98 00995939 RBC EUROPE GB Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001902_CT_FIRB 0LC1OXN013FUKQASJB58 1466050-0 ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED GG Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001903_CT_FIRB 2HI3YI5320L3RW6NJ957 1116658-4 THE HONGKONG AND SHA HK Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001904_CT_FIRB N1FBEDJ5J41VKZLO2475 3445100Z ID Equity CITIBANK EUROPE PLC IE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001905_CT_FIRB HRRVUBV0XN84YQZT6245 XS0227637500 DEPFA BANK PLC-DUBLIN HEAD OFFICE IE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001906_CT_FIRB EQYXK86SF381Q21S3020 3459384Z LN Equity MERRILL LYNCH INTERNATIONAL BANK LIMITED IE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001907_CT_FIRB 549300F99IL9YJDWH369 1105105-9 HSBC BANK MIDDLE EAST LIMITED JE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001908_CT_FIRB C3GTMMZIHMY46P4OIX74 1123361-6 019901008846 THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE JP Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001909_CT_FIRB 549300OL514RA0SXJJ44 B9248 CLEARSTREAM BANKING S.A. LU Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001910_CT_FIRB 5493006YXS1U5GIHE750 European Investment Bank LU Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001911_CT_FIRB 549300X34UUBDEUL1Z91 XHB GR EQUITY HSBC BANK MALTA PLC MT Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001912_CT_FIRB G8ZTNESVNKW4NN761W05 KvK 33170459 0000 ABN AMRO CLEARING BANK NV NL Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001913_CT_FIRB X3CZP3CK64YBHON1LE12 KvK 33002587 1594 THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE NL Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001914_CT_FIRB HZSN7FQBPO5IEWYIGC72 ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE NZ Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001915_CT_FIRB 54930044PULMORCKB765 SAUDI ARABIAN MONETARY AGENCY SA Institutions sample Central banks Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001916_CT_FIRB CWZ8NZDH5SKY12Q4US31 Citibank AS TR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001917_CT_FIRB B4TYDEB6GKMZO031MB27 Bank of America NA US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001918_CT_FIRB HPFHU0OQ28E4N0NFVK49 BANK OF NEW YORK MELLON US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001919_CT_FIRB E57ODZWZ7FF32TWEFA76 Citibank NA US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001920_CT_FIRB 7H6GLXDRUGQFU57RNE97 KvK 33278302 0000 JPMorgan Chase Bank N US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001921_CT_FIRB 571474TGEMMWANRLN572 1203023-5 STATE STREET BANK AND TRUST COMPANY BOSTON — MASSACHUSETTS US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000001_CT_AIRB 1040 58237v 0296104D AV EQUITY ALPINE Bau GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000002_CT_AIRB 5299005VO3GJ18GL5F14 8670870 310593f AMAG Austria Metall AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000003_CT_AIRB 549300VZKC61IR5U8G96 26972 50935f AT0000730007 ANDR AV EQUITY ANDRITZ AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000004_CT_AIRB 529900LMTI8YSE62EI88 LHA GF Equity AUSTRIAN AIRLINES AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000005_CT_AIRB 5299004QD601B8U1HD44 131830 109445z Austrian Gaming Industries GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000006_CT_AIRB 529900J7EWWGQ375DL84 2410 53507m AVL List GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000007_CT_AIRB 226424 58036y Bauunternehmung Granit Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000008_CT_AIRB 160431 89102h BENE AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000009_CT_AIRB 529900ZAFSOBVFCKF263 319670d 0456855D AV EQUITY Benteler International Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000010_CT_AIRB 5299000SY4448XU04857 847216 86959g CAG Holding GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000011_CT_AIRB 5299003V84MVB5A3C324 5762600 231192p CARBONES HOLDING GMBH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000012_CT_AIRB 529900G8XM6H1XVZBJ73 67504 99639d Casinos Austria Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000013_CT_AIRB 529900VN62L73X2OJX85 5200326 212163f conwert Immobilien Invest SE AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000014_CT_AIRB 7161956 270027z DCM DECOmetal GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000015_CT_AIRB 76350 67493f dm drogerie markt GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000016_CT_AIRB 5299002NFQKOBT1E8569 3570614 156765m DO & CO Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000017_CT_AIRB 5299004ARAOQMGTWCI13 125709 70342w Doppelmayr Seilbahnen GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000018_CT_AIRB 54930060U4XOVED1T359 5536812 223028h EconGas GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000019_CT_AIRB 529900WJZJAEI0VBLP60 Egger Holzwerkstoffe GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000020_CT_AIRB 52990048A4N0S24VG982 159026 42973x Eglo Leuchten GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000021_CT_AIRB 529900N8OA1GVSR5R946 30988 76532y Energie AG Oberösterreich AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000022_CT_AIRB 529900BMPGUGAFYYAV45 6106 126805d Energie Burgenland AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000023_CT_AIRB 529900WID59A60HHYX13 2795493 145825z Erber Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000024_CT_AIRB 529900P4JZBFEVNEAE60 EVN AV Equity EVN AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000025_CT_AIRB 9907106 347483f Felbermayr Holding GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000026_CT_AIRB 549300FQ2ILBH7DJ6I45 1754530 42984m Flughafen Wien Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000027_CT_AIRB 529900RJAN0LNMW7Q775 1312138 89381v HABAU Hoch- und Tiefbaugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000028_CT_AIRB 5299000X53SAWQMDFF06 58114 26451z Hofer Kommanditgesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000029_CT_AIRB 1640348 47654f Hyundai Import Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000030_CT_AIRB 529900RQJADHH91ABP14 2777363 144991y Infineon Technologies Austria AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000031_CT_AIRB 529900DSSMPIR6R3GO43 130311 64543t J. u. A. Frischeis Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000032_CT_AIRB 5299008ARRNJFPBNTM78 4155033 178368g Kapsch BusinessCom AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000033_CT_AIRB 529900A9NX1TM65N4176 21369 99133i KELAG-Kärntner Elektrizitäts-Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000034_CT_AIRB 1376136 94579m Leiner Immobilien GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000035_CT_AIRB 25798 32725a Leyrer + Graf Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000036_CT_AIRB 1216520 106825x Management Trust Holding Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000037_CT_AIRB 529900JYVV57QBKV9G11 1991078 35673k MFC Commodities GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000038_CT_AIRB 529900WFARKZGRCQ8652 MONTANA TECH COMPONENTS GMBH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000039_CT_AIRB 213800CUWJ54846X6779 1760513 40450k Montanwerke Brixlegg Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000040_CT_AIRB 529900UUANUJ60MNMX97 71396w 7716424Z AV EQUITY ÖBB — Infrastruktur Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000041_CT_AIRB 529900UOHXZ1BIORCV04 6467385 248742y ÖBB-Personenverkehr Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000042_CT_AIRB 529900B76VL5KG71J029 6515541 250198p ÖBB-Postbus GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000043_CT_AIRB 529900UZY47TEIFNF978 6496644 249666g ÖBB-Produktion Gesellschaft mbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000044_CT_AIRB 549300V62YJ9HTLRI486 93363z AT0000743059 OMV AV EQUITY OMV Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000045_CT_AIRB 3512231 154148p Österreichische Bundesforste AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000046_CT_AIRB 529900IFAV83BX8O1O91 526819 33393h AT0000758305 PAL AV EQUITY PALFINGER AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000047_CT_AIRB 957313 115289v QuadraCir AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000048_CT_AIRB 5299000HTNHA5ACH9N32 1074393 56247t 495680Z AV EQUITY Red Bull GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000049_CT_AIRB 529900ENFTO28GS3KF76 1813722 78563i Rohöl-Aufsuchungs Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000050_CT_AIRB 5299005U4ZMMSYUJ5G02 7113951 267218v ROXCEL Handelsgesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000051_CT_AIRB 5493000C4S664YT7T556 38229 51350s Salzburg AG für Energie, Verkehr und Telekommunikation AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000052_CT_AIRB 549300XBCUMUR5CI0181 Sappi Papier Holding GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000053_CT_AIRB 5299002XAOMQWAIZMA51 271020 128056v Schmid Industrieholding G.m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000054_CT_AIRB 52990021T5LVTQOGSU18 39594 60562m Siemens Aktiengesellschaft Österreich AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000055_CT_AIRB 52990020WIPPT0HC0V31 Steinhoff Europe AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000056_CT_AIRB 529900TYYSRJH2VJSP60 421065 88983h AT000000STR1 STR AV EQUITY Strabag SE AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000057_CT_AIRB 529900BTWJ6SISLJ5854 5880980 235264b SWARCO AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000058_CT_AIRB 529900SCL1LJL8PZNI48 501247 83175t Swietelsky Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000059_CT_AIRB 529900V54UV5XQUK5S85 FN155563W TKA AV Equity Telekom Finanzmanagement GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000060_CT_AIRB 529900OOW8ELHOXWZP82 UN9 GS Equity UNIQA Insurance Group AG AT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000061_CT_AIRB 549300IFXHQIB5POT565 3734340 162844b VAMED ENGINEERING GmbH & CO KG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000062_CT_AIRB 5299006UDSEJCTTEJS30 45926 76023z AT0000746409 VER AV EQUITY VERBUND AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000063_CT_AIRB 529900ZAXBMQDIWPNB72 2147807 66209t AT0000937503 VOE AV EQUITY voestalpine AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000064_CT_AIRB 5299008VQJD65XCUPR16 1134770-5 HRA661038 6830553Z AV EQUITY Voith Turbo GmbH & Co. KG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000065_CT_AIRB 529900VXIFBHO0SW2I31 46434 77676f AT0000831706 WIE AV EQUITY Wienerberger AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000066_CT_AIRB 529900OS67T49AW45S74 194255 121150m 665707Z AV EQUITY WIENERBERGER FINANZ SERVICE GMBH AT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000067_CT_AIRB 529900OJFTLS1RYWIF55 9565779 336561v XXXLutz KG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000068_CT_AIRB 529900IIODYNYAZ2ID26 ZUMTOBEL AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000069_CT_AIRB 54930002QM8QVWM56E14 Amcor Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000070_CT_AIRB WZE1WSENV6JSZFK0JC28 BHP AU EQUITY BHP Billiton Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000071_CT_AIRB 6026550Z AU EQUITY Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000072_CT_AIRB JOR7RJTXUXBRJ4UA5G70 CCL AT Equity Coca-Cola Amatil Limited AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000073_CT_AIRB 549300HPMK7UWN02N804 PA3337938 CWN AT Equity Crown Group Finance Limited AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000074_CT_AIRB LEI AU EQUITY Leighton Holdings Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000075_CT_AIRB ACMHD8HWFMFUIQQ8Y590 MQG AU EQUITY Macquarie Group Ltd AU Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000076_CT_AIRB ZSN2LWNPYW6ISMRUC664 ORG AU EQUITY Origin Energy Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000077_CT_AIRB 5493008XVFHYYV0YHN70 HUWA GF Equity Powercor Australia, LLC AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000078_CT_AIRB YLXNW6TI6QSK1H8H0N82 QAN AU EQUITY Qantas Airways Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000079_CT_AIRB 520433129 SPT AU EQUITY Spotless Holding SAS AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000080_CT_AIRB PCTXNQGRJVR3OG33JG65 TLS AT Equity Telstra Corporation Limited AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000081_CT_AIRB 5493003L32ZX9557ST85 WES AU EQUITY Wesfarmers Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000082_CT_AIRB QNWEWQBS7HP85QHXQL92 Woolworths Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000083_CT_AIRB G05OZ4J4E05KDATL0J93 AG Insurance BE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000084_CT_AIRB 549300IHBDUTUNQJJB79 16342 AGFB BB EQUITY Agfa-Gevaert NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000085_CT_AIRB 549300N22C0GCT5BUD97 26198 AJINOMOTO OMNICHEM BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000086_CT_AIRB 116163 ALBELEC BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000087_CT_AIRB 225626 ALCATAN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000088_CT_AIRB 5493008H3828EMEXB082 ABI BB EQUITY Anheuser-Busch InBev NV/SA [ABInBev] BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000089_CT_AIRB 549300BKDDQ56JWCBT72 1098030 AQUAFIN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000090_CT_AIRB 549300B4HNIJSAWU1C95 1138391 ARPAL MANAGEMENT BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000091_CT_AIRB 213800R1F1EJYM4ICO85 444734706 BE 0444734706 Barry Callebaut Services BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000092_CT_AIRB 549300CWRXC5EP004533 BELG BB Equity Belgacom S.A. BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000093_CT_AIRB 549300R9I8GUZLNIV408 890082292 Brussels Airport Company S.A./N.V. BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000094_CT_AIRB 433287 CENTRE HOSPITALIER CHRETIEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000095_CT_AIRB 81095 CHAUSSURES CECIL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000096_CT_AIRB 549300IP2F5TKUC0GF38 82988 CHEMITEX BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000097_CT_AIRB 549300TM914CSF6KI389 149177 COFB BB EQUITY COFINIMMO BE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000098_CT_AIRB 184723 COLLIGNON ENG. BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000099_CT_AIRB 201775 COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000100_CT_AIRB 213800DMG7PUQHINO388 BE 0401641663 Louis Delhaize — Compagnie franco-belge d'Alimentation BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000101_CT_AIRB 255648 DOD BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000102_CT_AIRB 1145532 EDIFICIO BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000103_CT_AIRB T0YOOBZO4L6YAD6SAV65 14206 403170701 ELEB BB EQUITY ELECTRABEL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000104_CT_AIRB 549300JC3HI3K7ZSYU66 1329681 ELEM BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000105_CT_AIRB 549300S1MP1NFDIKT460 BE 0476388378 ELI BB Equity ELIA SYSTEM OPERATOR BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000106_CT_AIRB 5493001XW6MSHRMFLU28 ENI GY Equity eni finance international SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000107_CT_AIRB 549300VO7PUETX031S03 10309 BE 0860004176 ETEXCO SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000108_CT_AIRB 13771 ETS DE SIMONE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000109_CT_AIRB 52990053AH5LF0YZWD07 Euler Hermes Europe BE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000110_CT_AIRB 549300D80RYON74MEJ03 18181 EURN BB EQUITY Euronav NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000111_CT_AIRB 8RDWFWPP4PLMZ5PPQH32 Fluxys G SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000112_CT_AIRB 25281 G EN J VASTGOED BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000113_CT_AIRB 65807 HOET TRUCKING & RENTING BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000114_CT_AIRB 549300M48VNC2Z0MDG47 71844 HOTTLET FROZEN FOODS BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000115_CT_AIRB 549300GR6U0KHJD7DG07 IKEA SERVICE CENTRE N.V. BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000116_CT_AIRB 84089 INTERNATIONAL ORE ET FERTILIZER BELGIUM BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000117_CT_AIRB 85640 JEAN WAUTERS-ACIERS SPECIAUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000118_CT_AIRB 111717 M.G.S. BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000119_CT_AIRB 5493004FKZI586397240 Magotteaux International SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000120_CT_AIRB 549300Q80KFPKZC6BQ79 144096 MENOUQUIN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000121_CT_AIRB 166601 N.V BESIX S.A BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000122_CT_AIRB 5493002HHHFTG6G3BG36 BE 0431676229 OME BB EQUITY OMEGA PHARMA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000123_CT_AIRB 168945 OPIO BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000124_CT_AIRB 192350 PHARMACIES SERVAIS BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000125_CT_AIRB 54930064JCEXFA8M0W31 202291 BE 0405747040 PRAYON BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000126_CT_AIRB 204834 PRO CONCEPT M P J BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000127_CT_AIRB 549300NMIBTX17HWF142 233001 RARE GEMS BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000128_CT_AIRB 549300X72GEQB1X8K911 247664 ROULARTA MEDIA GROUP BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000129_CT_AIRB 529900PY79CWSUGVK810 249233 S.A. CORMAN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000130_CT_AIRB 549300O3VKWJUM16UI64 257312 SAMIR GEMS BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000131_CT_AIRB 213800WWE8U6DC99NP03 SCR Sibelco NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000132_CT_AIRB 257564 SEADCO BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000133_CT_AIRB 213800WDGKCVWZAN1N02 1051701 465409265 0790057D BB EQUITY SILFIN NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000134_CT_AIRB 294964 SOBEMO BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000135_CT_AIRB 302642 SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000136_CT_AIRB 549300BB5CXGL9YV0D53 303429 SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000137_CT_AIRB 303783 SOCIETE D'APPLICATIONS ET DE TRAVAUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000138_CT_AIRB 549300MMVL80RTBP3O28 556814 SOLB BB EQUITY Solvay SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000139_CT_AIRB 923107 TEAM KALORIK GROUP BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000140_CT_AIRB 549300ZKLIF7RP6EH823 BE 0412101728 TESB BB EQUITY Tessenderlo Chemie BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000141_CT_AIRB 953398 TEX ALLIANCE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000142_CT_AIRB 1044409 TOP-TEX BENELUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000143_CT_AIRB 2138008J191VLSGY5A09 UCB BB EQUITY UCB SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000144_CT_AIRB 529900F3AIQECS8ZSV61 UMI BB EQUITY Umicore SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000145_CT_AIRB 5493008MCDJ4Y6D5SI04 1113512 UNISTEEL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000146_CT_AIRB 1140588 UNIVERSITE LIBRE DE BRUXELLES BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000147_CT_AIRB 549300TRHV6F6IE14H93 1159858 BE 0404060032 Van Hool nv BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000148_CT_AIRB 1231271 VASTGOED MANAGEMENT ASSOCIATIE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000149_CT_AIRB 529900RAZGQHX0VFTK05 Volkswagen Group Services S.A. BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000150_CT_AIRB 549300NWW2UDYHH65J03 1911623 WILDO PROPERTIES BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000151_CT_AIRB 5299007TSQVOLXOABA65 1364744 ZF WIND POWER ANTWERPEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000152_CT_AIRB 4P8GJCF52NVFW7UL4C95 18630 ACE US Equity ACE Tempest Reinsurance Ltd. BM Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000153_CT_AIRB 549300J3KKX1PEJGDW36 ACGL US Equity Arch Reinsurance Ltd. BM Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000154_CT_AIRB UNZWILHE4KMRP9K2L524 34678 NCLH UW Equity NCL Corporation Ltd. BM Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000155_CT_AIRB V5EGRCZCH7FN6WX41891 OEH UN Equity Orient-Express Hotels Ltd. BM Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000156_CT_AIRB 549300F7ZDOIMR4PZW67 IPG US Equity Pacnet Limited BM Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000157_CT_AIRB V7TL7UQFHNWUEMDZ3X02 RNR US Equity Renaissance Reinsurance Ltd. BM Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000158_CT_AIRB 5493008CA3NMHYEVT131 VimpelCom Ltd. BM Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000159_CT_AIRB BMG455841020 HAL TRUST BM Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000160_CT_AIRB 5493001QYTIDILBVYO18 Companhia Brasileira de Aluminio BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000161_CT_AIRB 549300TH5Q6VRP8OT012 ABI LI Equity Companhia de Bebidas das Americas (AmBev) BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000162_CT_AIRB 549300EM51WYXFHUY333 Embraer S.A. BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000163_CT_AIRB FIBR3 BZ EQUITY Fibria Celulose SA BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000164_CT_AIRB 5493000J801JZRCMFE49 XPBR SQ Equity Petroleo Brasileiro S.A. — PETROBRAS BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000165_CT_AIRB VALE5 BZ EQUITY Vale SA BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000166_CT_AIRB LXVM6T3LO7QIZ8LUZ688 Votorantim Cimentos S.A. BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000167_CT_AIRB 55S3547PRDP469JRO238 2880814 AGU CT Equity Agrium Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000168_CT_AIRB 4B4HI3CGXMBDC0G6BM51 AC/A CT Equity Air Canada CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000169_CT_AIRB 549300OSW32RVX8CCZ87 ANCUF PQ Equity Alimentation Couche-Tard Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000170_CT_AIRB DR5LKEURSR8SXLM64266 7501889 ALA CT Equity AltaGas Ltd. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000171_CT_AIRB 0O4KBQCJZX82UKGCBV73 ABX CN EQUITY Barrick Gold Corp CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000172_CT_AIRB 5493001I9203PRB5KR45 BCE CT Equity BCE Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000173_CT_AIRB 549300VPM8ERH1Q42198 Bell Canada CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000174_CT_AIRB W7L3VLU8EHQY34Z36697 BBD/B CN EQUITY Bombardier Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000175_CT_AIRB 36ZUFRRMJERSM4Q0S289 746053 BPO CT Equity Brookfield Office Properties Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000176_CT_AIRB 3SU7BEP7TH9YEQOZCS77 CNI UN Equity Canadian National Railway Company CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000177_CT_AIRB 5493008IGIA1HJMDJS40 1722453 CNQ CT Equity Canadian Natural Resources Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000178_CT_AIRB NXIVWPYOIVYXFF6WCZ47 CVE CN EQUITY Cenovus Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000179_CT_AIRB 549300WSRCZY73ZG3090 00326711660005 CGI GROUP INC. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000180_CT_AIRB XYSIJOU3HNVROZWNA008 UFS CT Equity Domtar Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000181_CT_AIRB 98TPTUM4IVMFCZBCUR27 ENB CN EQUITY Enbridge Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000182_CT_AIRB CZ72ZHBVKZXQRV3XFE26 ECA CN EQUITY Encana CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000183_CT_AIRB 549300679TRDUXPT7415 206654303 EPCOR Utilities Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000184_CT_AIRB I2YOHH65IBBT53JFYQ52 G CT Equity Goldcorp Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000185_CT_AIRB B1EEF6ML54YDWRC6ZK53 2015335496 Harvest Operations Corp. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000186_CT_AIRB 549300UEBMAQDN0K0R06 K CN EQUITY Kinross Gold Corp CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000187_CT_AIRB 95RWVLFZX6VGDZNNTN43 MG CN EQUITY Magna International Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000188_CT_AIRB 6Q7WW7FQZR6X22IL2I79 Nexen Energy ULC CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000189_CT_AIRB 549300O4ZJZZOHH4H804 3572862 NBD CT Equity Norbord Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000190_CT_AIRB 5493007M1XGU5E55ZJ25 NOVA Chemicals Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000191_CT_AIRB 549300HDLRTPBQU69P29 BIN CT Equity Progressive Waste Solutions Ltd. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000192_CT_AIRB 549300A0QNNPY14D9106 SCC CT Equity Sears Canada Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000193_CT_AIRB 3XCBVWUPHGBZ5GF7TY15 SU CN EQUITY Suncor Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000194_CT_AIRB NQWTWUIL1PK7V7N5Y468 TLM CN EQUITY Talisman Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000195_CT_AIRB T8KI5SQ2JRWHL7XY0E11 TCK/B CN EQUITY Teck Resources Ltd [Ex-Teck Cominco Ltd] CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000196_CT_AIRB YHKQM2RIPKZYOZ6RVZ46 TK US Equity Teekay Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000197_CT_AIRB L2TEUTQ8OSHMJWVLCE40 T CT Equity TELUS Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000198_CT_AIRB 549300561UZND4C7B569 884903 TOC GF Equity Thomson Reuters Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000199_CT_AIRB HJZQGXYTVV2NWJZLPW74 TOM GY Equity Toyota Credit Canada Inc. CA Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000200_CT_AIRB 5BV01I6231JPDAPMGH09 TRP UN Equity TransCanada PipeLines Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000201_CT_AIRB PRAQ4VOSFIK7OQ8Z2512 4406354 VALE3 BS Equity Vale Canada Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000202_CT_AIRB WT03B8BB1IX8WI9ZGV02 Vermilion Energy Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000203_CT_AIRB 549300WHE4O6UJ2KU013 Yamana Gold Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000204_CT_AIRB 5493003DNMEAO1DT3F51 ABBN VX EQUITY ABB Ltd [Asea Brown Boveri] CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000205_CT_AIRB NI14Y5UMU60O7JE9P611 ADEN VX EQUITY Adecco SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000206_CT_AIRB 549300Q3WREIMQYFBC20 0170576D SW EQUITY Ameropa AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000207_CT_AIRB 5493007KVRV2OKRXFA55 CH-020.3.035.716-8 AML LN Equity Amlin AG CH Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000208_CT_AIRB 529900H7ZPIGI2U3CJ14 AXPO TRADING AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000209_CT_AIRB 213800Y5RWKLDPUTT265 BARN SW EQUITY Barry Callebaut AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000210_CT_AIRB 529900UPDCU6WEL7W167 BALN VX Equity Basler Versicherung AG CH Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000211_CT_AIRB 2816554-6 HRB54517 DE000DCAG010 7705815Z SW EQUITY DEMAG CRANES AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000212_CT_AIRB 5493002MXX2JLKWLE880 567151Z SW EQUITY Duferco SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000213_CT_AIRB 549300I08UA8SMJON743 CH-270.3.002.354-9/ DUFN EB Equity Dufry international AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000214_CT_AIRB 549300ADLU67CYBFIW70 CH-645.1.008.684-9 Elsevier Finance SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000215_CT_AIRB 529900Y8BGAFVVVYVN24 GATE SE Equity gategroup Holding AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000216_CT_AIRB 213800SVRMQA1TD91D41 GIVN VX Equity Givaudan SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000217_CT_AIRB 213800PSSU2QXF1WLR89 GLEN LN EQUITY Glencore International AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000218_CT_AIRB 549300DHSS9U1QKJZG57 KvK 34275373 0000 1002136Z SW EQUITY GUNVOR INTERNATIONAL BV CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000219_CT_AIRB 529900EHPFPYHV6IQO98 HOLN VX EQUITY Holcim Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000220_CT_AIRB 529900Q0YED3805QXQ66 KUEHNE AND NAGEL INTERNATIONAL AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000221_CT_AIRB 52990074N8ID7UPV7A95 LIEBHERR-INTERNATIONAL AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000222_CT_AIRB 549300EFW4H2TCZ71055 Lonza Group AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000223_CT_AIRB KY37LUS27QQX7BB93L28 CH-550.0.067.293-5 CH0038863350 NESN.VX NESTLE SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000224_CT_AIRB 529900I2PEF1FN6N6723 2284161Z SW EQUITY Nord Stream AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000225_CT_AIRB NOVN VX EQUITY Novartis AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000226_CT_AIRB 549300HUJ5CJUX02RS52 OMV SUPPLY & TRADING AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000227_CT_AIRB 5299002JRTT699WFOV74 OMYA (Schweiz) AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000228_CT_AIRB 549300HMJAFUW4NSKI73 Paul Reinhart AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000229_CT_AIRB ROG VX EQUITY Roche Holding Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000230_CT_AIRB 529900PTQ0Z1J44SHZ08 CH-100.3.010.656-7 STLN SE Equity SCHMOLZ + BICKENBACH AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000231_CT_AIRB 549300R3N69ECGYPU434 SIK IX Equity Sika AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000232_CT_AIRB 213800Z8NOHIKRI42W10 NL0000226223 STM FP EQUITY STMICROELECTRONICS NV CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000233_CT_AIRB 5493000KUC3Z24U77V93 SLHN VX Equity Swiss Life Holding AG CH Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000234_CT_AIRB 5493005SL9HHOXS3B739 CHE-102.753.938 SCMN VX Equity Swisscom AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000235_CT_AIRB 549300HTOMQG20JYV568 SYNN VX Equity Syngenta AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000236_CT_AIRB KSVC38RP5WL6C6LJGG03 TYC US Equity Tyco International Ltd. CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000237_CT_AIRB 549300VBJS7MG74G2H60 Weatherford International Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000238_CT_AIRB WOS LN EQUITY Wolseley Plc CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000239_CT_AIRB XTA LN EQUITY Xstrata Plc CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000240_CT_AIRB 50ZCTKCMUDIABGHX3R52 Zurich Insurance Company CH Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000241_CT_AIRB 549300IF4IFG0FS0RM26 AESGENER CC Equity AES Gener S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000242_CT_AIRB 549300NLTGCFV7482429 CENCOSUD CC Equity Cencosud S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000243_CT_AIRB 549300YP3P0JZBLIV197 EMPRESA NACIONAL DEL PETROLEO CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000244_CT_AIRB 549300G475ACIABB4385 USG49215AA73 CMPC CC Equity Inversiones CMPC S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000245_CT_AIRB 549300HX3UUDPEFTG707 LAN CC Equity Latam Airlines Group S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000246_CT_AIRB 549300RUPF4SKMJPUR70 BLT LN Equity Minera Escondida Limitada CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000247_CT_AIRB 600031 CH EQUITY Sany Heavy Industry Co Ltd CN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000248_CT_AIRB A25574TZFLBNK7NWQT47 PRE CT Equity Pacific Rubiales Energy Corp. CO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000249_CT_AIRB 724500JV0VHPRVANL538 5778 ANN4327C1220 HUNTER DOUGLAS NV CW Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000250_CT_AIRB 213800MRTA64ULUE9919 CARBO ONE LIMITED CY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000251_CT_AIRB 549300OEZB4GETCGFX34 GUNVOR GROUP LTD CY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000252_CT_AIRB 549300IVA1PZNX2MN285 0163947D CY EQUITY Mercuria Energy Group Ltd CY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000253_CT_AIRB 2138001LK2Z2HSER4U15 PRS NO EQUITY PROSAFE CY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000254_CT_AIRB 31570010000000137835 1131604 29287391 ALTA, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000255_CT_AIRB 31570010000000116592 657856 25572881 ARMATURY Group a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000256_CT_AIRB 31570010000000075367 765380 28402758 BAK stavební společnost, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000257_CT_AIRB 31570010000000115525 834699 46504940 Cerea, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000258_CT_AIRB 31570010000000034336 1023328 70994226 České dráhy, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000259_CT_AIRB 315700CTFRL3U2DNMO58 633919 25085689 CETELEM ČR, a.s. CZ Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000260_CT_AIRB 529900S5R9YHJHYKKG94 CZ0005112300 CEZ CP EQUITY CEZ a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000261_CT_AIRB 315700XJHXU2PD40RU82 865668 48589837 DEKTRADE a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000262_CT_AIRB 529900C5PL4JGDILRZ94 837043 46678468 HOCHTIEF CZ a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000263_CT_AIRB 31570010000000099520 644725 25322257 IMOS Brno, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000264_CT_AIRB 31570010000000032687 1086806 931 METALIMEX a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000265_CT_AIRB 315700JDC49X4VSP6Z49 601013 14915 Metrostav a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000266_CT_AIRB 31570066GBSS7JYFEL35 817880 45193592 MJM Litovel a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000267_CT_AIRB 31570010000000120084 832322 46342796 OHL ŽS, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000268_CT_AIRB 31570010000000009116 699640 26463318 OTE, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000269_CT_AIRB 31570010000000026285 671247 25860038 Pars nova a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000270_CT_AIRB 315700LTSCT2O45NWM28 805950 43873189 PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000271_CT_AIRB 31570010000000115622 817271 45148155 Primagra, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000272_CT_AIRB 549300KL08IFWLTWLQ52 691287 26271303 Skanska a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000273_CT_AIRB 529900I8XOZDM4ZQSQ21 1025Z CP EQUITY Skoda Auto A.S. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000274_CT_AIRB 31570010000000031135 923751 62623753 ŠKODA TRANSPORTATION a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000275_CT_AIRB 213800Z39ZW4XHAAUA27 725860 27195147 SMP CZ, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000276_CT_AIRB 3157004ICDH3MRKW7534 889798 60193336 Telefónica Czech Republic, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000277_CT_AIRB 31570010000000055191 617997 18050646 TŘINECKÉ ŽELEZÁRNY, a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000278_CT_AIRB 3157007C98ILJK5ST356 609769 15886492 UniCredit Leasing CZ, a.s. CZ Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000279_CT_AIRB 315700EFFOU65ETZ0V16 886003 531766 UNISTAV a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000280_CT_AIRB 31570010000000001356 672337 25877950 VÍTKOVICE HEAVY MACHINERY a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000281_CT_AIRB 31570010000000003490 710607 26823357 VÍTKOVICE POWER ENGINEERING a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000282_CT_AIRB 31570010000000015033 697350 26415623 W.A.G. payment solutions, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000283_CT_AIRB 5493005KH7FO1T5TMX47 1236614-2 ASG GY Equity AachenMuenchener Lebensversicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000284_CT_AIRB 549300JSX0Z4CW0V5023 1319784-3 ADIDAS AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000285_CT_AIRB 549300X1WWPGMS47QQ72 1215807-7 ASG GY Equity Advocard Rechtsschutzversicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000286_CT_AIRB 529900SO83U6ISM6DL85 2832395-4 HRA36525B ALBA Group plc & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000287_CT_AIRB 529900K9B0N5BT694847 1100627-7 ALV GY Equity Allianz SE DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000288_CT_AIRB 529900C058B9OTVFTU36 2033673-1 HRB98981 ASKLEPIOS KLINIKEN GMBH HAMBURG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000289_CT_AIRB 549300FJWANEIJ25D318 1545974-6 Atlas Copco Energas GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000290_CT_AIRB 529900YNBT62HCUPRG10 1106210-6 AUGUST STORCK KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000291_CT_AIRB 5299005SHIN9ZK7GW242 1124841-6 HRB1775 DE0006766504 NDA GY EQUITY Aurubis AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000292_CT_AIRB 529900PXZU3YHO6HMD80 1130123-1 Axel Springer SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000293_CT_AIRB 529900AJX4TCFW0QT666 1104883-2 B. Braun Melsungen Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000294_CT_AIRB 529900PM64WH8AF1E917 1102017-9 HRB6000 DE000BASF111 BAS GR EQUITY BASF SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000295_CT_AIRB 529900XMQYET3NBF2363 2192515-1 HRB101375 DE0005168108 B5A GY EQUITY Bauer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000296_CT_AIRB 549300J4U55H3WP1XT59 1109561-9 BAYN GY EQUITY Bayer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000297_CT_AIRB YEH5ZCD6E441RHVHD759 1103190-3 BMW GY EQUITY Bayerische Motoren Werke AG [BMW AG] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000298_CT_AIRB 529900SM0FDLLYATXU36 1103233-1 BAYWA AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000299_CT_AIRB 5299001BUUGXAREGE533 1103821-3 BTG GR EQUITY Bertelsmann SE & Co. KGaA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000300_CT_AIRB 529900H0HULEN2BZ4604 1114115-7 BWMAHRB710296 GBF GY Equity Bilfinger SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000301_CT_AIRB 529900XBEZ2EYI9ZOV89 3010079-6 BMG Rights Management GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000302_CT_AIRB 529900FOTM78R9Q9NY89 1163617-2 HRB75534 2340173Z GR EQUITY BOSCH UND SIEMENS HAUSGERATE GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000303_CT_AIRB NNROIXVWJ7CPSR27SV97 2926464-5 BNR GY EQUITY Brenntag AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000304_CT_AIRB 529900OQDCYXCLQOAY53 1105482-2 Burda Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000305_CT_AIRB 5299000XH7YX33EJZP65 2730972-3 CARL ZEISS AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000306_CT_AIRB 52990076MX7KD2XYCH67 1111099-6 HRB9517 DE000CLS1001 CLS1 GY EQUITY Celesio AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000307_CT_AIRB 529900O4ND7T8ABIXF67 1235957-6 Claas Kommanditgesellschaft auf Aktien mbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000308_CT_AIRB 529900A7YD9C0LLXM621 1106273-4 HRB3527 DE0005439004 CON GY EQUITY CONTINENTAL AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000309_CT_AIRB 2294277Z GR EQUITY Coutinho & Ferrostaal GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000310_CT_AIRB 5299007VZZKH65OCN774 2781995-2 Cronimet Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000311_CT_AIRB 5299008ODF4EFHRI0G60 2402196-6 HRB8957 7097181Z GR EQUITY CWS-boco International GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000312_CT_AIRB 5299005LEM60UYKU5235 1106512-5 DACHSER Group SE & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000313_CT_AIRB 529900R27DL06UVNT076 2344103-3 HRB19360 DAI GR EQUITY Daimler AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000314_CT_AIRB 5299006S0UKN6D9ZP412 2451917-5 DB NETZ AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000315_CT_AIRB 529900I2DLZPTFPENJ05 1106744-4 DEHNER GMBH & CO KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000316_CT_AIRB 5299005A2ZEP6AP7KM81 2537834-0 ANN GF Equity Vonovia SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000317_CT_AIRB 52990063S23N13HU4E98 1818189-1 HRB50000B DBHN GR EQUITY DEUTSCHE BAHN AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000318_CT_AIRB 529900PH63HYJ86ASW55 1107110-7 HRB2168 LHA GY EQUITY DEUTSCHE LUFTHANSA AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000319_CT_AIRB 52990063W8KQHQMF4M43 2623414-6 DPW GF Equity Deutsche Post Finance B.V. DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000320_CT_AIRB 529900ITHU5Y51F1S257 1107106-5 DEUTSCHE SPARKASSEN LEASING AG & CO KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000321_CT_AIRB 549300V9QSIG4WX4GJ96 2185287-6 HRB6794 DTE GY EQUITY DEUTSCHE TELEKOM AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000322_CT_AIRB 529900KSWLV9JYE7NC83 2095980-5 HRB34977 DFS Deutsche Flugsicherung GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000323_CT_AIRB 529900QTO8D2QK2TJG32 1107340-0 Diehl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000324_CT_AIRB 529900Y1AT9MQF6UYT42 2836050-1 HRB203044 DMK DEUTSCHES MILCHKONTOR GMBH BREMEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000325_CT_AIRB 529900YZNQ3MUUZ02M47 1117002-4 HRB242 Douglas Holding AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000326_CT_AIRB 5299004W7VTLPROHR533 1125242-6 HRA8242 DR AUGUST OETKER KG BIELEFELD DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000327_CT_AIRB 529900EWEX125AULXI58 3008027-9 PAH3 GY EQUITY Dr Ing HCF Porsche AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000328_CT_AIRB 5493005UFVHY0PPNKD75 1107708-8 HRB7903HL DE0005550602 DRW3 GY EQUITY Drägerwerk AG & Co. KGaA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000329_CT_AIRB 52990076FKBR9THZ8C62 2779318-1 DYWIDAG-Systems International GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000330_CT_AIRB 529900Z8W8S8J1P7U364 1105067-1 HRA9905 E BREUNINGER GMBH CO STUTTGART DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000331_CT_AIRB Q9MAIUP40P25UFBFG033 1134262-3 HRB22315 EOAN GY EQUITY E.ON SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000332_CT_AIRB 5299000MT7P9STUCL908 1137158-0 Ed. Züblin Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000333_CT_AIRB 529900JSFZ4TS59HKD79 2331844-7 EBK GR EQUITY Energie Baden-Wurttemberg AG [EnBW] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000334_CT_AIRB 549300OQ94C7KRGGC351 2177540-8 ASG GY Equity Envivas Krankenversicherung AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000335_CT_AIRB 529900G1B8AXELNRG982 ALV GY Equity Euler Hermes Deutschland AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000336_CT_AIRB 41GUOJQTALQHLF39XJ34 1518676-0 154407Z GR EQUITY Evonik Industries AG (Evonic) DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000337_CT_AIRB 529900L64X6KZZW19R71 1108854-9 4501Z GR EQUITY EWE AG [Energieversorgung Weser-Ems] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000338_CT_AIRB 529900D7N2PTTZWFWN57 2579145-0 F.S. Fehrer Automotive GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000339_CT_AIRB 529900EI7R9SCEJP4T76 1109776-3 00311027000005 FERROSTAAL GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000340_CT_AIRB 529900WBP9HFX10RKB30 1110203-5 FLUGHAFEN MUNCHEN GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000341_CT_AIRB 529900VHM89GUAJ1RK35 1114926-7 HRB25 1048Z GR EQUITY FRANZ HANIEL & CIE GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000342_CT_AIRB 5299001ERX0K10IZUL40 1110198-7 FRAPORT AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000343_CT_AIRB XDFJ0CYCOO1FXRFTQS51 1110492-4 HRB11852 DE0005785604 FRE GY EQUITY FRESENIUS SE & CO. KGAA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000344_CT_AIRB 5299006NS9FCLFHZVL76 1578686-6 HRB714579 Freudenberg SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000345_CT_AIRB 529900KXMB40SPYJD743 2052428-6 HRB36569B 7013717Z GR EQUITY GAZPROM Germania GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000346_CT_AIRB 549300PHUU0ZZWO8EO07 1122951-5 GEA GR EQUITY GEA Group AG [Global Engineering Alliance] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000347_CT_AIRB 529900JGEOQMCDYOK785 1135188-9 Gelsenwasser AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000348_CT_AIRB 529900F916IVP0TJZK88 1051383-6 HRA11722 GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000349_CT_AIRB 5299006GD4UWSYZOKC28 2877346-3 HRB56040 GXI GY Equity Gerresheimer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000350_CT_AIRB 529900OJM5EX75OD8032 1113335-2 Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000351_CT_AIRB 529900K6BWO03KP4GU58 1113443-4 Giesecke & Devrient Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000352_CT_AIRB 529900J0V7C8Z8MLN980 2943243-2 Gigaset Communications GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000353_CT_AIRB 529900LPAX2H9S4NKU05 1215951-3 Gothaer Finanzholding AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000354_CT_AIRB 529900F4P4RV4Z50PI82 1114066-2 HRB527 GROSSKRAFTWERK MANNHEIM AG MANNHEIM DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000355_CT_AIRB HD52L5PJVBXJUUX8I539 2294348-4 HPL GR EQUITY Hapag-Lloyd AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000356_CT_AIRB 5299007CE1VJWKM99H49 1130882-2 HRB2680KI 4729Z GR EQUITY Hauptgenossenschaft Nord AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000357_CT_AIRB 529900MKHOFQI4A0XC48 2873755-9 HAWE Hydraulik SE DE Large corporate sample non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000358_CT_AIRB 52990022107L9199GO56 2588017-0 HDI Versicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000359_CT_AIRB 529900755OZXM37H4975 1115355-8 Heckler & Koch GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000360_CT_AIRB LZ2C6E0W5W7LQMX5ZI37 1126630-1 HRB330082 DE0006047004 HEI GY EQUITY HEIDELBERGCEMENT AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000361_CT_AIRB 529900ZM98OISTG16932 1115394-7 HDD GY Equity Heidelberger Druckmaschinen AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000362_CT_AIRB 529900PLX4ADJFWIY024 1135805-8 2550Z GR EQUITY Hella KGaA Hueck & Co DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000363_CT_AIRB 52990027B9ARY5AC8476 1115622-1 HELM AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000364_CT_AIRB 549300VZCL1HTH4O4Y49 1115688-2 HRB4724 DE0006048408 HEN3 GY EQUITY HENKEL AG & CO. KGAA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000365_CT_AIRB 5493007EO7JOPWXHBJ27 1740986-3 HRB3364 Heraeus Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000366_CT_AIRB 529900BVZYMVDRRSXY68 1306869-7 HRB390485 3540636Z GR EQUITY HERRENKNECHT AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000367_CT_AIRB 529900O7US4NP0J6XD12 1179777-6 HETTICH HOLDING GMBH & CO OHG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000368_CT_AIRB 529900Y25S8NZIYTT924 1116241-9 HOT GY EQUITY Hochtief AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000369_CT_AIRB 5299008WW53GLXRORN29 1350826-2 HRB2311 HBM GY Equity Hornbach-Baumarkt-AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000370_CT_AIRB 529900LFVU534EBRXD13 1104693-5 HUGO BOSS AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000371_CT_AIRB TSI2PJM6EPETEQ4X1U25 2443536-4 IFX GY Equity Infineon Technologies AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000372_CT_AIRB 529900FFRTWZQXTTUB07 1193155-7 7573220Z GR EQUITY Intersnack Knabber-Gebäck GmbH & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000373_CT_AIRB 529900DJMOF0DTSWHO38 2850239-1 HRB40163 JUWI AG WÖRRSTADT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000374_CT_AIRB 529900YURAYD4IJX2J91 1128982-4 HRB2669 SDF GY Equity K+S Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000375_CT_AIRB 1AW6P2GG0FOINEBZUQ05 VOD LN Equity Kabel Deutschland Vertrieb und Service GmbH. DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000376_CT_AIRB 529900WFRVF4SQ2EV734 1121308-9 HRA102851 509821Z GR EQUITY Kaufland Stiftung & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000377_CT_AIRB 529900CQ31CN6GV5LL52 2821686-9 NRWDUHRB20486 KCO GY Equity Kloeckner & Co. S.E. DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000378_CT_AIRB 5299001GRRO0Z25YZT52 1130169-4 Knorr-Bremse AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000379_CT_AIRB 529900IQ90WSXBWSTD78 1131272-5 KOENIG & BAUER AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000380_CT_AIRB 529900LUYJ0V8SOOT260 1173404-3 HRA4415 3612759z gr equity KRAFTVERKEHR NAGEL GMBH & CO. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000381_CT_AIRB 529900MAU9591GT2S236 2849255-1 KraussMaffei Technologies GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000382_CT_AIRB 529900NY2GSZWWUBW049 1120219-9 KRONES Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000383_CT_AIRB 529900BVAET534PD7C28 1119133-5 HRB21016 DE0006292006 KSB3 GY EQUITY KSB Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000384_CT_AIRB 529900VPRFDDIN7BE119 1117324-2 HRB22709 IWKG IX Equity KUKA AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000385_CT_AIRB 529900FR2K4P9L9XLV21 1119187-1 KWS SAAT SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000386_CT_AIRB 529900PTLRE72EMYIJ77 2451186-7 HRB53652 LXS GF Equity Lanxess AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000387_CT_AIRB 5299002HNCMIUBHOMK35 1121223-0 HRB202 DE0005408884 LEO GY EQUITY Leoni AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000388_CT_AIRB 529900EW0ZH7KAZ11H71 1797294-4 Lidl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000389_CT_AIRB WTV8QGD5UD7MMD4HS345 1121375-8 LIN GY Equity Linde AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000390_CT_AIRB 529900SL1W4KHVE18T81 1121582-9 LOHMANN + Co. AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000391_CT_AIRB 52990098TR1QJBWIYG58 1147145-5 MAHLE GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000392_CT_AIRB 52990018UPG26YRFSM46 1122332-8 HRB179426 DE0005937007 MAN GR EQUITY MAN SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000393_CT_AIRB 5299009Z8B0YE4ECMJ92 1044964-3 Media-Saturn Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000394_CT_AIRB 5299009WLGROB3HKM878 1522457-9 MEGGLE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000395_CT_AIRB 529900OAREIS0MOPTW25 2198479-4 HRB6164 MRK GF Equity Merck KGaA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000396_CT_AIRB 5299001X9L42HXEBCZ51 1188960-7 MEO GY EQUITY Metro AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000397_CT_AIRB 529900JAY79MT50JBH87 MEYER WERFT GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000398_CT_AIRB 213800E45LWMBVNF3R85 3052190-0 NRWGRHRB8959 MNDI LN Equity Mondi Consumer Packaging International AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000399_CT_AIRB 529900807L67JY81RD65 2755947-5 MTX GY Equity MTU Aero Engines AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000400_CT_AIRB 529900ISR2VNZV1C0T93 1182822-5 MVV Energie AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000401_CT_AIRB 529900UXIUW801PQDI37 2597701-8 N-ERGIE AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000402_CT_AIRB 529900HVDYCUWVD0OE76 2551585-9 NORDEX SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000403_CT_AIRB 549300UH52ZS8O00MO03 1125476-0 Osram GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000404_CT_AIRB 529900LMI5FN0KFOE272 1125552-8 HRA62024 OTVR GR EQUITY OTTO (GMBH & CO.KG) DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000405_CT_AIRB 529900ELIX8Z8PQ6CU28 2593300-3 PAPIERFABRIK PALM GMBH & CO.KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000406_CT_AIRB 529900HT3KJHBHNHDT64 1397102-3 HRB6100 259743Z GR EQUITY PERI GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000407_CT_AIRB 52990037VWJGYKGP9877 1131747-6 HRA3551 2590Z GR EQUITY PHOENIX Pharmahandel GmbH & Co KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000408_CT_AIRB 5299008XQJHPTOF8R354 2696731-5 241336g 661074Z GR EQUITY Porsche Corporate Finance GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000409_CT_AIRB 529900NY0WWQUKOMWQ37 2399699-4 PSM GY EQUITY ProSiebenSat 1 Media SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000410_CT_AIRB 529900Z5KBA9KJP6EK09 1196360-0 R+V Versicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000411_CT_AIRB 5299001OU9CSE29O6S05 1127893-4 RHM GY EQUITY Rheinmetall AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000412_CT_AIRB 529900F0LT5OP4SV6122 1104684-4 Robert Bosch GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000413_CT_AIRB 529900BZ1C5S5WQENF25 2820967-4 HRB721056 ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000414_CT_AIRB 529900GB7KCA94ACC940 2531238-0 HRB14525 DE0007037129 RWE GY EQUITY RWE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000415_CT_AIRB 529900Q5SR06C5T8NO26 1128992-3 HRB8372 7015557Z GR EQUITY Salzgitter Mannesmann Handel GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000416_CT_AIRB 529900D6BF99LW9R2E68 1308819-0 SAP GY EQUITY SAP SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000417_CT_AIRB 529900JL0HDVGZMUJF32 3043578-8 Schaeffler Verwaltung Zwei GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000418_CT_AIRB 529900D8QMD1LL0E2393 2800313-5 Schletter GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000419_CT_AIRB 529900DG0F6AGQAP6N55 1131407-7 55234831 SCHOLZ Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000420_CT_AIRB 5299009QTM3SJL9BNR19 2209676-2 Schott AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000421_CT_AIRB 529900ZCRUJ3J5PYWX81 2577577-6 RPW GR EQUITY SENVION GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000422_CT_AIRB 52990038IB31TYK07X63 1129569-8 SGL GY Equity SGL Carbon SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000423_CT_AIRB W38RGI023J3WT1HWRP32 1129508-6 HRB12300B SIE GY EQUITY Siemens Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000424_CT_AIRB 529900M1LIO0SLOBAS50 1532176-3 HRB1562 DE0003304002 SOW GY EQUITY Software AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000425_CT_AIRB 549300WM0X4AUT710770 3278292-2 Springer Science+Business Media Deutschland GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000426_CT_AIRB 529900FMTTLMH0P0DL10 1473528-6 STADA Arzneimittel Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000427_CT_AIRB 549300YTRYZPM57T3319 1132051-2 STADTWERKE HANNOVER AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000428_CT_AIRB 529900QOJGJ2975GD560 2971375-7 Stahlgruber Otto Gruber AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000429_CT_AIRB 5299003M4PGUGL48LS74 3094881-4 Styrolution Group GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000430_CT_AIRB 529900Y2V1QWBDCBT818 2653119-4 Südwestdeutsche Medien Holding GmbH DE Large corporate sample non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000431_CT_AIRB 529900S8QNB101D40S72 1130211-4 SZU GY EQUITY Sudzucker AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000432_CT_AIRB 529900D82I6R9601CF26 2819960-2 HRB200436 SYMRISE AG HOLZMINDEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000433_CT_AIRB 529900P710MOUBKZDL27 2269857-5 HEESHRB85143 Techem GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000434_CT_AIRB 529900COI81IT9N2Y682 3009289-4 HRB180660 THÜGA HOLDING GMBH + CO KGAA MÜNCHEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000435_CT_AIRB 549300UDG16DOYUPR330 2411649-3 HRB9092 DE0007500001 TKA GR EQUITY THYSSENKRUPP AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000436_CT_AIRB 529900JBK6KNC4HSW032 1672825-5 Tönnies Holding GmbH & Co. KG DE Large corporate sample non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000437_CT_AIRB 52990021AYVJLL2XMK94 2182800-9 HRB16654 7010965Z GR EQUITY TRIMET ALUMINIUM SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000438_CT_AIRB 529900SL2WSPV293B552 1126744-0 TUI1 GY EQUITY TUI AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000439_CT_AIRB 3VEKWPJHTD4NKMBVG947 2353095-9 United Internet AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000440_CT_AIRB XQMNIROSQAS7Y9TT7I97 NRWKOHRA24116 LBTYA UW Equity Unitymedia Hessen GmbH & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000441_CT_AIRB 529900I1IDJLEXFUYN67 3340688-5 WELTBILD GMBH & CO. KG, AUGSBURG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000442_CT_AIRB 529900AGED6PJE9AVL37 3185940-8 Vier Gas Transport GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000443_CT_AIRB 52990023338VFV5AIN59 1134669-9 HRA3389 VIESSMANN WERKE GMBH CO KG ALLENDORF DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000444_CT_AIRB W24EDTPHEV8NJOD4FA29 1627667-7 VNG-Verbundnetz Gas Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000445_CT_AIRB 5299004TYSI0Z73QUE46 1227804-0 HRB725621 Voith GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000446_CT_AIRB 529900NNUPAGGOMPXZ31 1134796-0 VOW3 GY EQUITY Volkswagen AG [VW] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000447_CT_AIRB 0NURKC5Q3CJYZPPK5046 1134904-0 WACKER CHEMIE AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000448_CT_AIRB 529900KKY5IMBX35M241 2679160-8 HRB7736 Wasser und Gas Westfalen GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000449_CT_AIRB 529900KQ44OJDIDU6J81 1135571-6 WEPA Hygieneprodukte GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000450_CT_AIRB 5299006E92R0717GXP27 3189637-6 HRA16706 0892272D GR EQUITY WINGAS GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000451_CT_AIRB 529900A8LX4KL0YUTH71 2543621-3 WDI GY Equity Wirecard AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000452_CT_AIRB 529900CAYOWB8YIG7X25 1136858-6 ZF FRIEDRICHSHAFEN AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000453_CT_AIRB 549300D2K6PKKKXVNN73 22756214 DK0010244425 MAERSKB DC EQUITY A.P.Møller-Mærsk A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000454_CT_AIRB 63965812 A/S SCHOUW & CO DK Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000455_CT_AIRB 549300ADWYS7RRJ8BG19 14244441 Aalborg Portland A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000456_CT_AIRB 549300Y047DQV30CKT47 49723911 ABENA HOLDING A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000457_CT_AIRB 549300PLP6WVTICKLD32 10526949 ALM. BRAND FORSIKRING A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000458_CT_AIRB 529900IJ6T4P1O10R377 25313763 ARLA FOODS A.M.B.A DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000459_CT_AIRB 25511484 Atea A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000460_CT_AIRB 213800KB128IK92MCD10 44782510 AVK Holding A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000461_CT_AIRB 2138009LJ6FGTV868W59 22069519 BYGMA GRUPPEN A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000462_CT_AIRB 5493008YL42784DMWN61 25508343 DK0010181676 CARLB DC EQUITY Carlsberg Breweries A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000463_CT_AIRB 27626904 Catering Engros A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000464_CT_AIRB 213800JF2XSR5NXGL660 12760043 Cheminova A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000465_CT_AIRB 549300MKPW8ZF3E8MW37 28318677 Chr. Hansen Holding A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000466_CT_AIRB 213800AWZ8U3FVALIO26 26259495 Coop Danmark A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000467_CT_AIRB 213800UW822WLK2HZF47 Copenhagen Airports Denmark ApS DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000468_CT_AIRB 529900BWY373HVUNIC90 28527411 Dagrofa ApS DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000469_CT_AIRB 13878595 Dagrofa S-Engros A/S (Foodservice) DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000470_CT_AIRB 213800FJJH5XFNFIAK90 23256118 Damstahl A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000471_CT_AIRB 5493007I2KABJNYPD639 20165715 DANFOSS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000472_CT_AIRB 59789317 Danish Agro A.M.B.A DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000473_CT_AIRB 21380063C9WS18D6WJ21 26121264 Danish Crown A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000474_CT_AIRB 2138007QUZXQLFGCSV45 24246930 DANSK LANDBRUGS GROVVARESELSKAB A DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000475_CT_AIRB 549300FQY6MX8USM0112 35954716 4166777Z DC EQUITY Dansk Supermarked A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000476_CT_AIRB 549300JUFTJMOTC28B39 28113951 Danske Commodities A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000477_CT_AIRB 213800ZCQ8X5QYJWVQ60 42344613 Det Danske Hedeselskab DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000478_CT_AIRB 549300JZVW1Y1UZ5UK38 14194711 DFDS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000479_CT_AIRB W9NG6WMZIYEU8VEDOG48 36213728 DONG Energy A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000480_CT_AIRB 529900X41C0BSLK67H70 58233528 DK0060079531 DSV DC EQUITY DSV A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000481_CT_AIRB 213800K83X1E9HF1MD69 55828415 DT Group A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000482_CT_AIRB 529900C0U279ORGJC950 45349918 Ecco Sko A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000483_CT_AIRB 213800Z47P2HZJKJSK23 75272014 EGM. INT. HOLD A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000484_CT_AIRB 549300JN1F17UXJMM315 17225898 ENERGI DANMARK A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000485_CT_AIRB 5299003X050CWGDW1Z87 Energinet.dk SOV DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000486_CT_AIRB 213800MXXDGQ3ITPXI41 58180912 DK0010234467 FLSMIDTH & CO. A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000487_CT_AIRB 549300036WZGCBDPDZ92 GF-Forsikring A/S (Unsolicited Ratings) DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000488_CT_AIRB 5493006R4KC2OI5D3470 56759913 H. Lundbeck A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000489_CT_AIRB 213800HTGI1CTA7CKP20 34728712 Hedegaard A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000490_CT_AIRB 213800NLXK98F6PC2R37 ISS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000491_CT_AIRB 549300RIPHN847476O42 J. LAURITZEN A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000492_CT_AIRB 54930032G32N1F8JBV10 KIRKBI INVEST A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000493_CT_AIRB UGKYQUOFW6QSIS3P4P93 47458714 LEGO DC EQUITY LEGO System A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000494_CT_AIRB 52990077KVK7QCK2NG31 56759514 LEO PHARMA A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000495_CT_AIRB 529900B5B2U7TIJN7757 MONJASA A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000496_CT_AIRB 213800WNLA5AH3U4WI67 12562233 MT HØJGAARD A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000497_CT_AIRB 549300UQ0QRC1KXGRE08 20293195 NEAS Energy A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000498_CT_AIRB 10845858 Nellemann Holding A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000499_CT_AIRB 529900197LKWCEQ0NL18 62725214 NKT HOLDING A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000500_CT_AIRB 2138007XB7AUOGS4N159 11142141 NORDIC SEAFOOD A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000501_CT_AIRB 2138005ON7KF6M74P542 81203113 Nordisk Dæk Import A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000502_CT_AIRB 549300DAQ1CVT6CXN342 NOVOB DC Equity Novo Nordisk A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000503_CT_AIRB 529900T6WNZXD2R3JW38 10007127 NOVOZYMES A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000504_CT_AIRB 213800LALFCP5FJXW153 62497718 Nowaco A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000505_CT_AIRB 213800PRY3GUP6B5GG04 39170418 OK A.m.b.A. DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000506_CT_AIRB 213800RE7TE67AUCJS21 11369677 Polar Seafood Denmark DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000507_CT_AIRB 213800QRC7LNX935OZ09 54879415 Rockwool International A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000508_CT_AIRB 42997811 SANISTÅL A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000509_CT_AIRB 549300M5XVDYG4I7CC28 14049673 Scan Global Logistics DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000510_CT_AIRB 5299003KG4JS99TRML67 31080185 SCANDINAVIAN TOBACCO GROUP A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000511_CT_AIRB 529900N96EOVRB114D28 14773908 DK0060228559 TDC DC EQUITY TDC A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000512_CT_AIRB 549300ZSIJREG4GDWJ45 Topdanmark A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000513_CT_AIRB 213800A5UXABGUQ3PX11 22460218 TORM A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000514_CT_AIRB 213800BIA5L8OPBER229 Tryg Forsikring A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000515_CT_AIRB 213800O8J7U9F8Q8VQ80 Tryg Garantiforsikring A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000516_CT_AIRB 14003606 Tulip Food Company A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000517_CT_AIRB 54930026SJ2OBLO6M470 25481968 Verdo A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000518_CT_AIRB 549300DYMC8BGZZC8844 00311171460005 VESTAS WIND SYSTEMS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000519_CT_AIRB 213800RM6L9LN78BVA56 71186911 WILLIAM DEMANT HOLDING A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000520_CT_AIRB 5493005044RTLQ5RZU70 Eesti Energia AS EE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000521_CT_AIRB 549300YENFNR57ZJ3X76 ABENER ENERGIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000522_CT_AIRB 8ZQH7RR6DBQZIX8PEQ84 ESA41002288 A41002288 ABG/P SM EQUITY ABENGOA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000523_CT_AIRB 549300GKFVWI02JQ5332 ESA08209769 A08209769 ABE SM EQUITY ABERTIS INFRAESTRUCTURAS SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000524_CT_AIRB 54930002KP75TLLLNO21 ESA31768138 A31768138 ANA SM EQUITY ACCIONA ENERGIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000525_CT_AIRB 95980020140005558665 ESA28004885 A28004885 ACS SM EQUITY Actividades de Construccion y Servicios SA [ACS Group] ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000526_CT_AIRB 213800NKU21ZN7P7RT54 ESA84409408 A84409408 AMS SM EQUITY Amadeus IT Group SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000527_CT_AIRB ESA26019992 A26019992 0468005D SM EQUITY AQUALIA GESTION INTEGRAL DEL AGUA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000528_CT_AIRB 95980020140005491929 A78839271 A3M ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000529_CT_AIRB 549300MXEGOT8MV1B924 ESA62186556 A62186556 ONO SM EQUITY CABLEUROPA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000530_CT_AIRB 549300CGERG48M7P5E96 CENTROS COMERCIALES CARREFOUR S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000531_CT_AIRB ESA46146387 A46146387 0612929D SM EQUITY COBRA INSTALACIONES Y SERVICIOS SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000532_CT_AIRB ESA20001020 A20001020 CAF SM EQUITY CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000533_CT_AIRB 95980020140005319366 ESA48012009 A48012009 OLE SM EQUITY DEOLEO SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000534_CT_AIRB 54930063C6K2TNFL6H10 DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000535_CT_AIRB ESA15139314 A15139314 DRC SM EQUITY DRAGADOS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000536_CT_AIRB 529900U1P1JEV71EBO44 ESA28006104 A28006104 4367465Z SM EQUITY EADS CONSTRUCCIONES AERONAUTICAS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000537_CT_AIRB 95980020140005374753 ESA28017895 A28017895 1082z sm equity EL CORTE INGLES S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000538_CT_AIRB 95980020140005491250 A48027056 ENO ELECNOR S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000539_CT_AIRB 213800VIN4XHLVFIOE10 A86484334 ENG SQ Equity Enagas Transportes, S.A.U. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000540_CT_AIRB 549300LHK07F2CHV4X31 ESA28023430 A28023430 ELE SM EQUITY ENDESA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000541_CT_AIRB 95980020140005732198 ESCAL UGS S L ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000542_CT_AIRB 95980020140005757903 ESA81939209 A81939209 FER SM EQUITY Ferrovial SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000543_CT_AIRB 95980020140005178328 ESA28037224 A28037224 FCC SM EQUITY FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000544_CT_AIRB 549300CKUXDA0CKRQJ56 ESA80477144 A80477144 GAM SM EQUITY GAMESA ENERGIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000545_CT_AIRB TL2N6M87CW970S5SV098 ESA08015497 A08015497 GAS SM EQUITY GAS NATURAL S.D.G. S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000546_CT_AIRB 95980020140005484363 ESB48943864 B48943864 495294Z SM EQUITY GESTAMP AUTOMOCION S L ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000547_CT_AIRB ESA58389123 A58389123 GRF SM EQUITY GRIFOLS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000548_CT_AIRB 213800OILC5Q9AR63B63 A09092305 Grupo Antolin-Irausa, S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000549_CT_AIRB ESA84173947 A84173947 1234Z SM EQUITY GRUPO ISOLUX CORSAN SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000550_CT_AIRB 5QK37QC7NWOJ8D7WVQ45 ESA48010615 A48010615 IBE SM EQUITY Iberdrola SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000551_CT_AIRB 549300GEL7LRGKK0DG70 Iberia Lineas Aereas de Espana S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000552_CT_AIRB GGYEFW27TI7Q3C3XB343 INDUSTRIA DE DISEÑO TEXTIL S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000553_CT_AIRB 95980020140005007414 INMOBILIARIA COLONIAL SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000554_CT_AIRB 549300D4HOJHH0LSET81 ESA41694266 A41694266 4516287Z SM EQUITY INSTALACIONES INABENSA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000555_CT_AIRB 95980020140005317620 ISOLUX INGENIERIA, S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000556_CT_AIRB 95980020140005606874 IZASA DISTRIBUCIONES TECNICAS S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000557_CT_AIRB 529900S4UWJNVO9LEH81 A60195278 4374129Z LIDL SUPERMERCADOS S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000558_CT_AIRB UIUPNLHSQI58ZL7O2J82 A78346558 MAP SQ Equity Mapfre Re, Compania de Reaseguros, S.A. ES Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000559_CT_AIRB 95980020140005021479 ESA79075438 A79075438 MEDIASET ESPAÑA COMUNICACION S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000560_CT_AIRB ESA78304516 A78304516 MEL SM EQUITY Melia Hotels International SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000561_CT_AIRB 95980020140005311703 NAVANTIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000562_CT_AIRB 95980020140005395317 ESA48010573 A48010573 OHL SM EQUITY OBRASCON HUARTE LAIN S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000563_CT_AIRB ESA36603587 A36603587 PVA SM EQUITY PESCANOVA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000564_CT_AIRB 549300N94L4D5NDBFG97 ESA28430882 A28430882 PROSEGUR COMPAÑIA DE SEGURIDAD S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000565_CT_AIRB 54930070W8XSY31XK130 ESA78003662 A78003662 REE SM EQUITY Red Electrica de Espana SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000566_CT_AIRB BSYCX13Y0NOTV14V9N85 A78374725 ES0273516007 REP GY Equity Repsol, S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000567_CT_AIRB ESA08000820 A08000820 DMM XT EQUITY S A DAMM ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000568_CT_AIRB 549300QHD5DP0GOPGX63 SOVENA ESPANA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000569_CT_AIRB 213800JEZBUPZKWJGF49 ESA28092583 A28092583 TRE SM EQUITY TECNICAS REUNIDAS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000570_CT_AIRB 549300EEJH4FEPDBBR25 KvK 24269798 0000 TEF SM EQUITY TELEFONICA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000571_CT_AIRB ESA08356727 A08356727 TST SM EQUITY TESTA INMUEBLES EN RENTA S.A. ES Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000572_CT_AIRB 549300FM9ZIJB5FCS825 TWINS ALIMENTACION SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000573_CT_AIRB 95980020140005462150 ESA79524054 A79524054 571979Z URBASER S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000574_CT_AIRB 5299008CBH6EAEH1VZ37 ESA28293348 A28293348 WORLD DUTY FREE GROUP S.A.U., ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000575_CT_AIRB 743700FHGZEV5UGCB005 FI0009010391 AHL1V FH EQUITY Ahlstrom Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000576_CT_AIRB 529900Q14KI1SCMIMO82 Bayer Nordic SE FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000577_CT_AIRB 5493002B0GOVF42KWX33 Cargotec Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000578_CT_AIRB 549300P8N0P6KDGTJ206 XS0946179529 TY2 GS Equity Citycon OYJ FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000579_CT_AIRB 743700TU2S3DXWGU7H32 0116510-6 XS0973806861 EIA GM Equity Elisa Corporation FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000580_CT_AIRB 7437006ZZI1F7CUA5518 Fingrid Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000581_CT_AIRB 213800SB6EOB8SSK9W63 FI0009003230 FIA1S FH EQUITY Finnair Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000582_CT_AIRB 743700BKTW4EQIVKYY42 FI0009000400 FIS1V FH EQUITY Fiskars Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000583_CT_AIRB 635400IUIZZIUJSAMF76 FI0009007132 FUM1V FH EQUITY Fortum Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000584_CT_AIRB 74370031Y7RK5H88CQ48 FI0009004824 KRA1V FH EQUITY Kemira Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000585_CT_AIRB 743700OX6HSVMCAHPB95 KESKO OYJ FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000586_CT_AIRB 2138001CNF45JP5XZK38 1927400-1 HRB57225 KC4 GR EQUITY Kone GmbH FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000587_CT_AIRB 2138007FRMWVPUDCMA45 FI0009007835 MEO1V FH EQUITY Metso Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000588_CT_AIRB 5493009GY1X8GQ66AM14 FI0009013296 NES1V FH EQUITY Neste Oil Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000589_CT_AIRB 549300A0JPRWG1KI7U06 FI0009000681 NOK1V FH EQUITY Nokia Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000590_CT_AIRB 743700YQIO8Y4L4WKR40 Nokian Renkaat Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000591_CT_AIRB 74370061PO7C10E3PA54 Norilsk Nickel Harjavalta Oy FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000592_CT_AIRB 5493009YRUJJDCFF0R80 FI0009002422 OUT1V FH EQUITY Outokumpu Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000593_CT_AIRB 549300R0VN9C371W0E07 FI0009014575 OTE1V FH EQUITY Outotec Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000594_CT_AIRB 743700X6KUJ0Z8GJIF03 POHJOLAN VOIMA OY FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000595_CT_AIRB 743700CIR72J2LJZO637 Ramirent Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000596_CT_AIRB 743700XJC24THUPK0S03 FI0009007694 SAA1V FH EQUITY Sanoma Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000597_CT_AIRB 743700IFQI6W89M1IY95 STOCKMANN OYJ ABP FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000598_CT_AIRB 7437000ZP669LKUTZ738 STERV FH EQUITY Stora Enso Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000599_CT_AIRB 743700LQ48IZBTZN4S52 0196656-0 XS1043513529 Teollisuuden Voima Oyj(TVO) FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000600_CT_AIRB 743700PKLY067IZIF588 Tikkurila Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000601_CT_AIRB 213800EC6PW5VU4J9U64 FI0009005987 UPM1V FH EQUITY UPM-Kymmene Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000602_CT_AIRB 743700G7A9J1PHM3X223 FI0009003727 WRT1V FH EQUITY Wärtsilä Oyj Abp FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000603_CT_AIRB 549300TLDC3IQX97WU26 Wihuri Packaging Oy FI Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000604_CT_AIRB 529900M13GM4VSTE6W80 YIT Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000605_CT_AIRB 969500QZC2Q0TK11NV07 AC FP EQUITY Accor SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000606_CT_AIRB 969500PJMBSFHYC37989 ADP FP Equity Aeroports de Paris S.A. (ADP) FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000607_CT_AIRB 969500AQW31GYO8JZD66 FR0000031122 AIR FRANCE -KLM FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000608_CT_AIRB 969500MMPQVHK671GT54 AI FP EQUITY Air Liquide SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000609_CT_AIRB 969500RAZNDFVFATTJ14 ALCATEL LUCENT INTERNATIONAL FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000610_CT_AIRB 969500CCRD8GYWLG6R54 542019096 FR0000130007 ALU FP EQUITY Alcatel Lucent S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000611_CT_AIRB 969500TZFFAS8XMVPQ44 ALALF UV Equity ALCATEL-LUCENT SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000612_CT_AIRB 549300W64S5Q0I46LK20 ALSTOM HOLDINGS SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000613_CT_AIRB 96950032TUYMW11FB530 ALO FP EQUITY Alstom SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000614_CT_AIRB 9695007B0RXQCHHTGR34 305207169 AREVA FP EQUITY AREVA NC FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000615_CT_AIRB 96950026BLIV09FMSM49 AKE FP EQUITY Arkema Group SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000616_CT_AIRB ATO FP EQUITY Atos Origin SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000617_CT_AIRB 213800U12KWYZEECZ934 572139996 ASF FP EQUITY AUTOROUTES DU SUD DE LA FRANCE SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000618_CT_AIRB 9695002SV2VP9CU42826 ARR FP EQUITY Autoroutes Paris-Rhin-Rhone SA [APRR] FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000619_CT_AIRB F5WCUMTUM4RKZ1MAIE39 AXA SA FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000620_CT_AIRB 969500MOCLNQFNZN0D63 572015246 EN LI Equity BOUYGUES SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000621_CT_AIRB 96950077L0TN7BAROX36 CAP FP EQUITY Cap Gemini Sogeti SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000622_CT_AIRB 549300B8P6MUJ1YWTS08 CA FP EQUITY Carrefour SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000623_CT_AIRB 969500VHL8F83GBL6L29 554501171 FR0000125585 CO FP EQUITY CASINO GUICHARD — PERRACHON FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000624_CT_AIRB 9695001K81BDUET02H66 CGM FP EQUITY Cegedim SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000625_CT_AIRB 969500FCVQ5SLAAUJV59 GA S1 Equity CGG FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000626_CT_AIRB 969500WESYQMQ1F2C272 CHRISTIAN DIOR FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000627_CT_AIRB 969500BZJ49IICIBZZ08 CMA CGM S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000628_CT_AIRB 969500QKVPV2H8UXM738 CNP FP Equity CNP Assurances FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000629_CT_AIRB 213800CP8292W9E8LJ69 552115891 DG FP Equity Cofiroute FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000630_CT_AIRB 969500DZBBMYHB8NAM93 552025314 FR0000121634 RE FP EQUITY COLAS SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000631_CT_AIRB NFONVGN05Z0FMN5PEC35 SGO FP EQUITY Compagnie de Saint-Gobain SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000632_CT_AIRB 549300SOSI58J6VIW052 ML FP EQUITY Compagnie Generale des Etablissements Michelin SCA [CGEM] FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000633_CT_AIRB 969500D8BWYH453FLN28 CRISTAL UNION FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000634_CT_AIRB 85OKW2SW05RZFQS1W718 JJ FP EQUITY Crown European Holdings SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000635_CT_AIRB 969500H6VMRN7AY1ZU14 441133808 85117Z FP EQUITY DCNS FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000636_CT_AIRB 9695006LOD5B2D7Y0N70 EDEN FP Equity Edenred S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000637_CT_AIRB FR0000130452 FGR FP EQUITY Eiffage SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000638_CT_AIRB 549300X3UK4GG3FNMO06 FR0010242511 EDF FP EQUITY Electricite de France SA [EDF] FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000639_CT_AIRB 9695001HM585I0NEI780 380543678 Elior FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000640_CT_AIRB 549300LUH78PG2MP6N64 Eramet SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000641_CT_AIRB 549300M3VH1A3ER1TB49 712049618 FR0000121667 EI FP EQUITY ESSILOR INTERNATIONAL FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000642_CT_AIRB 529900HC20ELW4B6XI30 Euler Hermes France FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000643_CT_AIRB 52990087UKA0U2TO8412 352383715 117052Z FP EQUITY EUROCOPTER SAS FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000644_CT_AIRB MINO79WLOO247M1IL051 EAD FP Equity European Aeronautic Defence & Space Co NV [EADS] FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000645_CT_AIRB 549300MCOOY1V7P2PG30 ETL FP Equity Eutelsat S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000646_CT_AIRB 969500WASBF8AZP8TC02 323288563 FR0000053142 LEY FP EQUITY FAIVELEY TRANSPORT FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000647_CT_AIRB 969500F0VMZLK2IULV85 FR0000121147 EO FP EQUITY Faurecia S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000648_CT_AIRB 969500UPKU9VF8XAEU18 775625767 1044Q FP EQUITY FINANCIERE AGACHE SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000649_CT_AIRB 969500P8M3W2XX376054 Fonciere des Regions FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000650_CT_AIRB 969500MCOONR8990S771 FTE FP EQUITY France Telecom SA / Orange SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000651_CT_AIRB 5493005GNGE7UFJCIL03 FBEL FP EQUITY Fromageries Bel SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000652_CT_AIRB 969500YWO65OHPVAHN71 GALERIES LAFAYETTE FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000653_CT_AIRB LAXUQCHT4FH58LRZDY46 FR0010208488 GSZ FP EQUITY GDF Suez SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000654_CT_AIRB 5299007I0OJCYZX6IL07 GEA Batignolles Technologies Thermiques SAS FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000655_CT_AIRB 9695003E4MMA10IBTR26 592014476 Gecina FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000656_CT_AIRB 9695004TMMZ3JBKJO332 377791967 UG FP Equity GIE PSA Tresorerie FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000657_CT_AIRB 969500ASEC557H5A4F22 476180625 Groupe Auchan S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000658_CT_AIRB 969500KMUQ2B6CBAF162 BN FP EQUITY Groupe Danone SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000659_CT_AIRB 969500O3KMCBQT8KGK58 Groupe Soufflet SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000660_CT_AIRB 969500FY5T5MLH4G9A95 RIA FP EQUITY Groupe Steria SCA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000661_CT_AIRB 969500LYSYS0E800SQ95 408168003 Holding Bercy Investissement SCA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000662_CT_AIRB 969500I3QVK40XEORU25 495137077 HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000663_CT_AIRB 969500UDH342QLTE1M42 582074944 FR0000035081 ICAD FP EQUITY ICADE FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000664_CT_AIRB 969500FZ9BTRZS3JNB97 342376332 FR0004035913 ILD FP EQUITY ILIAD FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000665_CT_AIRB 54930075MZSSIB2TGC64 449354224 FR0000120859 NK FP EQUITY IMERYS S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000666_CT_AIRB 9695002OY2X35E9X8W87 Ipsos SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000667_CT_AIRB 549300ORN5E1P46ATH26 440413730 IT IM Equity Italcementi Finance S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000668_CT_AIRB 9695009KV7AFPDEI5S30 DEC FP EQUITY JCDecaux SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000669_CT_AIRB 549300VGEJKB7SVUZR78 552075020 PP IM Equity Kering S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000670_CT_AIRB 969500PB4U31KEFHZ621 780152914 Klepierre S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000671_CT_AIRB 969500L0T16HX3R78P61 La Mondiale FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000672_CT_AIRB 9695000YG7TR7PAP0L59 222691Z FP EQUITY La Poste [France] FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000673_CT_AIRB 969500O558W10MK2JF76 Labco SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000674_CT_AIRB 549300DNNL29KCEPRZ85 FR0000120537 LG FP EQUITY Lafarge SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000675_CT_AIRB 969500VX2NV2AQQ65G45 MMB FP EQUITY Lagardere SCA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000676_CT_AIRB 969500TJLHIZLFRWEQ48 FR0010307819 LR FP EQUITY Legrand FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000677_CT_AIRB 969500C0B8YR7HT3OM14 221202Z FP EQUITY Limagrain SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000678_CT_AIRB 529900JI1GG6F7RKVI53 FR0000120321 OR FP EQUITY L'Oréal FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000679_CT_AIRB IOG4E947OATN0KJYSD45 MC FP EQUITY LVMH Moet Hennessy Louis Vuitton SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000680_CT_AIRB MDCA FP EQUITY Medica France SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000681_CT_AIRB 969500081CGAXB7YS433 424064707 Mercialys FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000682_CT_AIRB 969500DZ56QVIKRIU954 Monoprix SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000683_CT_AIRB 96950015FU78G84UIV14 NEX FP EQUITY Nexans SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000684_CT_AIRB 549300DMQNOND6LEVJ13 Novacap SA FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000685_CT_AIRB 969500CDLQKYAR1PT761 NutriXo SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000686_CT_AIRB 969500SHDTSMKBXKKO85 Oberthur Technologies S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000687_CT_AIRB 52990097YFPX9J0H5D87 FR0000120693 RI FP EQUITY PERNOD RICARD S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000688_CT_AIRB 969500TZ5950IT5FPQ42 UG FP EQUITY Peugeot SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000689_CT_AIRB 969500C0PA29TV19CT55 221410Z FP EQUITY Picard Surgeles SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000690_CT_AIRB PP FP EQUITY Pinault Printemps Redoute SA [PPR] FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000691_CT_AIRB 2138004KW8BV57III342 FR0000130577 PUB FP EQUITY Publicis Groupe SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000692_CT_AIRB 969500AI7V5V0J9TOU58 RAL FP EQUITY Rallye SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000693_CT_AIRB 5493004V6A3Z027YT216 RCO FP Equity Remy Cointreau S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000694_CT_AIRB 969500F7JLTX36OUI695 FR0000131906 RNO FP EQUITY RENAULT S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000695_CT_AIRB 969500VZN4KDEZ14C105 412280737 224063Z FP EQUITY RESEAU FERRE DE FRANCE FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000696_CT_AIRB 969500N6AVPA51648T62 RXL FP Equity Rexel SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000697_CT_AIRB 969500FO141C5967KC72 Roquette Freres FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000698_CT_AIRB 969500JRJW0K2ET1UP76 444619258 226514Z FP EQUITY RTE EDF TRANSPORT SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000699_CT_AIRB 969500UIC89GT3UL7L24 SAF FP EQUITY Safran SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000700_CT_AIRB 549300E9PC51EN656011 395030844 SAN FP Equity SANOFI S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000701_CT_AIRB 969500A1YF1XUYYXS284 SU FP EQUITY Schneider Electric SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000702_CT_AIRB 96950056ULJ4JI7V3752 SCR FP Equity SCOR SE FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000703_CT_AIRB 969500WP61NBK098AC47 SK FP EQUITY SEB SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000704_CT_AIRB 969500KDAUM9TYWQTR36 470801168 286575Z FP EQUITY SOC NATIONALE IMMOBILIERE FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000705_CT_AIRB 969500LCBOG12HXPYM84 SW FP EQUITY Sodexho Alliance SA [Sodexo] FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000706_CT_AIRB 9695005U38X1SF184325 552028425 QS3 GF Equity Solocal Group FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000707_CT_AIRB 969500VEVOWR22R2YR86 9876578Z FP Equity Sonepar SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000708_CT_AIRB 969500A4MXJ3ESPHK698 552049447 224507Z FP EQUITY STE NATIONALE DES CHEMINS DE FER FRANCAIS FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000709_CT_AIRB 9695001UJ7FMZ37G6N39 572119550 593377Z FP EQUITY SUCRES ET DENREES FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000710_CT_AIRB 9695002EVBYM5B2OIP31 4699377Z FP Equity Tarkett SAS FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000711_CT_AIRB 969500NQMNC0PVUY8V74 TEC FP EQUITY Technip SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000712_CT_AIRB 529900FNDVTQJOVVPZ19 HO FP EQUITY Thales SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000713_CT_AIRB 542051180 FR0000120271 FP FP EQUITY TOTAL SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000714_CT_AIRB 969500BWNQ1B0PI06I59 492520333 Tyrol Acquisition 2 SAS FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000715_CT_AIRB 969500SHQITWXSIS7N89 682024096 FR0000124711 UL NA EQUITY UNIBAIL RODAMCO SE FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000716_CT_AIRB 5493006IH2N2WMIBB742 FR FP Equity Valeo S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000717_CT_AIRB 969500P2Q1B47H4MCJ34 VK FP EQUITY Vallourec SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000718_CT_AIRB 969500LENY69X51OOT31 VIE FP EQUITY Veolia Environnement SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000719_CT_AIRB 9695009YI1863TOVDP79 Vicat SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000720_CT_AIRB 213800WFQ334R8UXUG83 DG FP EQUITY Vinci SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000721_CT_AIRB 969500FU4DRAEVJW7U54 VIV FP EQUITY Vivendi SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000722_CT_AIRB 969500M98ZMIZYJD5O34 572174035 MF FP Equity Wendel FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000723_CT_AIRB 969500SFFMSIHH11UO32 ZC FP EQUITY Zodiac Aerospace SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000724_CT_AIRB 549300MJIRPTCHAYW359 7847174 ABP Finance Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000725_CT_AIRB 213800B4XZJ3ZDM7CL47 AFR LN Equity Afren plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000726_CT_AIRB 2138003R7TGCSVF27H47 SC177553 GB00B4WQ2Z29 AGK LN Equity AGGREKO PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000727_CT_AIRB 213800HPMHRN3PT62M97 06279732 0807384D LN EQUITY AIRTANKER FINANCE LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000728_CT_AIRB DTA07N5U5HK2KC1SCM04 01675285 GB0000282623 AMEC Foster Wheeler plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000729_CT_AIRB 2Y33NQ5FPI8PR8L9QX13 2854310 AML LN Equity Amlin PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000730_CT_AIRB 213800DL377MH46PDY63 4330322 Anglian Water Services Financing Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000731_CT_AIRB 549300S9XF92D1X8ME43 3564138 GB00B1XZS820 AAL LN EQUITY Anglo American Plc. GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000732_CT_AIRB VVT2B79I2Z4U3R6BY589 7876075 AON UN Equity Aon plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000733_CT_AIRB GB00B15Y0C52 AP ALTERNAT ASSETS GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000734_CT_AIRB 549300F4RYR1DNTO2O39 6137924 Arqiva Financing No. 1 Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000735_CT_AIRB GBQKSY6W7G0OHCQ8OQ72 293262 ABF LN Equity Associated British Foods PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000736_CT_AIRB PY6ZZQWO2IZFZC3IOL08 2723534 ZEG GY Equity AstraZeneca PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000737_CT_AIRB YF0Y5B0IB8SM0ZFG9G81 2468686 AV/ LN EQUITY Aviva Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000738_CT_AIRB 213800TSKOLX4EU6L377 02342138 GB0009697037 BAB LN Equity Babcock International Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000739_CT_AIRB 8SVCSVKSGDWMW2QHOH83 1470151 BA/ LN EQUITY BAE Systems Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000740_CT_AIRB CT4UIJ3TUKGYYHMENQ17 395826 GB0000961622 BBY LN EQUITY Balfour Beatty plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000741_CT_AIRB 2138006R85VEOF5YNK29 604574 BDEV LN EQUITY Barratt Developments Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000742_CT_AIRB 2138001T2QEV5RXMFI32 00053688 GB00B1FP8915 BBA LN Equity BBA AVIATION PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000743_CT_AIRB 1480047 BRSN LN Equity Berendsen Plc [ex-Davis Service Group Plc] GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000744_CT_AIRB 0134146D LN Equity Best Buy Europe Distributions Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000745_CT_AIRB V1LV067AJN766PCJIG11 3763515 BG/ LN Equity BG Energy Holdings Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000746_CT_AIRB 549300C116EOWV835768 3196209 BLT LN Equity BHP Billiton Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000747_CT_AIRB VK07P8T49UYFO085O712 3114356 BMW HB Equity BMW (UK) Capital plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000748_CT_AIRB 213800V93QFW53NB7Y29 1036959 Bodycote International Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000749_CT_AIRB 213800TGK6XXFA2TBO31 3558065 Boparan Holdings Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000750_CT_AIRB 213800M11ELCLQ8VF938 4011660 Bourne Leisure Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000751_CT_AIRB 549300ZPID4GQRDWI318 1104733-9 HRB113611 BP/ LN EQUITY BP Europa SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000752_CT_AIRB G1KG0OQD10NOMCMLDZ35 00542515 BP/ LN EQUITY BP INTERNATIONAL LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000753_CT_AIRB 213800MBRRUVQIONAN53 4578621 BXB AT Equity Brambles Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000754_CT_AIRB 549300136VSBKI0Q8750 5262170 Brenntag UK Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000755_CT_AIRB 375X9PSJLLOV7F21O626 01777777 IAG LN EQUITY BRITISH AIRWAYS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000756_CT_AIRB 2138001S874P3WKNCV04 3407696 BATS LN EQUITY British American Tobacco Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000757_CT_AIRB 5493000IBP32UQZ0KL24 RC000057 British Broadcasting Corporation GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000758_CT_AIRB RV5B68J2GV3QGMRPW209 621920 British Land Company PLC (The) GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000759_CT_AIRB 2138003TS48MQKF4BZ29 9256967 BSY LN EQUITY British Sky Broadcasting Group Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000760_CT_AIRB 549300OWFMSO9NYV4H90 01800000 BT/A LN EQUITY BRITISH TELECOMMUNICATIONS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000761_CT_AIRB 635400L3NVMYD4BVCI53 5604923 BVIC LN Equity Britvic PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000762_CT_AIRB 358948 GB00B0744B38 BNZL LN EQUITY BUNZL PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000763_CT_AIRB ZIMCVQHUFZ8GVHENP290 2779134 Bupa Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000764_CT_AIRB 213800J3MPR8KO94D535 3458224 BRBY LN Equity Burberry Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000765_CT_AIRB 213800UL7Z7B6GLBZ213 3314066 C&J Clark Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000766_CT_AIRB CMIGEWPLHL4M7ZV0IZ88 2081330 CPI LN EQUITY Capita Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000767_CT_AIRB 6SNZTEXLR1M5211YYB89 CLLN LN EQUITY Carillion Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000768_CT_AIRB 4DR1VPDQMHD3N3QW8W95 4039524 CCL LN EQUITY Carnival Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000769_CT_AIRB 2138001E12GWLLDQQF16 7105905 CPW LN Equity DIXONS CARPHONE PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000770_CT_AIRB E26EDV109X6EEPBKVH76 3033654 GB00B033F229 CNA LN EQUITY CENTRICA PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000771_CT_AIRB 549300IF6EUDVXYQI061 5900853 CEVA Group plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000772_CT_AIRB 213800U9A54VQJ5P2J41 86662 CHG LN Equity Chemring Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000773_CT_AIRB 213800J2J3TOOI176M73 5212407 CINE LN Equity CINEWORLD GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000774_CT_AIRB 213800A41R9NL49E5632 00030470 GB00B07KD360 COB LN Equity COBHAM PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000775_CT_AIRB 2138008M6MH9OZ6U2T68 4083914 CPG LN EQUITY Compass Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000776_CT_AIRB 6354003CVDDPNXREIR29 FC031117 CPUK Finance Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000777_CT_AIRB 4OFD47D73QFJ1T1MOF29 184594 DMGT LN Equity Daily Mail and General Trust Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000778_CT_AIRB 213800NPR9YDSBO86U08 03162897 GB0002502812 DAIRY CREST GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000779_CT_AIRB 5493007MMUEIF4NJG110 5448421 DEB LN EQUITY Debenhams Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000780_CT_AIRB 213800J4UVB5OWG8VX82 3369634 DPH LN Equity Dechra Pharmaceuticals PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000781_CT_AIRB 213800BXKQ9KZNUR1M61 1819699 Derwent London PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000782_CT_AIRB 213800ZVIELEA55JMJ32 23307 DGE FP Equity Diageo plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000783_CT_AIRB 2138005HMFMTYXNEEX13 SC000750 DIAGEO SCOTLAND LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000784_CT_AIRB 5299004HGJWHJ71M5T77 5671205 DNL UK LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000785_CT_AIRB 2138001GRMZ39JRSE316 01363137 GB0002748050 DNO LN Equity DOMINO PRINTING SCIENCES PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000786_CT_AIRB 39RSBE4RCI4M15BLWH36 1377658 SMDS LN EQUITY DS Smith Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000787_CT_AIRB 2138001LSWETH5TDQG53 2366777 DWR Cymru Cyfyngedig GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000788_CT_AIRB 213800U5R8Q5KGM2KU56 2366906 Eastern Power Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000789_CT_AIRB 549300XUUK1H52EDCK10 EDC Finance Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000790_CT_AIRB 549300ZM2QCFG22BOJ03 2366949 Electricity North West Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000791_CT_AIRB 549300KVXDURRKVW7R37 647788 ECM LN EQUITY Electrocomponents Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000792_CT_AIRB 2138008LJU6WFQWOXJ73 7140891 ENQ LN Equity EnQuest plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000793_CT_AIRB 7N0UJMJLXD0MDT5D5086 7023598 Ensco plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000794_CT_AIRB 549300V1O67HJV48FS61 6845434 ENW Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000795_CT_AIRB 5493007MOZNA03BVNE96 5444653 ESNT LN Equity ESSENTRA PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000796_CT_AIRB 21380023G8LF55V46281 02954623 EUROPEAN METAL RECYCLING LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000797_CT_AIRB 213800SVCZ6YZ8YJI569 2462001 4379945Z LN Equity Eurostar International Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000798_CT_AIRB 5493002X7O83FCJVYO69 7329930 Eversholt Funding Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000799_CT_AIRB JPO68XMABX4DR21BNE65 8263590 0274811Z LN Equity Everything Everywhere Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000800_CT_AIRB 54930080DFVZ551GGT17 EVR LN EQUITY Evraz Group S.A. GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000801_CT_AIRB 635400RXXHHYT1JTSZ26 653331 EXPERIAN PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000802_CT_AIRB 213800JLG5TPE3RBYG56 4094619 FIRST CHOICE HOLIDAYS FINANCE LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000803_CT_AIRB 549300DEJZCPWA4HKM93 SC157176 FGP LN EQUITY First Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000804_CT_AIRB 549300JXWH1UV5J0XV81 6344120 FRES LN Equity Fresnillo plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000805_CT_AIRB 213800WTATMITUGXJQ69 FC031364 Friends Life Group PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000806_CT_AIRB 549300L3KWKK8X35QR12 4992207 GFS LN EQUITY G4S Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000807_CT_AIRB 213800OOHUV3HHP46A02 00836539 GB00B3Y2J508 GFRD LN Equity GALLIFORD TRY PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000808_CT_AIRB 213800E8KX2VV9YDY362 1991018 Gatwick Airport Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000809_CT_AIRB 549300IK25CZHKVLAL89 03768267 1844538Z LN EQUITY Gazprom Marketing and Trading Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000810_CT_AIRB 5493007Q8VD7Q3ZYZS59 2258699 GS7 GY Equity GlaxoSmithKline Capital PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000811_CT_AIRB 3888792 GB0009252882 GSK LN EQUITY GlaxoSmithKline plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000812_CT_AIRB 213800N9W2D8A4GJGR36 04542769 2006623Z LN EQUITY GLENCORE ENERGY UK LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000813_CT_AIRB 213800QIJMYMW6TSBG41 5333192 GNK LN Equity Greene King Finance Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000814_CT_AIRB 213800R9N5F2WRMGTR50 24511 GNK LN EQUITY Greene King Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000815_CT_AIRB 213800U8JEPF65PSKU22 6143540 GUARDIAN DIGITAL COMMUNICATIONS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000816_CT_AIRB 2138007FRGLUR9KGBT40 00040932 GB0004052071 HLMA LN Equity HALMA PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000817_CT_AIRB 213800G1C9KKVVDN1A60 360632 GB0004065016 HMSO LN EQUITY Hammerson PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000818_CT_AIRB 529900N6RQR0PX7ZTR62 4626078 HEI GY Equity Hanson Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000819_CT_AIRB 213800QC8AWD4BO8TH08 2150950 HAS LN Equity Hays PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000820_CT_AIRB 549300J5R8AWMHPE7O05 1991017 Heathrow Airport Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000821_CT_AIRB 7TI96JO3DYEIQWZ7Z726 99529 Heathrow Funding Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000822_CT_AIRB 213800YRHAPNN54BKN78 5863533 GB00B19NKB76 HOME LN EQUITY HOME RETAIL GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000823_CT_AIRB 213800UTXVFRH9XBL453 7939278 Iceland Acquico Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000824_CT_AIRB 213800FGWQXPVI86SE26 5879252 Iglo Foods MidCo Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000825_CT_AIRB 3236483 GB0004544929 IMT LN EQUITY Imperial Tobacco Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000826_CT_AIRB 2138002D68XDR4LZCG32 7084307 Ineos Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000827_CT_AIRB 5134420 IHG LN EQUITY Intercontinental Hotels Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000828_CT_AIRB 549300OGASR5WRKJ8R68 2234775 INTERMEDIATE CAPITAL GROUP PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000829_CT_AIRB GB00B19DVX61 ISYS LN EQUITY Invensys plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000830_CT_AIRB ZLECI7ED2QMWFGYCXZ59 4967001 ITV LN Equity ITV plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000831_CT_AIRB 213800VGZAAJIKJ9Y484 185647 SBRY LN EQUITY J Sainsbury Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000832_CT_AIRB 529900RRNKUM3INJGF98 KvK 34233247 0000 JBH LN EQUITY JAB Holdings B.V. GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000833_CT_AIRB 213800CHWARFAAN7UB85 1709784 JDW LN EQUITY JD Wetherspoon Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000834_CT_AIRB 5493008LNN1X4R79PJ89 SC034970 GB0005790059 JOHN MENZIES PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000835_CT_AIRB 549300PLYY6I10B6S323 SC036219 GB00B5N0P849 WG/ LN Equity JOHN WOOD GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000836_CT_AIRB 2138001AVBSD1HSC6Z10 33774 GB0004764071 JMAT LN EQUITY JOHNSON MATTHEY PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000837_CT_AIRB 213800JFIBCR4LGUA242 SC015382 GB0004769682 JOHNSTON PRESS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000838_CT_AIRB 06467400 KAZ LN EQUITY KAZ MINERALS FINANCE PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000839_CT_AIRB 2138002RKCU2OM4Y7O48 02708030 GB0004915632 KIE LN Equity KIER GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000840_CT_AIRB 213800KBMEV7I92FY281 1664812 KGF LN EQUITY Kingfisher Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000841_CT_AIRB 213800QOWHF5R9VLL274 1429533 LAD LN Equity Ladbrokes plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000842_CT_AIRB 213800JH9QQWHLO99821 1417162 LGEN LN Equity Legal & General Group PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000843_CT_AIRB 549300BSGXG3QLIQYT84 8379990 Liberty Global plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000844_CT_AIRB 213800JDI3GTKPG4XI38 3929195 London Power Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000845_CT_AIRB 213800QAUUUP6I445N30 05369106 GB00B0SWJX34 LSE LN Equity LONDON STOCK EXCHANGE GROUP PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000846_CT_AIRB 213800JP7STUK5WKRE92 1000608 MMC LN Equity MANAGEMENT CONSULTING GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000847_CT_AIRB 213800IU37OVVT5ZXP41 8338561 Manchester Airport Group Funding PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000848_CT_AIRB 213800CN1RI3UCIZWB95 214436 MKS LN EQUITY Marks & Spencer Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000849_CT_AIRB 213800HQB746UJ9UWM15 5135049 MARS LN Equity Marston's Issuer PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000850_CT_AIRB 213800Q6RP3ZJ2CZR962 31461 Marston's PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000851_CT_AIRB 549300QSUNKAEBMYIR16 2798634 McBride plc GB Large corporate sample non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000852_CT_AIRB YMFO3TKB4UAWQTDZJJ31 432989 MGGT LN Equity Meggitt Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000853_CT_AIRB 213800E7QA1U8BF34219 4778667 MAB LN Equity Mitchells & Butlers Finance Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000854_CT_AIRB 213800LOZA69QFDC9N34 6209386 GB00B1CRLC47 MNDI LN EQUITY Mondi Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000855_CT_AIRB 4PQUHN3JPFGFNF3BB653 2068222 Morgan Stanley & Co. International plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000856_CT_AIRB 213800A8IQEMY8PA5X34 2590560 NEX LN Equity National Express Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000857_CT_AIRB 8R95QZMKZLJX5Q2XR704 4031152 NGG LN EQUITY National Grid Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000858_CT_AIRB 213800H88F5EE4B1D697 5090412 Network Rail Infrastructure Finance PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000859_CT_AIRB 213800UGAULQ1FVD4B35 1618428 NEW LOOK RETAILERS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000860_CT_AIRB 213800WQD8ECPZP9PH98 4412362 NXT LN EQUITY Next Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000861_CT_AIRB 549300JIM3ERGZFGGL27 6428375 North West Electricity Networks Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000862_CT_AIRB 635400GPHRFKZQIBUK45 NI026892 Northern Ireland Electricity Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000863_CT_AIRB 213800B3ZUTDOZYVJB41 53171 NTG LN EQUITY Northgate Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000864_CT_AIRB 213800PWPM9HZIEEO670 2366703 Northumbrian Water Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000865_CT_AIRB 213800WWVCAPAMOZ1M98 5584873 NSG UK Enterprises Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000866_CT_AIRB 2158036Z LN EQUITY Omnicom Financial Services Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000867_CT_AIRB 213800G8P2ULTOP62Q95 5915896 Osprey Acquisitions Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000868_CT_AIRB 213800J364EZD6UCE231 00775598 GB0006650450 OXIG LN Equity OXFORD INSTRUMENTS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000869_CT_AIRB 213800NL5NLBY6YIBI88 2019023 6752 JT Equity Panasonic Finance (Europe) plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000870_CT_AIRB 2138004JBXWWJKIURC57 53723 PSON LN EQUITY Pearson Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000871_CT_AIRB 2304195 PDG LN EQUITY Pendragon Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000872_CT_AIRB 213800V1CCTS41GWH423 02366640 GB00B18V8630 PENNON GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000873_CT_AIRB 1818486 PSN LN EQUITY Persimmon Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000874_CT_AIRB 549300OPFWKTD6BUFP71 4267536 PPL UN Equity PPL UK DISTRIBUTION HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000875_CT_AIRB 213800U93SZC44VXN635 00668987 GB00B1Z4ST84 PFG LN Equity PROVIDENT FINANCIAL PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000876_CT_AIRB XB3CXKKKED7OMV80FY35 00019457 GB00B19Z1432 PZC LN Equity PZ CUSSONS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000877_CT_AIRB 213800791EF5XP7WW494 2641728 QBE AT Equity QBE European Operations PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000878_CT_AIRB 213800NRSZ1N2Y6LEX44 5777981 R&R Ice Cream plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000879_CT_AIRB 5493003JFSMOJG48V108 6270876 RB/ LN Equity Reckitt Benckiser Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000880_CT_AIRB 549300WSX3VBUFFJOO66 2746616 Relx Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000881_CT_AIRB 549300VN4WV7Z6T14K68 5393279 RTO LN EQUITY Rentokil Initial Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000882_CT_AIRB 549300JJKH86IWQ78005 191285 REX LN EQUITY Rexam Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000883_CT_AIRB 2138009113L7IDGEM175 358901 RIO LN Equity Rio Tinto Finance plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000884_CT_AIRB X57JK1U580XATGR67572 1003142 RR/ LN EQUITY Rolls-Royce Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000885_CT_AIRB 213800ANK59AYB612F23 93792 RSA LN Equity Royal & Sun Alliance Insurance PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000886_CT_AIRB 213800JQB9FWF5SD6F42 4138203 ROYAL MAIL GROUP LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000887_CT_AIRB 2578443 RPC LN EQUITY RPC Group GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000888_CT_AIRB 549300HOGQ7E0TY86138 2339826 RSA LN Equity RSA Insurance Group PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000889_CT_AIRB Y4DQT2X5DDRE70QFR206 3528416 SAB LN EQUITY SABMiller Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000890_CT_AIRB 549300Y7M5CC1U5DBX07 SC264065 Scotland Gas Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000891_CT_AIRB 549300KI75VYLLMSK856 SC117119 SSE LN EQUITY SSE Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000892_CT_AIRB 213800X1T29YFAYMPC26 SC144517 AGN NA Equity Scottish Equitable PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000893_CT_AIRB 21380085VKJ5NICZBA52 SC193794 IBE SQ Equity Scottish Power Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000894_CT_AIRB 549300WPVG0TZSPBYR76 SC199549 LLOY LN Equity Scottish Widows PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000895_CT_AIRB 213800XC35KGM9NFC641 167591 SEGRO PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000896_CT_AIRB 549300PT2CIHYN5GWJ21 02048608 GB0007973794 SERCO GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000897_CT_AIRB 213800RPBXRETY4A4C59 2366619 SVT LN EQUITY Severn Trent Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000898_CT_AIRB 213800CNEIDZBL17KU22 SC077438 SKS LN EQUITY Shanks Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000899_CT_AIRB 213800VDC1BKJEZ8PV53 00998314 GB0008025412 SHI LN Equity SIG PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000900_CT_AIRB 213800ZTMDN8S67S1H61 00324357 GB0009223206 SN/ LN Equity SMITH & NEPHEW PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000901_CT_AIRB 213800MJL6IPZS3ASA11 137013 SMIN LN EQUITY Smiths Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000902_CT_AIRB AJOW550HA7E8YNKF5D89 4120046 6758 JT Equity Sony Global Treasury Services PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000903_CT_AIRB 213800H7NWVLCWAVKA15 3043097 South Eastern Power Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000904_CT_AIRB 213800YQRUOQE9HPX193 4295398 South Staffordshire PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000905_CT_AIRB 213800FR2VAOKRYRHX45 2366665 South West Water Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000906_CT_AIRB 549300SR1GYYNBZQGX56 4094290 SSE LN Equity Southern Electric Power Distribution PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000907_CT_AIRB 549300SPX8573VZ2SK79 5167021 Southern Gas Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000908_CT_AIRB 213800NCZLJFDE8Y8D88 7581353 Southern Water (Greensands) Financing plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000909_CT_AIRB 213800Z4CO2CZO3M3T10 02025003 GB0003308607 SXS LN Equity SPECTRIS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000910_CT_AIRB 4L663LRNTBQ008OK2N07 SC100764 SGC LN Equity Stagecoach Group plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000911_CT_AIRB 0TMBS544NMO7GLCE7H90 SC286832 SL/ LN Equity Standard Life PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000912_CT_AIRB 549300GUNF6FFGH4LN53 9743802 532183Z LN Equity Stemcor Holdings Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000913_CT_AIRB 213800QHYTM5QRFSEM66 3355631 SYR LN EQUITY Synergy Health Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000914_CT_AIRB 213800WF53FVDRRHRF44 7105891 TALK LN Equity TalkTalk Telecom Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000915_CT_AIRB 213800TR86P337IE8605 2280000 0469505D LN Equity Tata Steel UK Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000916_CT_AIRB 2138008K14474WPKZ244 76535 TATE LN EQUITY Tate & Lyle Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000917_CT_AIRB 21380089BTRXTD8S3R66 296805 TW/ LN EQUITY Taylor Wimpey Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000918_CT_AIRB 2138002P5RNKC5W2JZ46 445790 GB0008847096 TSCO LN EQUITY TESCO PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000919_CT_AIRB 213800JKM5UQHFJOTZ25 2366661 Thames Water Utilities Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000920_CT_AIRB 2138009TF1SYOMQLBJ60 02100855 GB0003753778 THE GO-AHEAD GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000921_CT_AIRB 213800VZ4671W3DVB860 6575598 TCG LN Equity Thomas Cook Group Treasury limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000922_CT_AIRB 2138003BOFNAAO14YV58 2553288 8766 JT Equity Tokio Millennium Re (UK) Limited GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000923_CT_AIRB 2138001I27OUBAF22K83 824821 TPK LN Equity Travis Perkins Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000924_CT_AIRB 213800B6YQZAE8LHAW84 6072876 GB00B1Z7RQ77 TT/ LN EQUITY TUI TRAVEL Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000925_CT_AIRB 2138003EYHWO75RKS857 3919249 GB0001500809 TLW LN EQUITY TULLOW OIL PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000926_CT_AIRB 549300MKFYEKVRWML317 41424 ULVR LN Equity Unilever PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000927_CT_AIRB 213800Y1TEVS8REY1M35 5957557 United Biscuits Holdco Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000928_CT_AIRB 2138008EZCXK4ANQHF89 3207231 United Business Media holdings Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000929_CT_AIRB 213800KYT12UFB2VE455 2366616 UU/ LN Equity United Utilities PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000930_CT_AIRB XCJQ23OWIJNLHN7RQC93 1022786 271652Z LN Equity Urenco Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000931_CT_AIRB 213800F3BD6N3G6XHU16 251977 CKSN LN Equity VESUVIUS HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000932_CT_AIRB 213800TB53ELEUKM7Q61 1833679 VOD LN EQUITY Vodafone Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000933_CT_AIRB 549300UPYDURLSSFVL38 9223384 Western Power Distribution Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000934_CT_AIRB 2138006LIAYQKUCYBB20 29423 WTB LN Equity Whitbread Group PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000935_CT_AIRB 4212563 WMH LN EQUITY William Hill Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000936_CT_AIRB 213800Z5WTW8QKOHWQ82 04178808 GB0030329360 WINCANTON PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000937_CT_AIRB 213800IN6LSRGTZSOS29 358949 MRW LN Equity Wm Morrison Supermarkets Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000938_CT_AIRB 549300HTNGX0DU8W1F65 5537577 WPP LN Equity WPP 2008 Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000939_CT_AIRB 635400LNUHA2LDXXV850 GCC ID Equity C&C Group PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000940_CT_AIRB 8NUHUXWN9LG4XBGJ7O17 241565 CAT SE Equity Caterpillar International Finance Limited IE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000941_CT_AIRB 635400CHHI1XZLVQH675 Coillte Teoranta IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000942_CT_AIRB 549300MIDJNNTH068E74 IE0001827041 CRH ID EQUITY CRH Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000943_CT_AIRB 213800UPS1QEE4TD3T45 DCC LN Equity DCC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000944_CT_AIRB 635400HRFGVKXFHZ8O77 9401 Dublin Airport Authority PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000945_CT_AIRB 635400UFHDIQCDZ6JK11 IE0003094731 1014Z ID EQUITY Electricity Supply Board Ltd [ESB] IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000946_CT_AIRB 635400VCPRSU89DLMZ57 480184 XS0856023493 ESB Finance Limited IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000947_CT_AIRB 635400RKRK5EGXSPC782 EXPN LN EQUITY Experian Finance Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000948_CT_AIRB 635400YN51CDCGBYFZ31 Fyffes plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000949_CT_AIRB 5493008VFFOIPWCZJK45 IE0000669501 GLB ID EQUITY Glanbia Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000950_CT_AIRB 635400BE9SBAG61DJ963 GFTU LN Equity Grafton Group PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000951_CT_AIRB 6354007LIXWZ5WPPT308 519799 GRF SQ Equity Grifols World Wide Operations Ltd. IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000952_CT_AIRB 9XTI53MZJ013RO12SX05 2936 IE00B59HWB19 INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000953_CT_AIRB IE0004906560 KYG ID EQUITY Kerry Group Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000954_CT_AIRB 635400HM7V74SUB9OG75 Kingspan Group plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000955_CT_AIRB 635400JJOWHIYAJER733 MUSGRAVE GROUP PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000956_CT_AIRB 635400EG4YIJLJMZJ782 IE0002588105 PWL ID Equity PADDY POWER PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000957_CT_AIRB 635400WKFIPCHCKVW376 104547 RYA ID Equity Ryanair Holdings PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000958_CT_AIRB 396PBGKP6TE3O062MS44 STX UW Equity Seagate Technology plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000959_CT_AIRB 635400CPLP8H5ITDVT56 IE00B1RR8406 SKG ID EQUITY SMURFIT KAPPA GROUP PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000960_CT_AIRB 549300INUT2G0ST5K268 327184 TEX UN Equity Terex International Financial Services Co. IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000961_CT_AIRB 635400K7UEIKHMNKLJ02 Total Produce plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000962_CT_AIRB 482042 XL Group PLC IE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000963_CT_AIRB VZVOSGGS8JITR4J7J704 Amtek Auto Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000964_CT_AIRB 8GRDBX1TJ0PU5NCSHT72 MH008931 BPCL IS Equity Bharat Petroleum Corporation Limited IN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000965_CT_AIRB BHARTI IN Equity Bharti Airtel Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000966_CT_AIRB IOCL IN Equity INDIAN OIL CORPN LIMITED IN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000967_CT_AIRB FMVY1IZCSYXSAFRDIT05 LT IN Equity Larsen & Toubro Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000968_CT_AIRB RCOM IN Equity Reliance Communications Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000969_CT_AIRB 5493003UOETFYRONLG31 RIL IN EQUITY Reliance Industries Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000970_CT_AIRB 1GZWF073IJTD6XPRUU65 Wipro GE Healthcare Private Limited IN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000971_CT_AIRB 213800Z3CFZOLXPJWN61 Landsvirkjun IS Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000972_CT_AIRB 81560076E3944316DB24 3812211 493995 A2A IM EQUITY A2A S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000973_CT_AIRB 8156000962B2EB41FE28 5988397 1497770 4525791Z IM EQUITY ACCIAIERIA ARVEDI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000974_CT_AIRB 8156004FCECE0879E118 15161747 191346 7570364Z IM EQUITY ACCIAIERIE VALBRUNA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000975_CT_AIRB 549300Q3448N041CTH56 11341891 882486 XS0495012428 ACE IM Equity Acea SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000976_CT_AIRB 8156008183686996C911 25090618 3567090232 ACQUE VERONESI S.C.A R.L. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000977_CT_AIRB 8156007259ABDEA3F444 15214381 971268 Aeroporti di Roma S.p.A IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000978_CT_AIRB 549300H2RFDYI3YP5R63 13960200 263011 337973Z NA EQUITY AGUSTAWESTLAND S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000979_CT_AIRB 529900EKXEGSRCGAAC89 14856155 2791070044 4519735Z ALSTOM FERROVIARIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000980_CT_AIRB ZYXJDNVM2JI3VBM8G556 AMP IM EQUITY Amplifon SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000981_CT_AIRB 815600B611746717CC98 50098Z IM Equity Ansaldo Energia SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000982_CT_AIRB 549300FZRH46R7DWAX12 1248024 557390 4472623Z IM EQUITY ANSALDOBREDA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000983_CT_AIRB 815600049A1F9AFE6666 4140157 1192794 MN IM EQUITY ARNOLDO MONDADORI EDITORE SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000984_CT_AIRB 8156000BEB8FC062F442 1020333 120591 2168Z IM EQUITY ARTSANA — SOCIETA' PER AZIONI IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000985_CT_AIRB 549300X5UKJVE386ZB61 6914312 6204 XS1014759648 ASG GY Equity Assicurazioni Generali SpA IT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000986_CT_AIRB 81560001F41A81948348 AST IM EQUITY Astaldi SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000987_CT_AIRB 8156008DEC771409C487 18631331 1023691 AU9 GF Equity Atlantia S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000988_CT_AIRB 5299003D9N2698I3C257 1367700 188902 AGL IM EQUITY AUTOGRILL S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000989_CT_AIRB 815600149448CEB9B230 19402720 1037417 3653719Z IM EQUITY AUTOSTRADE PER L' ITALIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000990_CT_AIRB 26926563 1057205 3889748Z IM EQUITY AVIO S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000991_CT_AIRB 529900RRESEDV68K0S54 28770346 235460 BLLA IM EQUITY BARILLA INIZIATIVE S.R.L. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000992_CT_AIRB 815600BFEB936DC6ED24 BEN IM EQUITY Benetton Group SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000993_CT_AIRB 8156004C04255952AB77 1076562 821225 BNS IM EQUITY BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA IT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000994_CT_AIRB 5299003DX5YLKSVJ6K59 2930031 134288 BZU IM Equity Buzzi Unicem SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000995_CT_AIRB 8156006BEAA911EC0A47 1019726 587878 CANDY SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000996_CT_AIRB 8156008B101B97A43B02 1053555 160498 CEM IM EQUITY CEMENTIR HOLDING S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000997_CT_AIRB 815600F3213951394367 40014779 2001719 Cerved Group S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000998_CT_AIRB 4544552 8114020152 CLASS EDITORI SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000999_CT_AIRB 8156009034C1A5108284 15716081 61357 Compagnia Valdostana delle Acque Spa (CVA Spa) IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001000_CT_AIRB 815600DBF6DC4BC94832 1061039 260769 0310548D IM EQUITY CONSERVE ITALIA — CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE — SOCIETA' COOPERA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001001_CT_AIRB 8327877 819280157 COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001002_CT_AIRB 815600A5C1DD6C3A8455 1093853 154950364 CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001003_CT_AIRB 81560039BF5C1D8E5A15 2836130 60793 3898658Z IM EQUITY DALMARE SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001004_CT_AIRB 5493005TWX96RDJ9I655 De Agostini Invest SA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001005_CT_AIRB 529900WS2E20BA5J4L49 16183303 1698754 EDNR IM EQUITY EDISON S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001006_CT_AIRB WOCMU6HCI0OJWNPRZS33 ENEL IM EQUITY Enel SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001007_CT_AIRB BUCRF72VH5RBN7X3VL35 IT0003132476 ENI IM EQUITY ENI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001008_CT_AIRB 81560081EE079FBED395 19377159 3544950961 ENOVA S.R.L. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001009_CT_AIRB 549300JJBVOOKOBCTX09 2153515 354265 ERG IM EQUITY ERG S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001010_CT_AIRB 549300AZQ4Z5UGY0Q555 1002458 91712 EXO IM EQUITY EXOR S.P.A. IT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001011_CT_AIRB 8156004CE82074779D19 13870596 1664630223 FEDRIGONI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001012_CT_AIRB 549300J4SXC5ALCJM731 1448Z IM Equity Ferrovie dello Stato SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001013_CT_AIRB 5493004C1SL445NFDR90 F IM EQUITY Fiat SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001014_CT_AIRB 8156001B8AD051794959 FINAVAL S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001015_CT_AIRB 529900X4EEX1U9LN3U39 1053767 7031 FNC IM EQUITY FINMECCANICA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001016_CT_AIRB 815600C3CCA800EF5D96 1134215 FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001017_CT_AIRB 815600E12249DD563C29 26650695 1143814 Gamenet S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001018_CT_AIRB 81560098DBDD66154985 GRANDI NAVI VELOCI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001019_CT_AIRB 8156001250E819E30127 GCN IM EQUITY Gruppo Coin SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001020_CT_AIRB 8156001294017C870346 11027526 10022100159 GRUPPO FINELCO SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001021_CT_AIRB 8156005113BD16699393 24907200 RM1117269 LTO IX Equity GTECH S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001022_CT_AIRB 15541251 1638878 4004268Z IM EQUITY H3G S.P.A IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001023_CT_AIRB 8156009414FD99443B48 3201267 363550 HER IM EQUITY HERA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001024_CT_AIRB 815600D86992FDA7B908 1035363 149288 IMA IM EQUITY I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001025_CT_AIRB 815600A7D7C7A85F8B51 2733792 1168660262 I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001026_CT_AIRB 81560033824BE53C7D28 3585262 1303501215 IMAP EXPORT S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001027_CT_AIRB 549300KTGKED5E25JR59 IND IM EQUITY Indesit Co SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001028_CT_AIRB 213800M4YYCP6E8YUX94 2714789 2589327 IPLOM S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001029_CT_AIRB 8156001EBD33FD474E60 10431674 281364 IRE IM EQUITY IREN S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001030_CT_AIRB 8156009D23D0FDC70C93 1007005 50 ITM IM Equity Italcementi S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001031_CT_AIRB 815600236A6B5AE5B406 26754254 167186 Linea Group Holding S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001032_CT_AIRB 549300I1NMOBS4B1LT88 IT0001479374 LUX IM EQUITY LUXOTTICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001033_CT_AIRB 7003703 481230266 MANGIAROTTI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001034_CT_AIRB 815600292DA01BE68971 3755075 152396 3184788Z IM EQUITY MARCEGAGLIA — S.P.A IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001035_CT_AIRB 815600C8D55034EB5379 3779273 64334 Marcolin SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001036_CT_AIRB 213800DIFN7NR7B97A50 552637 1264109 MS IM EQUITY Mediaset S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001037_CT_AIRB PSNL19R2RXX5U3QWHI44 1012492 343508 MB IM Equity MEDIOBANCA SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001038_CT_AIRB 815600325D15DD92A023 4376875 4846130633 MOBY S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001039_CT_AIRB 1653085 110858 3893422Z IM EQUITY MONIER S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001040_CT_AIRB 8156003A100E8AB89697 6794759 1865640369 PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001041_CT_AIRB 8156001B96890989C002 23641842 5411110827 PB TANKERS S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001042_CT_AIRB 5493006293RJBDQWJL92 5944540 169833 PMS IM EQUITY PERMASTEELISA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001043_CT_AIRB 8156000256C2431C2E92 4495509 134077 PIA IM Equity Piaggio & C. S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001044_CT_AIRB 815600A0C9AFC1F2A709 PC IM Equity Pirelli & Co SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001045_CT_AIRB 815600EDDBB07C9BDB90 15591777 2246400218 PODINI HOLDING S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001046_CT_AIRB 815600354DEDBD0BA991 3465665 842633 POST IM EQUITY POSTE ITALIANE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001047_CT_AIRB 8156000FE0A2DC5B7852 16232311 1343952 PRP GR EQUITY PRADA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001048_CT_AIRB 213800VHJ22UE2BRRZ48 3830970 706270410 PROFILGLASS S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001049_CT_AIRB 23687310 1777895 PRY IM EQUITY PRYSMIAN S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001050_CT_AIRB 815600B9FC8D18A5D034 1058024 291350635 RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001051_CT_AIRB 81560086FA79BEDD6B94 13270817 RHIAG — INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001052_CT_AIRB 5012487 8850400154 SACAL — SOCIETA' ALLUMINIO CARISIO — S.P IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001053_CT_AIRB 815600AF08EE2EC2DE92 1035262 8924 226907Z IM EQUITY SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001054_CT_AIRB 815600FC906D230A1420 16077541 86111 SFL IM Equity Safilo SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001055_CT_AIRB 549300PHV8MBDHWB8X12 1086637 788744 SPM IM EQUITY SAIPEM S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001056_CT_AIRB 549300UKR289DF4UXQ47 1013056 525502 SAL SALINI IMPREGILO S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001057_CT_AIRB 6524595 3957900487 SAMMONTANA — S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001058_CT_AIRB 8156006755200B82EB33 1246827 836320150 SAN CARLO GRUPPO ALIMENTARE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001059_CT_AIRB 5299005KJSU2AQUJUH84 1066932 49540 SRS IM EQUITY SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. — RAFFINERIE SARDE IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001060_CT_AIRB 815600D2FC31AF713B07 1012950 166476 SNAI SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001061_CT_AIRB 8156002278562044AF79 16067629 1633443 SRG IM Equity SNAM SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001062_CT_AIRB EOJCGSUI4NX234BL7V57 14234253 1594238 2091Z IM EQUITY SORGENIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001063_CT_AIRB 815600141CFE5F4C4325 19113128 1016401 4473035Z IM EQUITY STRADA DEI PARCHI SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001064_CT_AIRB 815600C3438977CBBE37 1038951 68670397 TAMPIERI FINANCIAL GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001065_CT_AIRB 81560029415DF1381583 1030384 195810262 TECNICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001066_CT_AIRB 815600AC5599D16D9A40 3335773 574643 MT IM EQUITY TECNIMONT S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001067_CT_AIRB 549300W384M3RI3VXU42 IT0003497168 TIT IM EQUITY TELECOM ITALIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001068_CT_AIRB 815600CD7323A82E5092 28935694 1763778 2847328Z IM EQUITY TENOVA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001069_CT_AIRB 1037712 182850362 TERMOSANITARI CORRADINI — S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001070_CT_AIRB 8156009E94ED54DE7C31 TRN IM Equity Terna Rete Elettrica Nazionale SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001071_CT_AIRB 549300IN56S27SDGEI85 18659000 1019536 80698Z IM EQUITY TIRRENO POWER S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001072_CT_AIRB 8156003E86EBA167A868 0946688D IM EQUITY TotalErg SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001073_CT_AIRB 815600FE9E92D9D6C309 3554534 201271 TFI IM EQUITY TREVI — FINANZIARIA INDUSTRIALE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001074_CT_AIRB 4212473Z IM EQUITY UNIECO SOCIETA' COOPERATIVA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001075_CT_AIRB 815600B8027C92F0DA07 4257672 1189360066 VIBAC S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001076_CT_AIRB 549300YSFQKM1C0X4E45 11321265 884361 WIND IM EQUITY WIND TELECOMUNICAZIONI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001077_CT_AIRB 549300DHPOF90OYYD780 5108 JT Equity Bridgestone Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001078_CT_AIRB 549300IZYK3206QECG76 CAT SE Equity Caterpillar Finance Corporation JP Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001079_CT_AIRB 549300MIFE1VEW02GY83 JP3298600002 COSMO OIL COMPANY LTD JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001080_CT_AIRB 549300T6IPOCDWLKC615 6501 JT Equity Hitachi, Ltd. JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001081_CT_AIRB J48DJYXDTLHM30UMYI18 8001 JT Equity Itochu Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001082_CT_AIRB 5493004LQ0B4T7QPQV17 6301 JT Equity Komatsu Ltd. JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001083_CT_AIRB 4P4N3ORD02UGQT1T1W12 0100-01-008776 8002 JT Equity Marubeni Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001084_CT_AIRB KVIPTY4PULAPGC1VVD26 8058 JP EQUITY Mitsubishi Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001085_CT_AIRB 5493008VBQD43X8QCS14 Mitsui Life Insurance Company Limited JP Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001086_CT_AIRB 5493000QYMPFRTEY4K28 6701 JT Equity NEC Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001087_CT_AIRB 7201 JP EQUITY Nissan Motor Co Ltd JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001088_CT_AIRB 5493003BZYYYCDIO0R13 9984 JT Equity SOFTBANK CORP. JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001089_CT_AIRB 5493004SE33MRLPB1W98 2768 JP EQUITY Sojitz Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001090_CT_AIRB 6758 JP EQUITY Sony Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001091_CT_AIRB V82KK8NH1P0JS71FJC05 8053 JP EQUITY Sumitomo Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001092_CT_AIRB 54930074QUY8RD0UZM08 Suntory Holdings Limited JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001093_CT_AIRB 549300ZLMVP4X0OGR454 4502 JT Equity Takeda Pharmaceutical Company Limited JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001094_CT_AIRB 549300LBHTST91VKHO68 6502 JT Equity Toshiba Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001095_CT_AIRB 5493006W3QUS5LMH6R84 TOM GY Equity Toyota Motor Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001096_CT_AIRB 004020 KS Equity Hyundai Steel Co KR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001097_CT_AIRB 000270 KS Equity Kia Motors Corp KR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001098_CT_AIRB 549300MGHLPT1EFHGF84 2007 HK Equity Country Garden Holdings Company Limited KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001099_CT_AIRB 549300IHVJRWVT07S523 3333 HK Equity Evergrande Real Estate Group Limited KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001100_CT_AIRB 5493003DTPH8AMMK4P51 NE UN Equity Noble Corporation KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001101_CT_AIRB 549300FNENFFSMO3GT38 XS0835890350 XPBR SQ Equity Petrobras Global Finance B.V. KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001102_CT_AIRB 213800S7DNJQX6LHTQ21 133818917 AB “Kauno grūdai” LT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001103_CT_AIRB LU1014539529 ALTICE LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001104_CT_AIRB 5493003BU7PAH5RRM092 APAM NA EQUITY Aperam SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001105_CT_AIRB 2EULGUTUI56JI9SAL165 MT LX EQUITY ArcelorMittal SA [AM] LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001106_CT_AIRB 549300GJ79DYFBBF5T83 0307096D LX EQUITY Brandbrew S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001107_CT_AIRB 5493007GVB1I2FDSS786 B0155849 CNHI UN Equity CNH Industrial Finance Europe S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001108_CT_AIRB 549300938QUWMPITJ642 COV US EQUITY Covidien International Finance SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001109_CT_AIRB 5299001R2HL1TAFZ8Z20 ENOVOS INTERNATIONAL SA (FORMER SOTEG) LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001110_CT_AIRB 350807947 FR0000038259 ERF FP EQUITY EUROFINS SCIENTIFIC SE LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001111_CT_AIRB 213800568PRHV2JR9650 XS0357281558 GSPBEX RR Equity Gaz Capital S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001112_CT_AIRB 213800WHKNIC1JQQG433 8GC GS Equity Glencore Finance (Europe) S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001113_CT_AIRB 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001114_CT_AIRB 549300MBM5B61VCW5A23 International Automotive Components Group, S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001115_CT_AIRB RUOKPID0PZ0UWJYU9J61 DE UN Equity John Deere Bank S.A. LU Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001116_CT_AIRB 529900XUC6PXMN6ABU42 TGH GY Equity Logwin AG LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001117_CT_AIRB 549300CTHC1CP86P2G96 MIICF PQ Equity Millicom International Cellular S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001118_CT_AIRB 0755015D LX EQUITY NH FINANCE SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001119_CT_AIRB 213800IUIRBFRNCYVR24 3900394Z LX Equity Nizi International SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001120_CT_AIRB 549300VEJMMZCY6OBU06 PDSA NS Equity Pacific Drilling S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001121_CT_AIRB 529900UUYBCBB7HMVI56 Phoenix PIB Dutch Finance B.V. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001122_CT_AIRB 549300OZSHE4H5BFQA66 QUILVEST SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001123_CT_AIRB 5493000C8J3C3SZYS040 RTL BB Equity RTL Group S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001124_CT_AIRB 5493008JPA4HYMH1HX51 SESG FP EQUITY SES SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001125_CT_AIRB 549300CJ7LW6QSGIL444 Swiss Re Europe S.A. LU Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001126_CT_AIRB 529900BSBZ853DKUP675 TRAXYS SARL LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001127_CT_AIRB 549300RIG2CXWN6IV731 CEMEX S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001128_CT_AIRB 5493008KEVFYPMGTXO33 KOFL MM Equity Coca-Cola FEMSA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001129_CT_AIRB 5493000XJLJ6C4T0PG82 GRUMAB MM Equity GRUMA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001130_CT_AIRB 5493000RIXURZEBFEV60 BIMBOA MM Equity Grupo Bimbo, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001131_CT_AIRB 549300QOAB2GJSFM0381 1234Z MM Equity Grupo Petrotemex SA de CV MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001132_CT_AIRB 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001133_CT_AIRB 549300FW3RGHPHT21D10 ALFAA MM Equity Sigma Alimentos, S.A. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001134_CT_AIRB 5493000MY3DAIB0BP706 TNE940608HS5 USP9084BAD03 ALFAA MM Equity Tenedora Nemak, S.A. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001135_CT_AIRB 549300EMP9DT6Q35HZ31 NL0000852564 AALBERTS INDUSTR NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001136_CT_AIRB 549300J93WR5DPG0P466 KVK 33232124 ABB SS Equity ABB Capital B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001137_CT_AIRB 5493007WHKI5H75YJ358 KVK 34215458 ABE SQ Equity Abertis Infraestructuras Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001138_CT_AIRB 7245007QUMI1FHIQV531 KVK 33235189 Achmea B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001139_CT_AIRB 724500HIKX3QVUQF9G08 KVK 28080300 Achmea Zorgverzekeringen N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001140_CT_AIRB O4QK7KMMK83ITNTHUG69 KVK 27076669 NL0000303709 AGN NA Equity AEGON N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001141_CT_AIRB NL0010672325 AHOLD KON NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001142_CT_AIRB 724500XYIJUGXAA5QD70 KVK 09007809 NL0000009132 AKZA NA EQUITY Akzo Nobel NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001143_CT_AIRB 724500XBZ9QOPTI11U82 KVK 34108286 Alliander N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001144_CT_AIRB 549300KYQ7B0H0K66406 KVK 33055009 AML LN Equity Amlin Europe N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001145_CT_AIRB 724500MCUU6QOFRFEA53 KVK 33256360 0000 792658Z PL EQUITY AMORIM ENERGIA, BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001146_CT_AIRB 7245000UZH70GO047N03 NL0006237562 ARCADIS NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001147_CT_AIRB 7245001I22ND6ZFHX623 KVK 30037466 NL0000334118 ASM NA Equity ASM International N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001148_CT_AIRB 724500Y6DUVHQD6OXN27 KVK 17085815 NL0006034001 ASML NA EQUITY ASML HOLDING N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001149_CT_AIRB 7245004JOPUJ0OOWTU73 KVK 30031823 ASR Schadeverzekering N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001150_CT_AIRB 724500XFMNHF1GFPYJ05 KVK 08125298 3324558Z NA Equity BDR Thermea Group BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001151_CT_AIRB 5299006ZHG3IXU0PNJ56 KvK 27106340 0000 1136Z NA EQUITY BMW Finance N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001152_CT_AIRB NL0000852580 BOSKALIS WESTMIN NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001153_CT_AIRB NL0010776944 BRUNEL INTERNAT NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001154_CT_AIRB 529900AOH3NBA8PZFG65 KvK 32097651 0000 0533866D NA EQUITY Celesio Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001155_CT_AIRB 549300WGC2HZ5J67V817 CNHI IM Equity CNH Industrial NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001156_CT_AIRB 549300BXVNOCYQ83FU09 KVK 34154633 KO UN Equity Coca-Cola HBC Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001157_CT_AIRB NL0000200384 CORE LABORATORIES NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001158_CT_AIRB 549300UNTCLR21YKLL62 KVK 30073501 NL0000288967 Corio N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001159_CT_AIRB NL0009294552 DELTA LLOYD NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001160_CT_AIRB 724500S75737K2SFDA03 KVK 22031457 Delta N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001161_CT_AIRB 213800N8X49KJRTNDM49 KVK 3419663 DGE FP Equity Diageo Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001162_CT_AIRB 529900M7QSB704RUUT95 KVK 34182495 AIR FP Equity Eads Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001163_CT_AIRB 724500KRQECMCRGM1971 KVK 14026250 EBN B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001164_CT_AIRB 5299007L43AQDFOW5739 KvK 34121496 0000 1403Z NA EQUITY EDP FINANCE BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001165_CT_AIRB 724500R5IP6TFKTNRU48 KvK 24306393 2091Z NA Equity Eneco Holding NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001166_CT_AIRB 549300XW2F91G4T4WC42 KVK 34149162 ENL GY Equity ENEL Investment Holding B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001167_CT_AIRB 529900011V8VJ3BUKR64 KVK 17115973 RWE GF Equity Essent N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001168_CT_AIRB NL0000288876 EUROCOMMERCIAL NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001169_CT_AIRB NL0000352565 FUGRO NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001170_CT_AIRB 2138005FTXOJUBQ5J563 KVK 24243533 GAS SQ Equity Gas Natural Fenosa Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001171_CT_AIRB 724500EJ2TDPAITRSJ55 KVK 02089290 GasTerra B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001172_CT_AIRB NL0000400653 GEMALTO NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001173_CT_AIRB 549300L10EVYURBFIH66 KVK 55293980 Global Blue Acquisition B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001174_CT_AIRB 529900SNLFF5M6HJ1T36 KvK 33286563 0000 1004Z NA EQUITY Haniel Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001175_CT_AIRB 724500K5PTPSST86UQ23 KVK 33011433 NL0000009165 HEIA NA Equity Heineken NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001176_CT_AIRB 7245008C9KMJL9P2UI77 KVK 34323653 Hyva Global B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001177_CT_AIRB 724500CR19MQGFWFBZ64 KvK 34217578 0000 0308206D NA EQUITY ICL Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001178_CT_AIRB TLLG0UTU6ZHOG003X735 Imperial Mobility Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001179_CT_AIRB 54930050LBZUR4138I72 KVK 27120438 ING Re (Netherlands) N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001180_CT_AIRB KVK 24311905 2872423Z NA Equity InterGen NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001181_CT_AIRB 724500C9GNBV20UYRX36 KVK 35000363 NL0010672325 AH NA Equity Koninklijke Ahold NV [Royal Ahold NV] NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001182_CT_AIRB 724500V38C5KTDY5BS93 KVK 30058019 NL0000337319 BAMNB NA Equity Koninklijke BAM NBM NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001183_CT_AIRB 724500SNT1MK246AHP04 KVK 14022069 NL0000009827 DSM NA EQUITY Koninklijke DSM N.V NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001184_CT_AIRB 549300YO0JZHAL7FVP81 KVK 02045200 NL0000009082 KPN NA Equity Koninklijke KPN NV [Royal KPN NV] NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001185_CT_AIRB H1FJE8H61JGM1JSGM897 KVK 17001910 NL0000009538 PHIA NA Equity Koninklijke Philips Electronics N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001186_CT_AIRB 724500HZ4BN317I12G68 KVK 06016321 KTC NA Equity Koninklijke Ten Cate NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001187_CT_AIRB 724500UL634GFV1KYF10 KVK 24295332 NL0009432491 VPK NA Equity Koninklijke Vopak NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001188_CT_AIRB 529900WQGOTJDYG9NP76 KVK 09151956 LXS GF Equity Lanxess Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001189_CT_AIRB 5H8RMHHYTWIP1RKLCE38 KvK 34115238 0000 2177Z NA EQUITY Linde Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001190_CT_AIRB 549300J6QSW38QNOJK61 KVK 57924562 LYB International Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001191_CT_AIRB BN6WCCZ8OVP3ITUUVN49 KVK 24473890 DLY GB Equity LyondellBasell Industries N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001192_CT_AIRB 635400TMCKVEU87EJ582 KVK 24321697 METINVEST B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001193_CT_AIRB 529900PF6F1OHRZVU341 KvK 33178683 0000 1169Z NA EQUITY Metro Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001194_CT_AIRB 6354007MKEEGGVUMXO83 KVK 34239108 New World Resources N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001195_CT_AIRB 724500RKMOD48AIWKD94 KvK 24307569 0000 3893886Z NA EQUITY NIDERA B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001196_CT_AIRB 54930062JS29A5N4GO82 KVK 34248449 Nielsen Holdings N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001197_CT_AIRB 724500GQV9YLNSWECU41 KVK 17179668 Nord Gold N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001198_CT_AIRB 724500TXS5HH3GY4UW42 KVK 30124358 NS Groep N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001199_CT_AIRB 5299000CMF80GY2U0U47 KVK 16074305 NL0010395208 NUO NA Equity Nutreco Holding NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001200_CT_AIRB 724500HT4YW45B1Y7859 KVK 57585083 OAK Leaf B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001201_CT_AIRB 549300NCMRGIBJYUOE57 NL0010558797 OCI NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001202_CT_AIRB 724500IM9A059TQLBX63 OCI Nitrogen BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001203_CT_AIRB 72450053F5WRDY8CDZ66 KVK 24291478 OI US Equity OI European Group B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001204_CT_AIRB Q47A62EK6GMSID3Y8C39 KVK 17133742 XS0788529096 PCAR US Equity PACCAR Financial Europe B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001205_CT_AIRB 549300N522D3SS8MKV65 KvK 24320769 0000 3617372Z NA EQUITY PETROBRAS NETHERLANDS BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001206_CT_AIRB 549300VGHFJJ58HE2B54 KVK 17008551 PHIA NA Equity Philips Electronics NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001207_CT_AIRB 529900N9UJEHN9UPXN50 PHOENIX PIB FINANCE BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001208_CT_AIRB 724500Q41FHN0P1GPC53 KVK 27168968 NL0009739416 TNT LI Equity PostNL N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001209_CT_AIRB 54930036WK3GMCN17Z57 QIA GY Equity Qiagen NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001210_CT_AIRB 7245009EAAUUQJ0U4T57 KVK 33216172 NL0000379121 RAND NA EQUITY RANDSTAD HOLDING NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001211_CT_AIRB 549300XO8R7MPISUO753 KVK 33155037 NL0006144495 Reed Elsevier NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001212_CT_AIRB 5493002YCY6HTK0OUR29 KVK 24251372 XS0202649934 REP GY Equity Repsol International Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001213_CT_AIRB KVK 34179503 GB00B03MM408 RDSA NA EQUITY ROYAL DUTCH SHELL PLC NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001214_CT_AIRB 5493002N51KZCVBDMS27 24114856 NL0006055329 ROYAL IMTECH NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001215_CT_AIRB 213800LBMMAIG1FQP389 KVK 14105351 SABIC AB Equity SABIC Capital I B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001216_CT_AIRB NL0000360618 SBM OFFSHORE NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001217_CT_AIRB 529900KEH8410ESH1483 KVK 53761790 Schaeffler Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001218_CT_AIRB 724500DX7Q1A19SPY530 KVK 34166584 Schiphol Nederland B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001219_CT_AIRB 7245001TBT3NI9SPNJ75 SHV Netherlands NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001220_CT_AIRB TAFO772JB70PDRN5VS48 KvK 27092998 0000 1223Z NA EQUITY Siemens Financieringsmaatschappij N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001221_CT_AIRB 724500E9ZG6JMH6E2I14 NL0000817179 SLIGRO FOOD GROUP NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001222_CT_AIRB 724500ZTKJYJMWVLWJ82 KVK 34297413 SRLEV N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001223_CT_AIRB 5493002SSXOL85X3XC87 KVK 58623701 Syncreon Group B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001224_CT_AIRB 724500LTUWK3JQG63903 KVK 09083317 TenneT Holding B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001225_CT_AIRB 7245008G22FOV7TYYJ34 KVK 06045666 NL0000852523 TWEKA NA EQUITY TKH Group NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001226_CT_AIRB 724500978QL7NKMLTQ37 KVK 34210949 TMF Group Holding B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001227_CT_AIRB NL0009739424 TNT EXPRESS NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001228_CT_AIRB 724500L44K67W7UW1C59 KVK 34224566 NL0000387058 TOM2 NA EQUITY TOMTOM N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001229_CT_AIRB 724500OPA8GZSQUNSR96 KVK 33194984 TOM GY Equity Toyota Motor Finance (Netherlands) B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001230_CT_AIRB PX7SUPU7HUNJBQ8BPI65 KVK 33236939 585233Z NA Equity Trafigura Beheer BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001231_CT_AIRB 549300TK7G7NZTVM1Z30 KVK 24051830 NL0000009355 UNIA NA Equity Unilever NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001232_CT_AIRB 549300IW6C3SRHUUK147 Vitol Holding BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001233_CT_AIRB NL0009432491 VOPAK NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001234_CT_AIRB 549300FRXSUUW3M2Q281 WABCO Europe Holdings BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001235_CT_AIRB 724500522D3ORUTUGW47 KVK 05078970 WAVIN NA Equity Wavin NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001236_CT_AIRB 724500YRQCY3BD9RJZ92 NL0000289213 WERELDHAVE NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001237_CT_AIRB 724500TEM53I0U077B74 KVK 33202517 NL0000395903 WKL NA EQUITY Wolters Kluwer N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001238_CT_AIRB 5JB3IE65ZU13TA0DGN10 Würth Finance International B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001239_CT_AIRB NL0006294290 ZIGGO NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001240_CT_AIRB BWO NO Equity BW Offshore Shipholding Ltd NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001241_CT_AIRB 5493004ZHCILEMZLBS85 00304772770005 FERD AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001242_CT_AIRB 5493009F6KP3UMLPOY27 931186744 ICA Norge AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001243_CT_AIRB 549300ZLJDXBXUNCY824 936738540 National Oilwell Varco Norway AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001244_CT_AIRB 549300N1SDN71ZZ8BO45 NHY NO Equity Norsk Hydro ASA NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001245_CT_AIRB 529900J8VSH14TP5VD23 ODFJELL SE NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001246_CT_AIRB 213800T66DRTE6O6BV87 916235291 PGS NO Equity Petroleum Geo-Services ASA NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001247_CT_AIRB 529900TH4OAW7WYG1777 987059699 Statkraft AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001248_CT_AIRB OW6OFBNCKXC4US5C7523 923609016 STL NO Equity Statoil ASA NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001249_CT_AIRB R7NJHU48LTCIOB9BVU57 CNU NZ Equity Chorus Limited NZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001250_CT_AIRB 259400GYHYZPQ0HTMT82 CIE PW Equity Ciech S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001251_CT_AIRB 259400A9BI23M3K1NK82 LTS PW EQUITY GRUPA LOTOS S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001252_CT_AIRB 259400WT6MCX3V59XI09 Netia S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001253_CT_AIRB 259400TOMPUOLS65II22 10681 TPA1 GB Equity ORANGE POLSKA SA PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001254_CT_AIRB 259400TGY6IYEP2EFW87 467426 POLKOMTEL SP. Z O.O. PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001255_CT_AIRB 259400VVMM70CQREJT74 28860 PKN PW Equity Polski Koncern Naftowy ORLEN S.A. (PKN) PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001256_CT_AIRB 259400NAPDFBOTNCRL54 TPE PW Equity TAURON Polska Energia S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001257_CT_AIRB Q1ECZWEVT6ZTFERCPG94 PLTLKPL00017 OPL PW EQUITY TELEKOMUNIKACJA POLSKA SA PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001258_CT_AIRB 213800RQXBBZ6KSP1I72 500311390 AMORIM & IRMAOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001259_CT_AIRB 2138002PLGLYW8EP7248 AMORIM HOLDING II SGPS SA PT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001260_CT_AIRB 213800V5Z38TLIRQW516 500700834 ANA AEROPORTOS PORTUGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001261_CT_AIRB 502607920 AUCHAN PORTUGAL HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001262_CT_AIRB 54930011KNBNPPKW7528 500038015 AUTO SUECO LDA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001263_CT_AIRB 549300RU6UYW1UMYOP92 500194670 BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001264_CT_AIRB PTBRI0AM0000 BRI PL EQUITY BRISA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001265_CT_AIRB 549300FREK460JU7RG08 500060266 CELULOSE BEIRA INDUSTRIAL-CELBI SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001266_CT_AIRB 549300TF1SUYCFUO3840 503309362 COLEP PORTUGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001267_CT_AIRB 507195515 CONTROLINVESTE SGPS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001268_CT_AIRB 213800X28CMB8LAIT849 502557400 CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001269_CT_AIRB 549300RGQV4M16FESU23 500832234 CUF QUIMICOS INDUSTRIAS, SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001270_CT_AIRB 529900CLC3WDMGI9VH80 PTEDP0AM0009 EDP PL EQUITY EDP — Energias de Portugal S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001271_CT_AIRB 529900LOXJVWGOH84656 503293695 EDP — GESTÃO DA PRODUÇÃO DE ENERGIA SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001272_CT_AIRB 504885367 ESPIRITO SANTO SAUDE SGPS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001273_CT_AIRB 2138003319Y7NM75FG53 504499777 PTGALIOE0009 GALP PL Equity GALP ENERGIA SGPS, S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001274_CT_AIRB 213800Y3V72PI6W8KG10 511220448 GRUPO PESTANA — SGPS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001275_CT_AIRB 259400A8SZP10GB5IB19 PTJMT0AE0001 JMT PL EQUITY J.MARTINS PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001276_CT_AIRB 500073880 LENA ENGENHARIA CONSTRUCOES SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001277_CT_AIRB 549300SNYKYW15R3UE62 502011475 MODELO CONTINENTE HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001278_CT_AIRB 549300TLPT6W9R3CLQ86 500197814 MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001279_CT_AIRB 5493003NN4LXUF8JA244 Ocidental Companhia Portuguesa de Seguros de Vida, S.A. PT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001280_CT_AIRB 54930071D35BVUPC5942 502604751 OPTIMUS-COMUNICACOES S.A PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001281_CT_AIRB 507979265 OPWAY — SGPS, SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001282_CT_AIRB 213800ZWKG61JG7ZCF61 500697370 PETROLEOS PORTUGAL PETROGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001283_CT_AIRB 259400DRC6WOXNVW8B57 500829993 500829993 90413Z PL EQUITY PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001284_CT_AIRB 549300UNIB7M2AXUXS35 PTPTI0AM0006 PTCL TQ EQUITY Portucel S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001285_CT_AIRB 549300FR1FN48IGHR915 PTREL0AM0008 RENE PL Equity REN-Redes Energeticas Nacionais, SGPS, S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001286_CT_AIRB 500246963 REPSOL PORTUGUESA SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001287_CT_AIRB 5493002X2CCY60HWCU94 500243590 SECIL COMP GERAL CAL CIMENTO SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001288_CT_AIRB 549300PXZF74GVQM6867 500058580 SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001289_CT_AIRB 549300EZYIURQ5RGSE56 500278571 SOVENA OILSEEDS PORTUGAL, SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001290_CT_AIRB 549300KFJPELBPMQH079 500833532 SOVENA PORTUGAL CONSUMER GOODS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001291_CT_AIRB 95980020140005813290 505042037 SUMOL+COMPAL MARCAS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001292_CT_AIRB 500097488 TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001293_CT_AIRB 549300CNE5R74B3XKF57 505266202 UNICER BEBIDAS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001294_CT_AIRB 503933139 503933139 3646175Z PL EQUITY UNILEVER JERÓNIMO MARTINS, LDA. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001295_CT_AIRB 213800IDK8UTYDSFOG74 502544180 VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001296_CT_AIRB 500302200 500302200 0265472D PL EQUITY ZAGOPE — CONSTRUÇÕES E ENGENHARIA S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001297_CT_AIRB 549300VOFQC1SPGTZM19 503039063 ZON TV CABO PORTUGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001298_CT_AIRB 549300D3EIDZJB62TR20 21183 ORDS QD Equity Ooredoo Q.S.C. QA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001299_CT_AIRB 549300UKYDM6L8HEPU79 SNP RO EQUITY OMV PETROM S.A. RO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001300_CT_AIRB 549300F8ZIGJVUPIU797 24297754 Rompetrol Group N.V. (The) RO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001301_CT_AIRB GAZP RU Equity Gazprom OAO RU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001302_CT_AIRB ROSN RU Equity OJSC Oil Co Rosneft RU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001303_CT_AIRB TATN RU Equity Tatneft OAO RU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001304_CT_AIRB 5493007RN7O98MYBX124 AKTIEBOLAG LINDEX SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001305_CT_AIRB 549300UCKT2UK88AG251 SE0000695876 ALFA SS EQUITY Alfa Laval AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001306_CT_AIRB 549300YECS8HKCIMMB67 SE0000255648 ASSAB SS EQUITY Assa Abloy AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001307_CT_AIRB 213800T8PC8Q4FYJZR07 5560142720 SE0000122467 ATCOA SS EQUITY Atlas Copco Aktiebolag SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001308_CT_AIRB 2138002GW5WN1UYZAO32 55611256900004 BILIA AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001309_CT_AIRB 549300YJUYJ9A24RXL71 SE0005906922 SE0005906922 Corp BILLERUDKORSNÄS AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001310_CT_AIRB 549300ZACGIQHBBMOD20 5560269549 BONN SS EQUITY Bonnier Finans AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001311_CT_AIRB 213800SE6FV3UDEIEY92 72317831 CAPIO AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001312_CT_AIRB 549300GU5OHTR1T5IY68 SE0005932225 SE0005932225 Corp Castellum AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001313_CT_AIRB 549300HCT1WLHEXNLZ18 Dometic Holding AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001314_CT_AIRB 549300Y3HHZB1ZGFPJ93 ELUXA SS Equity Electrolux AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001315_CT_AIRB 549300JNPI46XNH0PM97 Fabege AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001316_CT_AIRB 5493003PZ4F570G3W735 GETINGE AB, SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001317_CT_AIRB 529900XKWB408ZZYBF68 GREEN CARGO AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001318_CT_AIRB 213800YUV362W4E1LP46 H & M Hennes & Mauritz GBC AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001319_CT_AIRB 54930033BTSY61VHUR49 55601011550004 HALDEX AKTIEBOLAG SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001320_CT_AIRB 549300VOTS5OZ82UTG69 SE0005934320 SE0005934320 Corp HEMSÖ FASTIGHETS AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001321_CT_AIRB 549300WJFW6ILNI4TA80 5561904771 SE0000103699 HEXAB SS EQUITY Hexagon AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001322_CT_AIRB 52990080SH3454F0QE68 5560013301 SE0000109290 HOLMB SS EQUITY Holmen AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001323_CT_AIRB 549300GYQIIJ3UXB7655 SE0001662222 HUSQB SS EQUITY HUSQVARNA AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001324_CT_AIRB 549300VEBQPHRZBKUX38 556013-8298 XS0795505402 INVEA SS Equity Investor AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001325_CT_AIRB 529900X0UEM9DOM6FK12 5560452103 SE0000806994 JM SS EQUITY JM AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001326_CT_AIRB 549300VD6SNNS5N5V183 KORAB INTERNATIONAL AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001327_CT_AIRB 5493005OXRTBK0WSJN46 5565451217 SE0000549412 KLED SS EQUITY Kungsleden AB SE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001328_CT_AIRB 529900AB08F05L4HWU11 LANTMÄNNEN EK FÖR SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001329_CT_AIRB 213800NS2XXVRYS7WP40 SE0002683557 LOOMB SS EQUITY Loomis AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001330_CT_AIRB 549300SNQNTHQLZQON04 5564272812 SE0000221723 MEDAA SS EQUITY Meda AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001331_CT_AIRB 549300E8NDODRSX29339 5563099158 SE0000412371 MTGB SS EQUITY MODERN TIMES GROUP MTG AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001332_CT_AIRB 213800WRGLW3CY4MHW53 55603451740004 NCC SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001333_CT_AIRB 549300KUJMRC9NW93S96 Nobina sverige AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001334_CT_AIRB 5493007VGEKBZGZ6PC69 NYNAS AB (PUBL) SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001335_CT_AIRB 549300ES84TRW7EWGU35 Perstorp Holding AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001336_CT_AIRB 549300S2D8BDH1CKLI47 PostNord AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001337_CT_AIRB 549300MIHCMD8DCSBY41 55607269770034 Preem SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001338_CT_AIRB 549300ZHO4JCQQI13M69 556036-0793 SE0000112385 SE0005567088 Corp SAAB AKTIEBOLAG SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001339_CT_AIRB 5299008ZUAXN43LVZF54 SAND SS Equity Sandvik AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001340_CT_AIRB 5299001G94UPTI8C7N54 5566577416 0301536D SS EQUITY Sandvik Treasury AB SE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001341_CT_AIRB 529900AE1FZNUH6EVS39 SE0003366871 SAS SS EQUITY SAS AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001342_CT_AIRB 529900BZYSUQLQSPNR07 5560840976 SE0000308280 SCVB SS EQUITY Scania CV AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001343_CT_AIRB 635400TTYKE8EIWDS617 SECUB SS Equity Securitas AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001344_CT_AIRB 5493004WOSC31U83UG49 5561063834 SKAB SS EQUITY Skanska Financial Services SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001345_CT_AIRB 549300MA1BZYJU87BW55 5560339086 SE0000113250 SKAB SS EQUITY Skanska Sverige AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001346_CT_AIRB 549300X6MQ0GG8BRY481 SKF sverige AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001347_CT_AIRB 5493002FIVSWBLEV7P15 SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001348_CT_AIRB 529900329VS14ZIML164 5560163429 SE0000171100 SSABA SS EQUITY SSAB AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001349_CT_AIRB 529900J0C48FH28HNQ19 5563137933 SE0000120669 SSABA SS EQUITY SSAB Emea AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001350_CT_AIRB 213800CWLTI7WZCC2R35 5560010802 1081Z SS EQUITY Stena AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001351_CT_AIRB 5299005HSK597UX55629 SVEASKOG FÖRVALTNINGS AKTIEBOLAG SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001352_CT_AIRB 549300FW5JDRV1IJ0M67 SCAB SS Equity Svenska Cellulosa AB [SCA] SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001353_CT_AIRB 529900ZERGNJBEQEX179 55679708180004 SWEDAVIA AB SWEDAVIA EKONOMI SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001354_CT_AIRB 5493005DU3003SGUC166 SWEDISH HOSPITAL PARTNERS AB, SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001355_CT_AIRB 529900YVXCGNWAUYZG78 SE0000310336 SWMA SS EQUITY Swedish Match AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001356_CT_AIRB 213800EKD193RVI9HL76 5564108917 SE0000314304 TEL2B SS EQUITY Tele2 AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001357_CT_AIRB 549300W9JLPW15XIFM52 556016-0680 XS0435008726 ERICB SS Equity Telefonaktiebolaget LM Ericsson SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001358_CT_AIRB 213800FSR9RNDUOTXO25 TLSN SS Equity TeliaSonera AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001359_CT_AIRB 5493006LU5JO4P7HQ305 THULE HOLDING AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001360_CT_AIRB 213800XY16PAWG2PAD14 TRELB SS Equity Trelleborg AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001361_CT_AIRB 5493007LNZSEWN5KTV42 SE0005769270 SE0005769270 Corp Vasakronan SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001362_CT_AIRB 549300T5RZ1HA5HZ3109 VATT SS Equity Vattenfall AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001363_CT_AIRB 549300HGV012CNC8JD22 SE0000115420 VOLVB SS EQUITY Volvo AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001364_CT_AIRB 54930083GODGBHODQ153 189744 Global A&T Electronics Ltd. SG Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001365_CT_AIRB 33D7DTWH8BNIUWE0IF81 OLAM SP Equity Olam International Ltd SG Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001366_CT_AIRB 7536988Z SK EQUITY Volkswagen Slovakia A.S. SK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001367_CT_AIRB 549300QOGMPTKB6W7G56 1,07544E+11 USY71548BY95 PTT TB Equity PTT Public Company Limited TH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001368_CT_AIRB 8RS0AKOLN987042F2V04 NXWA GF Equity 21st Century Fox America, Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001369_CT_AIRB LUZQVYP4VS22CLWDAR65 US88579YAF88 MMM SE Equity 3M Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001370_CT_AIRB HQD377W2YR662HK5JX27 IL08142220 ABT US Equity Abbott Laboratories US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001371_CT_AIRB FR5LCKFTG8054YNNRU85 DE5126809 4AB GF Equity AbbVie Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001372_CT_AIRB 549300T0GJTEK811VI53 WPI US EQUITY Actavis, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001373_CT_AIRB 549300QKBENKLBXQ8968 PA724325 AET US Equity Aetna Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001374_CT_AIRB LYOM0B2GCF1JWXK5ZG04 AGCO UN Equity AGCO Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001375_CT_AIRB QUIX8Y7A2WP0XRMW7G29 A UN Equity Agilent Technologies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001376_CT_AIRB 9PO87UV78U1JHLR68X04 8685 JT Equity AIG Financial Products Corp. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001377_CT_AIRB 7QEON6Y1RL5XR3R1W237 APD US Equity Air Products & Chemicals Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001378_CT_AIRB ABPN11VOHLHX6QR7XQ48 AA US Equity Alcoa Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001379_CT_AIRB XSGZFLO9YTNO9VCQV219 MO US Equity Altria Group Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001380_CT_AIRB ZXTILKJKG63JELOEG630 DE2620453 AMZN US Equity Amazon.com, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001381_CT_AIRB IWUQB36BXD6OWD6X4T14 DE0332421 AAL UW Equity American Airlines, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001382_CT_AIRB B6Q2VFHD1797Q7NZ3E43 CAC0951492 7267 JT Equity American Honda Finance Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001383_CT_AIRB 5493006ORUSIL88JOE18 AMT US Equity American Tower Corp [ex- American Tower System] US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001384_CT_AIRB 549300D3L3G0R4U4VT04 APH US Equity Amphenol Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001385_CT_AIRB B78FQ7XBQFLP4AYJ6F79 APC US Equity Anadarko Petroleum Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001386_CT_AIRB 72ZZ1XRHOOU9P9X16K08 APA US Equity Apache Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001387_CT_AIRB HWUPKR0MPOU8FGXBT394 CAC0806592 AAPL US Equity Apple Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001388_CT_AIRB 42YMHYH0XMHJEXDUB065 ARAMARK Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001389_CT_AIRB W47HVZ7Q6FXL86RELH91 DE0717711 ACI US Equity Arch Coal, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001390_CT_AIRB 549300LO13MQ9HYSTR83 DE0152524 ADM US Equity Archer-Daniels-Midland Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001391_CT_AIRB 0C0SZC7H22UWI2NA3R46 ARRS UW Equity Arris Group, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001392_CT_AIRB 549300YNNLBXT8N8R512 NYCARREUS ARW US Equity Arrow Electronics, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001393_CT_AIRB 6O4MRU8C1MS0K34UQF79 KY0580261 ASH US Equity Ashland Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001394_CT_AIRB 549300Z40J86GGSTL398 DE2018584 T* MM Equity AT&T Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001395_CT_AIRB QVLWEGTD2S8GJMO8D383 ATO US Equity Atmos Energy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001396_CT_AIRB HGBOLILQXWER4SAL2I23 ADP US Equity Automatic Data Processing US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001397_CT_AIRB GA3JGKJ41LJKXDN23E90 Autozone Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001398_CT_AIRB XN8R4HH1TVC1XOCL5P21 CAR US EQUITY Avis Budget Car Rental LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001399_CT_AIRB XJI53DCPL7QABOWK4Z75 NYCAVNTUS AVT US Equity Avnet, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001400_CT_AIRB 5493007RY69UEB1F1B45 AVP US Equity Avon Products, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001401_CT_AIRB MF62XBVMNYTYMC18DL76 DE2416636 BA/ LN Equity BAE Systems Holdings Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001402_CT_AIRB BHI US EQUITY Baker Hughes Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001403_CT_AIRB EWRDABCN7XBHM37LIA98 DE2072335 Beam Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001404_CT_AIRB HL5XPTVRV0O8TUN5LL90 MN1K-1056 BBY US Equity Best Buy Co., Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001405_CT_AIRB KK5MZM9DIXLXZL9DZL15 DE2322568 BMW HB Equity BMW US Capital, LLC US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001406_CT_AIRB 549300DSFX2IE88NSX47 BWA US Equity BorgWarner Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001407_CT_AIRB Y6ZDD9FP4P8JSSJMW954 DE0874815 BSX UN Equity Boston Scientific Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001408_CT_AIRB 549300GMUCJ08527GQ81 IN182869-107 BP/ LN Equity BP Corporation North America Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001409_CT_AIRB 549300YYMNSW7KWZH127 BP/ LN Equity BP Products North America Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001410_CT_AIRB HLYYNH7UQUORYSJQCN42 BMY US EQUITY Bristol Myers Squibb Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001411_CT_AIRB 5493007M0RIN8HY3MM77 BG US Equity Bunge Limited US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001412_CT_AIRB Y7ET3D9SDOFUZ515FE28 DE0799956 CA US Equity CA, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001413_CT_AIRB 43R4VPJBXTU2O15HEF41 Calpine Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001414_CT_AIRB 5493007JDSMX8Z5Z1902 CPB US Equity Campbell Soup Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001415_CT_AIRB CCU46N3GJMF4OK4N7U60 OH535613 CAH US Equity Cardinal Health, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001416_CT_AIRB QXZYQNMR4JZ5RIRN4T31 3091Z US Equity Cargill Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001417_CT_AIRB EDBQKYOPJUCJKLOJDE72 DE0921323 CAT SE Equity Caterpillar Financial Services Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001418_CT_AIRB WRJR7GS4GTRECRRTVX92 CAT US EQUITY Caterpillar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001419_CT_AIRB 5KYC8KF17ROCY24M3H09 DE2106821 C5S GM Equity CBS Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001420_CT_AIRB CD30XVRLT4QO00B1C706 DE3780476 CE UN Equity Celanese US Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001421_CT_AIRB 4SIHMF0MOSTTL8CD0X64 CELG US Equity Celgene Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001422_CT_AIRB 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001423_CT_AIRB 8E6NF1YAL0WT6CWXXV93 CSCO US EQUITY Cisco Systems Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001424_CT_AIRB 549300IA9XFBAGNIBW29 CMS Energy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001425_CT_AIRB B0QU0GIVGFFMCOP5RJ72 DE4789658 CKK GB Equity Coca-Cola Enterprises, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001426_CT_AIRB 2V9V7M0RUQG9M2J4IC47 Colfax Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001427_CT_AIRB YMEGZFW4SBUSS5BQXF88 DE0156313 CL US Equity Colgate-Palmolive Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001428_CT_AIRB 51M0QTTNCGUN7KFCFZ59 PA3039985 CTP GB Equity Comcast Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001429_CT_AIRB 549300OQS2LO07ZJ7N73 DE0406521 CMC US Equity Commercial Metals Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001430_CT_AIRB 6113F6JQLWIUGTBN1L36 CSC US equity Computer Sciences Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001431_CT_AIRB 54930035UDEIH090K650 DE0818944 CAG US Equity ConAgra Foods, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001432_CT_AIRB SYHS7HRDXLL4I0IQ8776 CXO US EQUITY Concho Resources Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001433_CT_AIRB 6VJJ5GQWIRDQ06DUXG89 DE0064324 COP US Equity ConocoPhillips Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001434_CT_AIRB 549300JK3KH8PWM3B226 DE2277631 CNX UN Equity CONSOL Energy Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001435_CT_AIRB 29DX7H14B9S6O3FD6V18 CTO GM Equity Costco Wholesale Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001436_CT_AIRB 549300BO9IWPF3S48F93 COTY US EQUITY Coty Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001437_CT_AIRB TVRMNZKRGA8LPW6XPG60 Cox Enterprises Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001438_CT_AIRB RPPGGRL1J75WGF2DFO04 PA3337938 CCK US Equity Crown Americas LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001439_CT_AIRB ZUNI8PYC725B6H8JU438 IN194062-043 CMI UN Equity Cummins Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001440_CT_AIRB S4BKK9OTCEWQ3YHPFM11 DHR US EQUITY Danaher Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001441_CT_AIRB PWFTNG3EI0Y73OXWDH08 DE US EQUITY Deere & Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001442_CT_AIRB 3E70L4WYANTIWWIPHC81 DELL US EQUITY Dell Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001443_CT_AIRB Q2CCMS6R0AS67HJMBN42 DAL US EQUITY Delta Air Lines Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001444_CT_AIRB 54930042348RKR3ZPN35 DE2155705 DVN US Equity Devon Energy Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001445_CT_AIRB F14FQJ2EEHW5VPYUHL14 DO US Equity Diamond Offshore Drilling, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001446_CT_AIRB 549300Z1UGYT5725XB67 DE3535468 DTV TQ Equity DIRECTV Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001447_CT_AIRB ILUL7B6Z54MRYCF6H308 D US EQUITY Dominion Resources Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001448_CT_AIRB 549300FMC2ALGA7N9E80 DE0412823 DOV UN Equity Dover Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001449_CT_AIRB ZQUIP1CSZO8LXRBSOU78 DOW US EQUITY Dow Chemical Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001450_CT_AIRB 549300IX8SD6XXD71I78 DTE US EQUITY DTE Energy Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001451_CT_AIRB FDPVHDGJ1IQZFK9KH630 DE2345566 EMN UN Equity Eastman Chemical Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001452_CT_AIRB 0NZWDMRCE180888QQE14 ETN US EQUITY Eaton Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001453_CT_AIRB OML71K8X303XQONU6T67 DE2871352 EBAY US Equity eBay Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001454_CT_AIRB FRDRIPF3EKNDJ2CQJL29 LLY US EQUITY Eli Lilly & Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001455_CT_AIRB FGLT0EWZSUIRRITFOA30 EMR UN Equity Emerson Electric Co. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001456_CT_AIRB GHFPUH0OZ5JLGJXWCO16 ESV UN Equity ENSCO International Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001457_CT_AIRB 4XM3TW50JULSLG8BNC79 ETR US EQUITY Entergy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001458_CT_AIRB 549300EVUN2BTLJ3GT74 DE2911438 EQIX US Equity Equinix, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001459_CT_AIRB 549300RO2XES74KQGG63 XLS US EQUITY Exelis Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001460_CT_AIRB 3SOUA6IRML7435B56G12 EXC US EQUITY Exelon Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001461_CT_AIRB CI7MUJI4USF3V0NJ1H64 WA601975803 EXPE UW Equity Expedia, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001462_CT_AIRB J3WHBG0MTS7O8ZVMDC91 NJ3793794100 XOM US Equity Exxon Mobil Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001463_CT_AIRB 549300E707U7WNPZN687 FDX US EQUITY FedEx Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001464_CT_AIRB 6WQI0GK1PRFVBA061U48 GA0110597 FIS UN Equity Fidelity National Information Services, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001465_CT_AIRB 549300NPYMLM4NHTOF27 First Solar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001466_CT_AIRB 549300SVYJS666PQJH88 OH953140 FE US Equity FirstEnergy Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001467_CT_AIRB 6Y0GK87T6V7NJKZJVM41 NYCDRRCUS FLS US Equity Flowserve Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001468_CT_AIRB CQ7WZ4NOFWT7FAE6Q943 FLR US EQUITY Fluor Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001469_CT_AIRB CKDHZ2X64EEBQCSP7013 FMC US Equity FMC Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001470_CT_AIRB EMQFUEY7DV1MVNKAUT87 DE3315658 FTI US Equity FMC Technologies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001471_CT_AIRB 20S05OYHG0MQM4VUIC57 F US EQUITY Ford Motor Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001472_CT_AIRB 2MNR4Q42DBL85U7RD221 Forest Oil Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001473_CT_AIRB A0WMBJD47C49E2JJOM88 DE4594648 FRE GY Equity Fresenius US Finance I, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001474_CT_AIRB 549300FNRIXILI56M704 0196414D US EQUITY Gavilon LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001475_CT_AIRB 9C1X8XOOTYY2FNYTVH06 GD US EQUITY General Dynamics Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001476_CT_AIRB 3C7474T6CDKPR9K6YT90 NYCGECYUS GNE FP Equity General Electric Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001477_CT_AIRB 2TGYMUGI08PO8X8L6150 GIS US Equity General Mills, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001478_CT_AIRB 549300PDWRZX0BR28B12 DE4717789 GM UN Equity General Motors Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001479_CT_AIRB L2EVHWFHVAQK72TMH265 DE4275413 Georgia-Pacific LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001480_CT_AIRB 5493002BI0S2ZQUY3437 GT US EQUITY Goodyear Tire & Rubber Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001481_CT_AIRB 7ZW8QJWVPR4P1J1KQY45 GOOG US EQUITY Google Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001482_CT_AIRB ENYF8GB5SMQZ25S06U51 DE2681775 HAL UN Equity Halliburton Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001483_CT_AIRB KAO98FK89NPNNPQGUZ43 DE0497602 HSC US Equity Harsco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001484_CT_AIRB 549300NUB6D2R1ITYR45 HAS US Equity Hasbro, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001485_CT_AIRB 549300PD0C69OJ0NLB27 766481Z US EQUITY Hertz Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001486_CT_AIRB UASVRYNXNK17ULIGK870 DE0097017 AHC GB Equity Hess Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001487_CT_AIRB WHKXQACZ14C5XRO8LW03 HPQ US EQUITY Hewlett-Packard Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001488_CT_AIRB 5493003STKEZ2S0RNU91 HNZ US EQUITY HJ Heinz Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001489_CT_AIRB ISRPG12PN4EIEOEMW547 DE2061772 HON UN Equity Honeywell International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001490_CT_AIRB KNX4USFCNGPY45LOCE31 4335 HK Equity Intel Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001491_CT_AIRB VGRQXHF3J8VDLUA7XE92 IBM US EQUITY International Business Machines (IBM Corp) US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001492_CT_AIRB F9HV8ZL85LRIQ6D60098 NVC7491-1980 IGT UN Equity International Game Technology US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001493_CT_AIRB 824LMFJDH41EY779Q875 IP US EQUITY International Paper Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001494_CT_AIRB 5493008IUOJ5VWTRC333 Interpublic Group of Cos US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001495_CT_AIRB 24F6LSZD18II6ICG6S41 Itron Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001496_CT_AIRB YB2O5TUONPB3W1X7WJ88 ITT US EQUITY ITT Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001497_CT_AIRB KD833U13JEIGETBW2749 JAH US EQUITY Jarden Corp (fka Alltrista Corp) US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001498_CT_AIRB 549300XR6O4ACB0KLV08 JFB Firth Rixson, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001499_CT_AIRB E0KSF7PFQ210NWI8Z391 DE UN Equity John Deere Capital Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001500_CT_AIRB 549300G0CFPGEF6X2043 NJ5106301000 JNJ GQ Equity Johnson & Johnson US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001501_CT_AIRB 3LB2NG8VUULSCV2NO430 JCI US EQUITY Johnson Controls Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001502_CT_AIRB LONOZNOJYIBXOHXWDB86 K US EQUITY Kellogg Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001503_CT_AIRB AGX0G2MXE54NFNNICD28 KU1 US EQUITY Kentucky Utilities Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001504_CT_AIRB MP3J6QPYPGN75NVW2S34 KMB UN Equity Kimberly-Clark Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001505_CT_AIRB 549300PDHUGWPWGOT525 DE2301470 Kinder Morgan Energy Partners, L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001506_CT_AIRB 5493005158BXZWGOX572 3097Z US EQUITY Koch Industries Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001507_CT_AIRB 549300JF6LPRTRJ0FH50 KSS UN Equity Kohl's Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001508_CT_AIRB V1BYR0MM295ZFWYYS367 KRFT US EQUITY Kraft Foods Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001509_CT_AIRB GR3KVMWVCR54YWQNXU90 DE0933796 LTD GF Equity L Brands, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001510_CT_AIRB LINE US EQUITY Linn Energy LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001511_CT_AIRB 5493007B9BM9ZXJINO78 DE4009151 LYV UN Equity Live Nation Entertainment, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001512_CT_AIRB DPRBOZP0K5RM2YE8UU08 LMT US EQUITY Lockheed Martin Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001513_CT_AIRB WAFCR4OKGSC504WU3E95 NC0087443 LOW UN Equity Lowe's Companies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001514_CT_AIRB 2RTSLGQ89VMY18RHX631 Manitowoc Co Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001515_CT_AIRB 1FRVQX2CRLGC1XLP5727 DE3395371 MRO US Equity Marathon Oil Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001516_CT_AIRB 3BNYRYQHD39K4LCKQF12 DE4750998 MPC UN Equity Marathon Petroleum Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001517_CT_AIRB 225YDZ14ZO8E1TXUSU86 DE2798413 MAR US Equity Marriott International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001518_CT_AIRB 54930073HKEO6GZBSS03 4614Z US EQUITY Mars Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001519_CT_AIRB 549300XMP3KDCKJXIU47 DE0706226 MMC UN Equity Marsh & McLennan Companies, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001520_CT_AIRB 5GCSNMQXHEYA1JO8QN11 DE0585027 MAS US Equity Masco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001521_CT_AIRB AR5L2ODV9HN37376R084 DE3390142 MA US Equity MasterCard Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001522_CT_AIRB 549300VELLG24KHTJ564 DE0673809 MAT US Equity Mattel, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001523_CT_AIRB UE2136O97NLB5BYP9H04 MCD US EQUITY McDonald's Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001524_CT_AIRB 549300WZWOM80UCFSF54 DE2417015 MCK US Equity McKesson Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001525_CT_AIRB 4DL8C98Z5G5IXZLH3578 MWV US Equity MeadWestvaco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001526_CT_AIRB D56MRZY2INAN94ZONZ37 MDT US EQUITY Medtronic Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001527_CT_AIRB 4YV9Y5M8S0BRK1RP0397 MRK US EQUITY Merck & Co Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001528_CT_AIRB INR2EJN1ERAN0W5ZP974 WA600413485 MSF NA Equity Microsoft Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001529_CT_AIRB 54930073LBBH6ZCBE225 TAP US EQUITY Molson Coors Brewing Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001530_CT_AIRB 549300DV9GIB88LZ5P30 VA05501796 KTF GF Equity Mondelez International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001531_CT_AIRB NONUZEX43GHIPSVDD938 DE3174788 MON US Equity Monsanto Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001532_CT_AIRB 6S552MUG6KGJVEBSEC55 DE0789650 MTLA GF Equity Motorola Solutions, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001533_CT_AIRB MOM4570XTJ5YYX7JKH83 DE2977161 NG/ LN Equity National Grid USA US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001534_CT_AIRB 549300VSP3RIX7FGDZ51 NEM US EQUITY Newmont Mining Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001535_CT_AIRB UMI46YPGBLUE4VGNNT48 NEE UN Equity NextEra Energy Capital Holdings, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001536_CT_AIRB 549300Z2ZSKKGUE3J147 NKE US EQUITY Nike Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001537_CT_AIRB ZHUWIE4VK4MIYES0UG62 IN2000033100151 NI UN Equity NiSource Finance Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001538_CT_AIRB 7D6DIU2QXTUJRFNNJA49 CAC1059173 7201 JT Equity Nissan Motor Acceptance Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001539_CT_AIRB 02VFQXG2D1LR5ZH3K186 NBL UN Equity Noble Energy, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001540_CT_AIRB 549300S3IZB5P35KNV16 WA178071138 JWN US Equity Nordstrom, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001541_CT_AIRB RIMU48P07456QXSO0R61 NOC US EQUITY Northrop Grumman Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001542_CT_AIRB 6B6FQLPMMKB14LX6NY57 Novelis Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001543_CT_AIRB 549300GGJCRSI2TIEJ46 NUE UN Equity Nucor Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001544_CT_AIRB IM7X0T3ECJW4C1T7ON55 OXY US EQUITY Occidental Petroleum US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001545_CT_AIRB 52990006VBKYFQMQJX90 KvK 34311273 0000 OILT UD EQUITY Oiltanking Finance B.V. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001546_CT_AIRB HKUPACFHSSASQK8HLS17 OMC US EQUITY Omnicom Group US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001547_CT_AIRB 1Z4GXXU7ZHVWFCD8TV52 DE2457805 ORCL* MM Equity Oracle Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001548_CT_AIRB 549300TOPQ8NG4HGVK16 Owens Corning US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001549_CT_AIRB PH3S12DWZBHHQKVYZ297 WA177005077 PCAR US Equity PACCAR Financial Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001550_CT_AIRB KDTEY8BWE486IKZ3CC07 PCAR US EQUITY Paccar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001551_CT_AIRB SGY07Y7FNYBNLM6Z1M11 OR085297-86 BRK/A US Equity PacifiCorp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001552_CT_AIRB 5493002CONDB4N2HKI23 PH US EQUITY Parker Hannifin Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001553_CT_AIRB EJCO258LNNVSKAR2JX59 DE2864939 BTU US Equity Peabody Energy Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001554_CT_AIRB FJSUNZKFNQ5YPJ5OT455 NC0198463 PEP SE Equity PepsiCo, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001555_CT_AIRB 765LHXWGK1KXCLTFYQ30 PFE US EQUITY Pfizer Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001556_CT_AIRB 8YQ2GSDWYZXO2EDN3511 PG&E Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001557_CT_AIRB HL3H1H2BGXWVG3BSWR90 VA0670281-5 PMI SE Equity Philip Morris International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001558_CT_AIRB TWSEY0NEDUDCKS27AH81 Pinnacle West Capital Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001559_CT_AIRB 549300N2O26NW4ST6W55 DE0101728 PBI US Equity Pitney Bowes Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001560_CT_AIRB 5MRSWZYSSE4064ED3F25 Plains Exploration & Production Co LP US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001561_CT_AIRB 549300BKPEP01R3V6C59 PA284424 PPG UN Equity PPG Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001562_CT_AIRB ZU69GUVJQGZ6Z1UOOO79 PX US EQUITY Praxair Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001563_CT_AIRB 6S3X7J22E861RNTJSA74 3252Z US EQUITY President & Fellows of Harvard College US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001564_CT_AIRB 2572IBTT8CCZW6AU4141 PG US EQUITY Procter & Gamble Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001565_CT_AIRB 5PRBRS5FEH7NREC8OR45 NJ0100802453 PRU US Equity Prudential Financial, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001566_CT_AIRB PUSS41EMO3E6XXNV3U28 PEG US EQUITY Public Service Enterprise Group Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001567_CT_AIRB 123WALMHY1GZXG2YDL90 PVH UN Equity PVH Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001568_CT_AIRB 8MCWUBXQ0WE04KMXBX50 DE2249088 DGX UN Equity Quest Diagnostics Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001569_CT_AIRB HO1QNWM0IXBZ0QSMMO20 RL UN Equity Ralph Lauren Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001570_CT_AIRB YR6K3WJN0KKLUPZSNL57 DE0472015 RTN US Equity Raytheon Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001571_CT_AIRB NKNQHM6BLECKVOQP7O46 RSG US EQUITY Republic Services Group US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001572_CT_AIRB PQQ60KVT5SJX0ETQT497 RKT US Equity Rock-Tenn Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001573_CT_AIRB VH3R4HHBHH12O0EXZJ88 ROK US Equity Rockwell Automation, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001574_CT_AIRB 549300LJXD867XMVE759 ROP UN Equity Roper Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001575_CT_AIRB K2NEH8QNVW44JIWK7Z55 C-38863 RCL NO Equity Royal Caribbean Cruises Ltd. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001576_CT_AIRB 549300TJCKW4BRXPJ474 RPM US Equity RPM International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001577_CT_AIRB 549300VXRTBPBK07QT94 0398293Z US EQUITY Ruby Pipeline LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001578_CT_AIRB ZXJ6Y2OSPZXIVGRILD15 FL590739250 R US Equity Ryder System, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001579_CT_AIRB 549300NKZ6VCN5P3K723 DE2096948 SWY US Equity Safeway Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001580_CT_AIRB RLTHESQ0RNFQJWPBJN60 DE2258732 SGMS UW Equity Scientific Games International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001581_CT_AIRB Q0M0CZB4YN6JZ65WXI09 SEE US EQUITY Sealed Air Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001582_CT_AIRB PBBKGKLRK5S5C0Y4T545 CAC1991515 SRE US Equity Sempra Energy US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001583_CT_AIRB KAF673KJXD92C8KSLU49 SLGN US EQUITY Silgan Holdings Inc [fka Silgan Corp] US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001584_CT_AIRB MR92GTD0MJTTTTQDVG45 DE2360269 Simon Property Group, L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001585_CT_AIRB HHWAT5TDOYZMM26KKQ73 SNA US Equity Snap-on Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001586_CT_AIRB 549300FC3G3YU2FBZD92 Southern Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001587_CT_AIRB EFWMP121W54QV9MGOP87 DE4116263 SWN US Equity Southwestern Energy Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001588_CT_AIRB P761FCI0CPOG24I8JE10 SPW US Equity SPX Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001589_CT_AIRB 549300DJ09SMTO561131 SWK US Equity Stanley Black & Decker, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001590_CT_AIRB XQM2JINI1UL7642TU573 SPLS US Equity Staples, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001591_CT_AIRB 5493002F0SC4JTBU5137 MI148492 SYK US Equity Stryker Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001592_CT_AIRB 549300TXO070764WUH65 SPWR US EQUITY Sunpower Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001593_CT_AIRB YF6ZV0M6AU4FY94MK914 SYMC US Equity Symantec Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001594_CT_AIRB 5RGWIFLMGH3YS7KWI652 SYY US Equity Sysco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001595_CT_AIRB 8WDDFXB5T1Z6J0XC1L66 TGT US Equity Target Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001596_CT_AIRB 6HL0C5LCIE4TN8UZHL06 DE2980513 TRP UN Equity TC PipeLines, LP US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001597_CT_AIRB UUL85LWXB4NGSWWXIQ25 TFX US Equity Teleflex Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001598_CT_AIRB YAWJZJYEQ7M1SYMOS462 DE2106001 TEX UN Equity Terex Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001599_CT_AIRB CMTK1YBYNLPLIS3QLI53 TSO US EQUITY Tesoro Petroleum US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001600_CT_AIRB 549300VFZ8XJ9NUPU221 The Estee Lauder Companies US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001601_CT_AIRB HCHV7422L5HDJZCRFL38 DE0558016 TMO US Equity Thermo Fisher Scientific Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001602_CT_AIRB KNG3XRAA0RHN9H62OK76 TWX US EQUITY Time Warner Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001603_CT_AIRB B0I35MLPFXZSE70ASS73 TKR US EQUITY Timken Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001604_CT_AIRB 549300V2JRLO5DIFGE82 DE3058821 DTE GF Equity T-Mobile USA, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001605_CT_AIRB R1JB4KXN77XFCXOQKV49 DE7324254 TRN US Equity Trinity Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001606_CT_AIRB 3NWOXIHJSQCX0SM5Z749 DE3589359 TRW US Equity TRW Automotive Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001607_CT_AIRB G8NWFN4YP7CR6FOP4886 Tupperware Brands Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001608_CT_AIRB WD6L6041MNRW1JE49D58 TSN US Equity Tyson Foods, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001609_CT_AIRB MYF1DAS6G5WY7PRWCU78 DE0945814 ULVR LN Equity Unilever Capital Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001610_CT_AIRB K1OQBWM7XEOO08LDNP29 DE0890080 UAL UN Equity United Airlines, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001611_CT_AIRB D01LMJZU09ULLNCY6Z23 UPS US EQUITY United Parcel Service Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001612_CT_AIRB JNLUVFYJT1OZSIQ24U47 X UN Equity United States Steel Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001613_CT_AIRB I07WOS4YJ0N7YRFE7309 UTX US EQUITY United Technologies Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001614_CT_AIRB 549300VSXHFQVR770L55 DE4426189 Univar Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001615_CT_AIRB 549300BZXZ66F6DTIF20 VA0016487-1 UVV US Equity Universal Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001616_CT_AIRB 5493004XNBKB5SFUJI60 DE0932960 AAL UW Equity US Airways, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001617_CT_AIRB KOO0397YRO83WY5MGD97 VRX CT Equity Valeant Pharmaceuticals International US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001618_CT_AIRB 549300XTO5VR8SKV1V74 VLO US EQUITY Valero Energy Corp US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001619_CT_AIRB 2S72QS2UO2OESLG6Y829 VZ US EQUITY Verizon Communications Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001620_CT_AIRB CWAJJ9DJ5Z7P057HV541 VFC US EQUITY VF Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001621_CT_AIRB X0ST5BPF0CZG9FE5OV61 VIA US EQUITY Viacom Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001622_CT_AIRB 549300OBVCU4IRZFZ230 Virgin Media Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001623_CT_AIRB CQKUMNNZVDJLRYV2PT43 Virginia Electric & Power Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001624_CT_AIRB 549300JZ4OKEHW3DPJ59 V US Equity Visa Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001625_CT_AIRB 549300BMOJ05INE4YK86 DE2669712 Vornado Realty L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001626_CT_AIRB 549300UUPJ2NXDB68M19 DE0911551 VW Credit, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001627_CT_AIRB Y87794H0US1R65VBXU25 WMT US EQUITY Wal-Mart Stores Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001628_CT_AIRB 7260JQNI6SCF9FIV2392 DIS US EQUITY Walt Disney Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001629_CT_AIRB IQN3XTJNANI73KWRED03 Walter Energy Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001630_CT_AIRB 549300YX8JIID70NFS41 WM US EQUITY Waste Management US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001631_CT_AIRB 3CYEJKBUJZO3UW777J80 DE3797582 WEA Finance LLC US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001632_CT_AIRB WHENKOULSSK7WUM60H03 WHR US EQUITY Whirlpool Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001633_CT_AIRB D3W7PCXCBRQLL17DZ313 World Fuel Services Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001634_CT_AIRB T4VNTWMFQ7JQB65L7T35 DE3664441 WYN UN Equity Wyndham Worldwide Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001635_CT_AIRB LGJNMI9GH8XIDG5RCM61 MN37-AA XEL US Equity Xcel Energy Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001636_CT_AIRB 4KF48RN45X1OO8UBLY20 XRX UN Equity Xerox Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001637_CT_AIRB 6EY4K7ZMF9UX1CU6KC79 XIX GF Equity Xilinx, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001638_CT_AIRB 549300DF5MV96DRYLQ48 XYL US EQUITY Xylem Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001639_CT_AIRB 2P2YLDVPES3BXQ1FRB91 DE3343799 ZMH US Equity Zimmer Holdings, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001640_CT_AIRB 549300HD9Q1LOC9KLJ48 ZTS UN Equity Zoetis Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001641_CT_AIRB 5493007CO5W5OBFG7L21 RETAIL ESTATES NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001642_CT_AIRB 549300QSUNKAEBMYIR16 RAVAGO S.A. BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001643_CT_AIRB 549300O3SGMD4K45DN61 BE 0404621642 ALCATEL-LUCENT BELL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001644_CT_AIRB 54930031IF9XW7PCY637 BE 0403992231 Atlas Copco Airpower BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001645_CT_AIRB 549300PR82EONF1NKE18 BE 0473566965 BELFIMA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001646_CT_AIRB 549300UOBXCS79E82606 BE 0404535431 Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001647_CT_AIRB 549300VSM2RG55U2QU15 BE 0400853488 BRUSSELS AIRLINES BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001648_CT_AIRB 5493007ZLRNTTT9B6384 Carrefour Finance SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001649_CT_AIRB 529900P0HVIO92I8AU52 BE 0422362447 COCKERILL MAINTENANCE & INGENIERIE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001650_CT_AIRB 549300VWVXR1GOHG0E16 BE 0425702910 COFELY FABRICOM sa BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001651_CT_AIRB 5493003N7PPOYDZI1G90 BE 0400464795 COMPAGNIE D'ENTREPRISES CFE — AANNEMINGSMAATSCHAPPIJ CFE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001652_CT_AIRB 5299009GDDJ20VCTA286 BE 0404411707 CONTINENTAL BENELUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001653_CT_AIRB 549300NF0J86QSGBSV95 BE 0413572663 DELDO AUTOBANDEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001654_CT_AIRB 549300KT827RUL680A73 BE0428741087 D'IETEREN Treasury BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001655_CT_AIRB 5493000G720YN71E2S86 BE 0435305514 DREDGING INTERNATIONAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001656_CT_AIRB 529900YOYR5FW12UBJ80 BE 0471811661 EDF Luminus BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001657_CT_AIRB 549300F203XBWYK45D98 BE 0411515075 Emmaüs vzw BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001658_CT_AIRB 529900T3V512W5JEJF78 BE 0406183144 Evonik Degussa Antwerpen BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001659_CT_AIRB 5493006GOR72R0ZYBN98 BE 0860409202 EXMAR BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001660_CT_AIRB 52990071WX2UW1WNHC16 BE 0402954628 FLUXYS BELGIUM BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001661_CT_AIRB 529900RL1B6NSLKU7P45 BE 0821382439 FLUXYS FINANCE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001662_CT_AIRB 549300EL1OTYCHBFUV17 BE 0442100363 GDF SUEZ CC SCRL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001663_CT_AIRB 549300AS6JDY8GAUB274 BE 0831958211 GDF SUEZ ENERGY MANAGEMENT TRADING BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001664_CT_AIRB 6IM6CQKADLNCQGUEU352 BE0439255986 GEMS Services SA/NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001665_CT_AIRB 549300UFHGFY5IOON989 BE 0220324117 Gimv BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001666_CT_AIRB 5493004EAZQ20FYJKT70 BE 0438202052 greif services belgium BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001667_CT_AIRB 5299004FBX5DGG463D98 BE 0430060188 HERAEUS ELECTRO — NITE INTERNATIONAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001668_CT_AIRB 5493002TTO3072KC6L60 BE 0402220594 Hewlett — Packard Belgium BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001669_CT_AIRB 549300VI27GGJFIOCP26 BE 0440113348 INTERNATIONAL FINANCE CENTER CFE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001670_CT_AIRB 5493002RVRZ1S3CPUI26 BE 0428750985 ION BEAM APPLICATIONS S.A BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001671_CT_AIRB 54930073JZQL85NE3817 BE 0222343301 IVERLEK BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001672_CT_AIRB 549300YEC7519H8CBF72 BE 0473587751 J.C. General Services CVBA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001673_CT_AIRB 549300U0BLKP6Y8LPX16 BE 0404778426 Katoen Natie BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001674_CT_AIRB 529900X1VAF3IXDZJ071 LE PEIGNE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001675_CT_AIRB 549300ROPVHSEKEMW107 BE 0807049797 LOCORAIL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001676_CT_AIRB 549300L6DOLPEQSOI005 BE 0405580655 MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001677_CT_AIRB 5493007JS0ZHJVBUWP18 BE 0456810810 MOBISTAR BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001678_CT_AIRB 549300V3ES7BVGYNRZ58 BE 0413630071 N.V BESIX S.A BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001679_CT_AIRB 529900P78BT1RIIYWY69 BE 0458885719 NUTRECO CAPITAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001680_CT_AIRB 549300XHGK09MEWMOL68 BE 0419457296 Ontex bvba BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001681_CT_AIRB 5299009CBE6VJXABZS81 BE 0436410522 RAFFINERIE TIRLEMONTOISE — TIENSE SUIKERRAFFINADERERIJ BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001682_CT_AIRB 529900P4SONA6KVTRT86 BE 0428343981 RECTICEL INTERNATIONAL SERVICES BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001683_CT_AIRB 529900LK4T42CNH2U882 BE 0434475767 S.B. MANAGEMENT AND SERVICES BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001684_CT_AIRB 529900FTYUE9QOXMU884 BE 0434284638 SAINT-GOBAIN BENELUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001685_CT_AIRB 549300CCKFF44A550J72 BE 0400747580 SARENS BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001686_CT_AIRB 549300JTFH1WHCEMIN40 BE 0407139583 SD WORX BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001687_CT_AIRB HB7FFAZI0OMZ8PP8OE26 BE 0413330856 Society for Worldwide Interbank Financial Telecommunication BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001688_CT_AIRB 213800IS5GA1OZ8RBM85 BE 0473416418 TELENET nv BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001689_CT_AIRB 529900R7MYQQO8CHR962 BE 0403063902 TOTAL BELGIUM BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001690_CT_AIRB 5299003N2SCVNU16O909 BE 0403079441 Total Petrochemicals & Refining SA/NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001691_CT_AIRB 549300ZSTW3D1UXOXY91 BE 0412639681 TRACTEBEL ENGINEERING sa BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001692_CT_AIRB 529900F3AIQECS8ZSV61 UMICORE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001693_CT_AIRB 549300J5X4E65PJHE355 BE 0464538245 VPK SERVICES BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001694_CT_AIRB 5493002MUOV04NSPT571 2796756-1 RBC INVESTOR SERVICES TRUST CA Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001695_CT_AIRB 549300G6ZUFBJVLAJQ46 MERCURIA ENERGY TRADING SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001696_CT_AIRB 5299009K1FINARYDEC72 RENAULT FINANCE SA CH Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001697_CT_AIRB 549300WZRVQERM819Z90 1141987-6 CH02039235685 Schweizerische RÃ 1 4 ckversicherungs-Gesellschaft AG CH Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001698_CT_AIRB 52990031Q7PCTSUSRW11 2820823-9 HRB40498 LBBW Dublin Management GmbH DE Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001699_CT_AIRB 529900GHE5268QPEOH13 2537992-6 HRB106727 LIDL IRELAND GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001700_CT_AIRB 529900USFSZYPS075O24 1144838-8 HRB3790 VOLKSWAGEN FINANCIAL SERVICES AG DE Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001701_CT_AIRB 549300Y5BJOTCMUYT658 ARCELORMITTAL TREASURY SNC FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001702_CT_AIRB 969500KY4MRVCLM9HE48 EDF ENERGIES NOUVELLES FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001703_CT_AIRB 529900QI55ZLJVCMPA71 TOTAL CAPITAL FR Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001704_CT_AIRB 2138006E2VG89XLORJ06 02366682 YORKSHIRE WATER SERVICES LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001705_CT_AIRB 549300BPQYQ838KE1X51 UNIPEC ASIA COMPANY LIMITED HK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001706_CT_AIRB 213800SKZTSE2L1BII69 THAMES WATER UTILITIES CAYMAN FINANCE LIMITED KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001707_CT_AIRB 0YQH6LCEF474UTUV4B96 KvK 34313428 0000 ENEL FINANCE INTERNATIONAL N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001708_CT_AIRB 4ME66GO1Q4T87C52WS37 KvK 33134831 0000 GENERAL ELECTRIC INTERNATIONAL INC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001709_CT_AIRB 1310Z AR Equity Argentina AR Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001710_CT_AIRB 1525Z AU Equity Australia AU Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001711_CT_AIRB 1480Z AV Equity Austria AT Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001712_CT_AIRB 43886Z BD Equity Bangladesh BD Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001713_CT_AIRB 111136Z BB Equity Belgium BE Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001714_CT_AIRB 1323Z BZ Equity Brazil BR Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001715_CT_AIRB 129225Z BU Equity Bulgaria BG Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001716_CT_AIRB 80710Z CN Equity Canada CA Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001717_CT_AIRB 45793Z CI Equity Chile CL Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001718_CT_AIRB PRCH CH Equity China CN Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001719_CT_AIRB 1153Z CB Equity Colombia CO Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001720_CT_AIRB 1040Z CP Equity Czech Republic CZ Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001721_CT_AIRB 1271Z DC Equity Denmark DK Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001722_CT_AIRB 1083Z EY Equity Egypt EG Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001723_CT_AIRB 1000Z ET Equity Estonia EE Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001724_CT_AIRB 1306Z FH Equity Finland FI Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001725_CT_AIRB 223727Z FP Equity France FR Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001726_CT_AIRB 3413Z GR Equity Germany DE Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001727_CT_AIRB 1004Z GA Equity Greece GR Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001728_CT_AIRB 1182Z HB Equity Hungary HU Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001729_CT_AIRB 1504Z IN Equity India IN Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001730_CT_AIRB 1133Z IJ Equity Indonesia ID Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001731_CT_AIRB 1266Z ID Equity Ireland IE Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001732_CT_AIRB 3343943Z IT Equity Israel IL Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001733_CT_AIRB 2103Z IM Equity Italy IT Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001734_CT_AIRB JAPZ JP Equity Japan JP Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001735_CT_AIRB 1001Z KN Equity Kenya KE Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001736_CT_AIRB 3344606Z LR Equity Latvia LV Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001737_CT_AIRB 1092Z LH Equity Lithuania LT Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001738_CT_AIRB 1110Z LX Equity Luxembourg LU Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001739_CT_AIRB 1124Z MK Equity Malaysia MY Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001740_CT_AIRB 5753Z US Equity Malta MT Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001741_CT_AIRB 1426Z MM Equity Mexico MX Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001742_CT_AIRB 1096Z MC Equity Morocco MA Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001743_CT_AIRB 1533Z NA Equity Netherlands NL Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001744_CT_AIRB 46443Z NZ Equity New Zealand NZ Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001745_CT_AIRB 1233Z NO Equity Norway NO Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001746_CT_AIRB 279379Z PM Equity Philippines PH Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001747_CT_AIRB 1084Z PW Equity Poland PL Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001748_CT_AIRB 1174Z PL Equity Portugal PT Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001749_CT_AIRB 1089Z RO Equity Romania RO Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001750_CT_AIRB 4458Z RU Equity Russia RU Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001751_CT_AIRB 3344642Z AB Equity Saudi Arabia SA Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001752_CT_AIRB 1545Z SP Equity Singapore SG Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001753_CT_AIRB 1023Z SK Equity Slovakia SK Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001754_CT_AIRB 1091Z SV Equity Slovenia SI Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001755_CT_AIRB 50184Z SJ Equity South Africa ZA Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001756_CT_AIRB ROKZ KS Equity South Korea KR Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001757_CT_AIRB 1841Z SM Equity Spain ES Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001758_CT_AIRB 204283Z EK Equity Sudan SD Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001759_CT_AIRB 1179Z SS Equity Sweden SE Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001760_CT_AIRB 344758Z SW Equity Switzerland CH Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001761_CT_AIRB 116657Z TT Equity Taiwan TW Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001762_CT_AIRB 1179Z TB Equity Thailand TH Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001763_CT_AIRB 114144Z TI Equity Turkey TR Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001764_CT_AIRB 1089Z UZ Equity Ukraine UA Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001765_CT_AIRB 3344698Z UH Equity United Arab Emirates AE Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001766_CT_AIRB 6152Z LN Equity United Kingdom GB Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001768_CT_AIRB 6152Z LN Equity United States US Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001769_CT_AIRB 1069Z VC Equity Venezuela VE Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001770_CT_AIRB 231715Z VN Equity Vietnam VN Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001771_CT_AIRB ZTMSNXROF84AHWJNKQ93 INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT US Sovereign sample General Governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001772_CT_AIRB QKL54NQY28TCDAI75F60 INTERNATIONAL FINANCE CORPORATION US Sovereign sample General governments Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001773_CT_AIRB BFXS5XCH7N0Y05NIXW11 3531454Z NA EQUITY ABN Amro NL Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001774_CT_AIRB CNE100000Q43 1288 HK EQUITY Agricultural Bank of China CN Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001775_CT_AIRB 3U8WV1YX2VMUHH7Z1Q21 IE0000197834 ALBK ID EQUITY ALLIED IRISH BANKS PLC IE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001776_CT_AIRB 5299009N55YRQC69CN08 GRS015013006 ALPHA GA EQUITY Alpha Bank GR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001777_CT_AIRB JHE42UYNWWTJB8YTTU19 AU000000ANZ3 ANZ AU EQUITY ANZ AU Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001778_CT_AIRB 549300CTUU1RFXHQJE44 US0594603039 BBD US EQUITY Banco Bradesco BR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001779_CT_AIRB JU1U6S0DG9YLT7N8ZV32 PTBCP0AM0007 BCP PL EQUITY BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) PT Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001780_CT_AIRB QE0Q0253K88YAGNPE356 BRBBASACNOR3 BBAS3 BZ EQUITY Banco Do Brasil BR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001781_CT_AIRB 5493006P8PDBI8LC0O96 IT0005002883 BP IM EQUITY Banco Popolare IT Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001782_CT_AIRB 9DJT3UXIJIZJI4WXO774 US0605051046 BAC US EQUITY Bank of America Corp. US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001783_CT_AIRB 54930053HGCFWVHYZX42 CNE1000001Z5 3988 HK EQUITY Bank of China CN Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001784_CT_AIRB CNE100000205 3328 HK EQUITY Bank of Communications CN Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001785_CT_AIRB CO6GC26LCGGRTUESIP55 HK0023000190 23 HK EQUITY Bank of East Asia Ltd. HK Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001786_CT_AIRB Q2GQA2KF6XJ24W42G291 IE0030606259 BKIR ID EQUITY BANK OF IRELAND IE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001787_CT_AIRB NQQ6HPCNCCU6TUTQYE16 CA0636711016 BMO CN EQUITY Bank of Montreal CA Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001788_CT_AIRB WFLLPEPC7FZXENRZV188 US0640581007 BK US EQUITY Bank of New York Mellon Corp. US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001789_CT_AIRB L3I9ZG2KFGXZ61BMYR72 CA0641491075 BNS CN EQUITY Bank of Nova Scotia CA Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001790_CT_AIRB 549300685QG7DJS55M76 ES0113307021 BKIA SM EQUITY Bankia ES Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001791_CT_AIRB VWMYAEQSTOPNV0SUGU82 ES0113679I37 BKT SM EQUITY BANKINTER ES Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001792_CT_AIRB G5GSEF7VJP5I7OUK5573 GB0031348658 BARC LN EQUITY Barclays Plc GB Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001794_CT_AIRB VDYMYTQGZZ6DU0912C88 1103165-5 BLGZ GR EQUITY Bayerische Landesbank DE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001795_CT_AIRB K8MS7FD7N5Z2WQ51AZ71 ES0113211835 BBVA SM EQUITY BBVA ES Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001796_CT_AIRB A5GWLFH3KM7YV2SFQL84 CCBG BB EQUITY Belfius (Ex-Dexia bank) BE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001797_CT_AIRB R0MUWSFPU8MPRO8K5P83 FR0000131104 BNP FP EQUITY BNP Paribas FR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001798_CT_AIRB 9695005MSX1OYEMGDF46 3692594z fp equity BPCE FR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001799_CT_AIRB 7CUNS533WID6K7DGFI87 ES0140609019 CABK SM EQUITY CaixaBank ES Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001800_CT_AIRB 2IGI19DL77OX0HC3ZE78 CA1360691010 CM CN EQUITY Canadian Imperial Bank of Commerce CA Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001801_CT_AIRB CNE1000001Q4 998 HK EQUITY China CITIC Bank CN Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001802_CT_AIRB 5493001KQW6DM7KEDR62 CNE1000002H1 939 HK EQUITY China Construction CN Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001803_CT_AIRB CNE100000SL4 601818 CH EQUITY China Everbright Bank CN Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001804_CT_AIRB 549300MKO5B60FFIHF58 CNE1000002M1 3968 HK EQUITY China Merchants Bank CN Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001805_CT_AIRB 549300HBUGSQD1VCXG94 CNE100000HF9 1988 HK EQUITY China Minsheng Banking Corp., Ltd. CN Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001806_CT_AIRB 6SHGI4ZSSLCXXQSBB395 US1729674242 C US EQUITY Citigroup US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001807_CT_AIRB 851WYGNLUQLFZBSYGB56 1106139-7 DE000CBK1001 CBK GY EQUITY Commerzbank DE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001808_CT_AIRB MSFSBD3QN1GSN7Q6C537 AU000000CBA7 CBA AU EQUITY Commonwealth AU Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001809_CT_AIRB 969500TJ5KRTCJQWXH05 FR0000045072 ACA FP EQUITY Crédit Agricole FR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001810_CT_AIRB 9695000CG7B84NLR5984 CMUT FP EQUITY Crédit Mutuel FR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001811_CT_AIRB ANGGYXNX0JLX3X63JN86 CH0012138530 CSGN VX EQUITY Credit Suisse CH Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001812_CT_AIRB MAES062Z21O4RZ2U7M96 DK0010274414 DANSKE DC EQUITY Danske Bank DK Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001813_CT_AIRB 7LTWFZYICNSX8D621K86 1106989-5 DE0005140008 DBk GY EQUITY Deutsche Bank DE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001814_CT_AIRB 549300GKFG0RYRRQ1414 NO0010031479 DNB NO EQUITY DNB NOR NO Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001815_CT_AIRB 529900HNOAA1KXQJUQ27 1107041-4 DE0008343104 DGBK GR EQUITY DZ BANK AG Deutsche Zentral-Genossenschaftsbank DE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001816_CT_AIRB JEUVK5RWVJEN8W0C9M24 GRS323003004 EUROB GA EQUITY EFG EUROBANK ERGASIAS GR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001817_CT_AIRB PQOH26KWDF7CG10L6792 AT0000652011 EBS AV EQUITY Erste Group Bank AG AT Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001818_CT_AIRB 549300GGF3CSCFS5UT61 PTBES0AM0007 BES PL EQUITY ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) PT Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001819_CT_AIRB THRNG6BD57P9QWTQLG42 US3167731005 FITB US EQUITY Fifth Third Bancorp US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001820_CT_AIRB 784F5XWPLTWKTBV3E584 US38141G1040 GS US EQUITY Goldman Sachs Group US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001821_CT_AIRB MLU0ZO3ML4LN2LL2TL39 GB0005405286 HSBA LN EQUITY HSBC Holdings GB Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001823_CT_AIRB CNE000001QZ7 601166 CH EQUITY Industrial Bank of China CN Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001824_CT_AIRB 5493002ERZU2K9PZDL40 CNE1000003G1 1398 HK EQUITY Industrial Commercial Bank of China CN Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001825_CT_AIRB 3TK20IVIUJ8J3ZU0QE75 NL0000303600 INGA NA EQUITY ING NL Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001826_CT_AIRB 2W8N8UU78PMDQKZENC08 IT0000072618 ISP IM EQUITY Intesa IT Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001827_CT_AIRB 635400DTNHVYGZODKQ93 ILOA ID EQUITY Permanent TSB Group Holdings Plc IE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001828_CT_AIRB BZO2P8KHO2O10H5QQ663 BRITUBACNPR1 ITUB4 BZ EQUITY Itaú Unibanco Holding BR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001829_CT_AIRB 8I5DZWZKVSZI1NUHU748 US46625H1005 JPM US EQUITY JPMorgan Chase & Co. US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001830_CT_AIRB 3M5E1GQGKL17HI6CPN30 DK0010307958 JYSK DC EQUITY Jyske Bank DK Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001831_CT_AIRB 213800X3Q9LSAKRUWY91 BE0003565737 KBC BB EQUITY KBC BE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001832_CT_AIRB 549300XXMOJSIW8P4769 KR7060000007 060000 KS EQUITY Kookmin Bank KR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001833_CT_AIRB B81CK4ESI35472RHJ606 1001144-3 2525Z GR EQUITY Landesbank Baden-Württemberg DE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001834_CT_AIRB 549300PPXHEU2JF0AM85 GB0008706128 LLOY LN EQUITY Lloyds Banking Group GB Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001836_CT_AIRB 4ZHCHI4KYZG2WVRT8631 AU000000MQG1 MQG AU EQUITY Macquarie AU Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001837_CT_AIRB PSNL19R2RXX5U3QWHI44 IT0000062957 mb im equity Mediobanca SpA IT Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001838_CT_AIRB JP3902900004 8306 JP EQUITY Mitsubishi UFJ Financial Group JP Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001839_CT_AIRB RB0PEZSDGCO3JS6CEU02 JP3885780001 8411 JP EQUITY Mizuho Financial Group JP Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001840_CT_AIRB J4CP7MHCXR8DAQMKIL78 IT0001334587 BMPS IM EQUITY Monte Dei Paschi IT Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001841_CT_AIRB IGJSJL3JD5P30I6NJZ34 US6174464486 MS US EQUITY Morgan Stanley US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001842_CT_AIRB F8SB4JFBSYQFRQEH3Z21 AU000000NAB4 NAB AU EQUITY National Australia Bank AU Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001843_CT_AIRB 549300XFX12G42QIKN82 0916972D LN EQUITY Nationwide Building Society GB Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001845_CT_AIRB 549300B3CEAHYG7K8164 JP3762600009 8604 JP EQUITY Nomura Holdings JP Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001846_CT_AIRB DSNHHQ2B9X5N6OUJ1236 1124864-8 2531Z GR EQUITY Norddeutsche Landesbank DE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001847_CT_AIRB 6SCPQ280AIY8EP3XFW53 SE0000427361 NDA SS EQUITY Nordea SE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001848_CT_AIRB 549300GLF98S992BC502 US6658591044 NTRS US EQUITY Northern Trust Corp. US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001849_CT_AIRB 7437003B5WFBOIEFY714 OP Osuuskunta FI Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001850_CT_AIRB CFGNEKW0P8842LEUIA51 US6934751057 PNC US EQUITY PNC Financial Services Group US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001851_CT_AIRB DG3RU1DBUFHT4ZF9WN62 682055Z NA EQUITY Rabobank NL Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001852_CT_AIRB EVOYOND2GGP3UHGGE885 AT0000606306 RBI AV EQUITY Raiffeisen Zentralbank Österreich AG AT Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001853_CT_AIRB ES7IP3U3RHIGC71XBU11 CA7800871021 RY CN EQUITY Royal Bank of Canada CA Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001854_CT_AIRB 2138005O9XJIJN4JPN90 GB00B7T77214 RBS LN EQUITY Royal Bank of Scotland GB Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001856_CT_AIRB 5493006QMFDDMYWIAM13 ES0113900J37 SAN SM EQUITY Santander ES Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001857_CT_AIRB 549300WE6TAF5EEWQS81 RU0009029540 SBER RX EQUITY Sberbank RU Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001858_CT_AIRB F3JS33DEI6XQ4ZBPTN86 SE0000148884 SEBA SS EQUITY SEB SE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001859_CT_AIRB CNE0000011B7 600000 CH EQUITY Shanghai Pudong Development Bank CN Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001860_CT_AIRB O2RNE8IBXP4R0TD8PU41 FR0000130809 GLE FP EQUITY Société Générale FR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001861_CT_AIRB U4LOSYZ7YG4W3S5F2G91 GB0004082847 STAN LN EQUITY Standard Chartered Group GB Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001863_CT_AIRB 5493001JZ37UBBZF6L49 INE062A01012 SBIN IN EQUITY State Bank of India IN Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001864_CT_AIRB 549300ZFEEJ2IP5VME73 US8574771031 STT US EQUITY State Street Corp US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001865_CT_AIRB JP3890350006 8316 JP EQUITY Sumitomo Mitsui Financial Group JP Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001866_CT_AIRB 7E1PDLW1JL6TS0BS1G03 US8679141031 STI US EQUITY SunTrust Banks Inc. US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001867_CT_AIRB NHBDILHZTYCNBV5UYZ31 SE0000193120 SHBA SS EQUITY Svenska Handelsbanken SE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001868_CT_AIRB M312WZV08Y7LYUC71685 SE0000242455 SWEDA SS EQUITY Swedbank SE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001869_CT_AIRB GP5DT10VX1QRQUKVBK64 DK0010311471 SYDB DC EQUITY Sydbank DK Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001870_CT_AIRB NORZ JP EQUITY The Norinchukin Bank JP Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001871_CT_AIRB PT3QB789TSUIDF371261 CA8911605092 TD CN EQUITY Toronto-Dominion Bank CA Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001872_CT_AIRB N1GZ7BBF3NP8GI976H15 US9029733048 USB US EQUITY U.S. Bancorp US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001873_CT_AIRB 81560097964CBDAED282 UBI IM EQUITY UBI Banca IT Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001874_CT_AIRB BFM8T61CT2L1QCEMIK50 CH0024899483 UBSN VX EQUITY UBS CH Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001875_CT_AIRB 549300TRUWO2CD2G5692 IT0004781412 UCG IM EQUITY Unicredit IT Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001876_CT_AIRB IO66REGK3RCBAMA8HR66 SG1M31001969 UOB SP EQUITY United Overseas Bank Ltd. SG Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001877_CT_AIRB RU000A0JP5V6 VTBR RX EQUITY VTB Bank RU Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001878_CT_AIRB PBLD0EJDB5FWOLXP3B76 US9497461015 WFC US EQUITY Wells Fargo & Company US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001879_CT_AIRB EN5TNI6CI43VEPAMHL14 AU000000WBC1 WBC AU EQUITY Westpac AU Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001880_CT_AIRB KR7053000006 053000 ks equity Woori Finance Holding KR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001881_CT_AIRB 2138002Y3WMK6RZS8H90 NATIONAL BANK OF ABU DHABI AE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001882_CT_AIRB A6NZLYKYN1UV7VVGFX65 BE 0404453574 Argenta Spaarbank NV/SA BE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001883_CT_AIRB 529900WPR59SSV2AOJ29 BE 0414392710 BNP Paribas Fortis Factor BE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001884_CT_AIRB KGCEPHLVVKVRZYO1T647 BE 0403199702 BNP PARIBAS FORTIS SA/NV BE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001885_CT_AIRB 549300OZ46BRLZ8Y6F65 BE 0429875591 Euroclear Bank SA/NV BE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001886_CT_AIRB JLS56RAMYQZECFUF2G44 BE 0403200393 ING BELGIUM SA/NV BE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001887_CT_AIRB 5493008QOCP58OLEN998 BE 0404453475 Investar BE Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001888_CT_AIRB 6B2PBRV1FCJDMR45RZ53 BE 0462920226 KBC BANK NV BE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001889_CT_AIRB Q5BP2UEQ48R75BOTCB92 Ceskoslovenska obchodni banka as CZ Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001890_CT_AIRB KR6LSKV3BTSJRD41IF75 2900164-1 64948242 UNICREDIT CZ/SK PRA CZ Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001891_CT_AIRB 2ZCNRR8UK83OBTEK2170 1103210-9 HRB42148 Unicredit Bank AG DE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001892_CT_AIRB 529900GJD3OQLRZCKW37 1134792-9 HRB1819 VOLKSWAGEN BANK GMBH DE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001893_CT_AIRB CXW2O4H2U3MBVXMY1773 NORDEA BANK FINLAND PLC FI Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001894_CT_AIRB 969500VHCVGOH0RM3X42 AXA CORPORATE SOLUTIONS ASSURANCE FR Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001895_CT_AIRB 549300WCGB70D06XZS54 BNP Paribas Securities Services FR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001896_CT_AIRB 1VUV7VQFKUOQSJ21A208 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK FR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001897_CT_AIRB F4G136OIPBYND1F41110 DEXIA CREDIT LOCAL FR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001898_CT_AIRB KX1WK48MPD4Y2NCUIZ63 NATIXIS SA FR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001899_CT_AIRB QP3XKRKS0CX2T3O07L95 02857033 CARGILL GLOBAL FUNDING PLC GB Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001900_CT_AIRB 549300ZT0RVWCG8T4L55 03196171 CLERICAL MEDICAL INVESTMENT GROUP LTD GB Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001901_CT_AIRB TXDSU46SXBWIGJ8G8E98 00995939 RBC EUROPE GB Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001902_CT_AIRB 0LC1OXN013FUKQASJB58 1466050-0 ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED GG Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001903_CT_AIRB 2HI3YI5320L3RW6NJ957 1116658-4 THE HONGKONG AND SHA HK Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001904_CT_AIRB N1FBEDJ5J41VKZLO2475 3445100Z ID Equity CITIBANK EUROPE PLC IE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001905_CT_AIRB HRRVUBV0XN84YQZT6245 XS0227637500 DEPFA BANK PLC-DUBLIN HEAD OFFICE IE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001906_CT_AIRB EQYXK86SF381Q21S3020 3459384Z LN Equity MERRILL LYNCH INTERNATIONAL BANK LIMITED IE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001907_CT_AIRB 549300F99IL9YJDWH369 1105105-9 HSBC BANK MIDDLE EAST LIMITED JE Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001908_CT_AIRB C3GTMMZIHMY46P4OIX74 1123361-6 019901008846 THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE JP Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001909_CT_AIRB 549300OL514RA0SXJJ44 B9248 CLEARSTREAM BANKING S.A. LU Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001910_CT_AIRB 5493006YXS1U5GIHE750 European Investment Bank LU Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001911_CT_AIRB 549300X34UUBDEUL1Z91 XHB GR EQUITY HSBC BANK MALTA PLC MT Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001912_CT_AIRB G8ZTNESVNKW4NN761W05 KvK 33170459 0000 ABN AMRO CLEARING BANK NV NL Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001913_CT_AIRB X3CZP3CK64YBHON1LE12 KvK 33002587 1594 THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE NL Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001914_CT_AIRB HZSN7FQBPO5IEWYIGC72 ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE NZ Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001915_CT_AIRB 54930044PULMORCKB765 SAUDI ARABIAN MONETARY AGENCY SA Institutions sample Central banks Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001916_CT_AIRB CWZ8NZDH5SKY12Q4US31 Citibank AS TR Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001917_CT_AIRB B4TYDEB6GKMZO031MB27 Bank of America NA US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001918_CT_AIRB HPFHU0OQ28E4N0NFVK49 BANK OF NEW YORK MELLON US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001919_CT_AIRB E57ODZWZ7FF32TWEFA76 Citibank NA US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001920_CT_AIRB 7H6GLXDRUGQFU57RNE97 KvK 33278302 0000 JPMorgan Chase Bank N US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001921_CT_AIRB 571474TGEMMWANRLN572 1203023-5 STATE STREET BANK AND TRUST COMPANY BOSTON — MASSACHUSETTS US Institutions sample Credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000001_CT_SLSC 1040 58237v 0296104D AV EQUITY ALPINE Bau GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000002_CT_SLSC 5299005VO3GJ18GL5F14 8670870 310593f AMAG Austria Metall AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000003_CT_SLSC 549300VZKC61IR5U8G96 26972 50935f AT0000730007 ANDR AV EQUITY ANDRITZ AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000004_CT_SLSC 529900LMTI8YSE62EI88 LHA GF Equity AUSTRIAN AIRLINES AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000005_CT_SLSC 5299004QD601B8U1HD44 131830 109445z Austrian Gaming Industries GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000006_CT_SLSC 529900J7EWWGQ375DL84 2410 53507m AVL List GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000007_CT_SLSC 226424 58036y Bauunternehmung Granit Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000008_CT_SLSC 160431 89102h BENE AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000009_CT_SLSC 529900ZAFSOBVFCKF263 319670d 0456855D AV EQUITY Benteler International Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000010_CT_SLSC 5299000SY4448XU04857 847216 86959g CAG Holding GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000011_CT_SLSC 5299003V84MVB5A3C324 5762600 231192p CARBONES HOLDING GMBH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000012_CT_SLSC 529900G8XM6H1XVZBJ73 67504 99639d Casinos Austria Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000013_CT_SLSC 529900VN62L73X2OJX85 5200326 212163f conwert Immobilien Invest SE AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000014_CT_SLSC 7161956 270027z DCM DECOmetal GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000015_CT_SLSC 76350 67493f dm drogerie markt GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000016_CT_SLSC 5299002NFQKOBT1E8569 3570614 156765m DO & CO Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000017_CT_SLSC 5299004ARAOQMGTWCI13 125709 70342w Doppelmayr Seilbahnen GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000018_CT_SLSC 54930060U4XOVED1T359 5536812 223028h EconGas GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000019_CT_SLSC 529900WJZJAEI0VBLP60 Egger Holzwerkstoffe GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000020_CT_SLSC 52990048A4N0S24VG982 159026 42973x Eglo Leuchten GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000021_CT_SLSC 529900N8OA1GVSR5R946 30988 76532y Energie AG Oberösterreich AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000022_CT_SLSC 529900BMPGUGAFYYAV45 6106 126805d Energie Burgenland AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000023_CT_SLSC 529900WID59A60HHYX13 2795493 145825z Erber Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000024_CT_SLSC 529900P4JZBFEVNEAE60 EVN AV Equity EVN AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000025_CT_SLSC 9907106 347483f Felbermayr Holding GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000026_CT_SLSC 549300FQ2ILBH7DJ6I45 1754530 42984m Flughafen Wien Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000027_CT_SLSC 529900RJAN0LNMW7Q775 1312138 89381v HABAU Hoch- und Tiefbaugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000028_CT_SLSC 5299000X53SAWQMDFF06 58114 26451z Hofer Kommanditgesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000029_CT_SLSC 1640348 47654f Hyundai Import Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000030_CT_SLSC 529900RQJADHH91ABP14 2777363 144991y Infineon Technologies Austria AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000031_CT_SLSC 529900DSSMPIR6R3GO43 130311 64543t J. u. A. Frischeis Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000032_CT_SLSC 5299008ARRNJFPBNTM78 4155033 178368g Kapsch BusinessCom AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000033_CT_SLSC 529900A9NX1TM65N4176 21369 99133i KELAG-Kärntner Elektrizitäts-Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000034_CT_SLSC 1376136 94579m Leiner Immobilien GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000035_CT_SLSC 25798 32725a Leyrer + Graf Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000036_CT_SLSC 1216520 106825x Management Trust Holding Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000037_CT_SLSC 529900JYVV57QBKV9G11 1991078 35673k MFC Commodities GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000038_CT_SLSC 529900WFARKZGRCQ8652 MONTANA TECH COMPONENTS GMBH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000039_CT_SLSC 213800CUWJ54846X6779 1760513 40450k Montanwerke Brixlegg Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000040_CT_SLSC 529900UUANUJ60MNMX97 71396w 7716424Z AV EQUITY ÖBB — Infrastruktur Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000041_CT_SLSC 529900UOHXZ1BIORCV04 6467385 248742y ÖBB-Personenverkehr Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000042_CT_SLSC 529900B76VL5KG71J029 6515541 250198p ÖBB-Postbus GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000043_CT_SLSC 529900UZY47TEIFNF978 6496644 249666g ÖBB-Produktion Gesellschaft mbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000044_CT_SLSC 549300V62YJ9HTLRI486 93363z AT0000743059 OMV AV EQUITY OMV Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000045_CT_SLSC 3512231 154148p Österreichische Bundesforste AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000046_CT_SLSC 529900IFAV83BX8O1O91 526819 33393h AT0000758305 PAL AV EQUITY PALFINGER AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000047_CT_SLSC 957313 115289v QuadraCir AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000048_CT_SLSC 5299000HTNHA5ACH9N32 1074393 56247t 495680Z AV EQUITY Red Bull GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000049_CT_SLSC 529900ENFTO28GS3KF76 1813722 78563i Rohöl-Aufsuchungs Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000050_CT_SLSC 5299005U4ZMMSYUJ5G02 7113951 267218v ROXCEL Handelsgesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000051_CT_SLSC 5493000C4S664YT7T556 38229 51350s Salzburg AG für Energie, Verkehr und Telekommunikation AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000052_CT_SLSC 549300XBCUMUR5CI0181 Sappi Papier Holding GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000053_CT_SLSC 5299002XAOMQWAIZMA51 271020 128056v Schmid Industrieholding G.m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000054_CT_SLSC 52990021T5LVTQOGSU18 39594 60562m Siemens Aktiengesellschaft Österreich AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000055_CT_SLSC 52990020WIPPT0HC0V31 Steinhoff Europe AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000056_CT_SLSC 529900TYYSRJH2VJSP60 421065 88983h AT000000STR1 STR AV EQUITY Strabag SE AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000057_CT_SLSC 529900BTWJ6SISLJ5854 5880980 235264b SWARCO AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000058_CT_SLSC 529900SCL1LJL8PZNI48 501247 83175t Swietelsky Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000059_CT_SLSC 529900V54UV5XQUK5S85 FN155563W TKA AV Equity Telekom Finanzmanagement GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000060_CT_SLSC 529900OOW8ELHOXWZP82 UN9 GS Equity UNIQA Insurance Group AG AT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000061_CT_SLSC 549300IFXHQIB5POT565 3734340 162844b VAMED ENGINEERING GmbH & CO KG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000062_CT_SLSC 5299006UDSEJCTTEJS30 45926 76023z AT0000746409 VER AV EQUITY VERBUND AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000063_CT_SLSC 529900ZAXBMQDIWPNB72 2147807 66209t AT0000937503 VOE AV EQUITY voestalpine AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000064_CT_SLSC 5299008VQJD65XCUPR16 1134770-5 HRA661038 6830553Z AV EQUITY Voith Turbo GmbH & Co. KG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000065_CT_SLSC 529900VXIFBHO0SW2I31 46434 77676f AT0000831706 WIE AV EQUITY Wienerberger AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000066_CT_SLSC 529900OS67T49AW45S74 194255 121150m 665707Z AV EQUITY WIENERBERGER FINANZ SERVICE GMBH AT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000067_CT_SLSC 529900OJFTLS1RYWIF55 9565779 336561v XXXLutz KG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000068_CT_SLSC 529900IIODYNYAZ2ID26 ZUMTOBEL AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000069_CT_SLSC 54930002QM8QVWM56E14 Amcor Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000070_CT_SLSC WZE1WSENV6JSZFK0JC28 BHP AU EQUITY BHP Billiton Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000071_CT_SLSC 6026550Z AU EQUITY Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000072_CT_SLSC JOR7RJTXUXBRJ4UA5G70 CCL AT Equity Coca-Cola Amatil Limited AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000073_CT_SLSC 549300HPMK7UWN02N804 PA3337938 CWN AT Equity Crown Group Finance Limited AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000074_CT_SLSC LEI AU EQUITY Leighton Holdings Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000075_CT_SLSC ACMHD8HWFMFUIQQ8Y590 MQG AU EQUITY Macquarie Group Ltd AU Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000076_CT_SLSC ZSN2LWNPYW6ISMRUC664 ORG AU EQUITY Origin Energy Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000077_CT_SLSC 5493008XVFHYYV0YHN70 HUWA GF Equity Powercor Australia, LLC AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000078_CT_SLSC YLXNW6TI6QSK1H8H0N82 QAN AU EQUITY Qantas Airways Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000079_CT_SLSC 520433129 SPT AU EQUITY Spotless Holding SAS AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000080_CT_SLSC PCTXNQGRJVR3OG33JG65 TLS AT Equity Telstra Corporation Limited AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000081_CT_SLSC 5493003L32ZX9557ST85 WES AU EQUITY Wesfarmers Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000082_CT_SLSC QNWEWQBS7HP85QHXQL92 Woolworths Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000083_CT_SLSC G05OZ4J4E05KDATL0J93 AG Insurance BE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000084_CT_SLSC 549300IHBDUTUNQJJB79 16342 AGFB BB EQUITY Agfa-Gevaert NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000085_CT_SLSC 549300N22C0GCT5BUD97 26198 AJINOMOTO OMNICHEM BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000086_CT_SLSC 116163 ALBELEC BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000087_CT_SLSC 225626 ALCATAN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000088_CT_SLSC 5493008H3828EMEXB082 ABI BB EQUITY Anheuser-Busch InBev NV/SA [ABInBev] BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000089_CT_SLSC 549300BKDDQ56JWCBT72 1098030 AQUAFIN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000090_CT_SLSC 549300B4HNIJSAWU1C95 1138391 ARPAL MANAGEMENT BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000091_CT_SLSC 213800R1F1EJYM4ICO85 444734706 BE 0444734706 Barry Callebaut Services BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000092_CT_SLSC 549300CWRXC5EP004533 BELG BB Equity Belgacom S.A. BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000093_CT_SLSC 549300R9I8GUZLNIV408 890082292 Brussels Airport Company S.A./N.V. BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000094_CT_SLSC 433287 CENTRE HOSPITALIER CHRETIEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000095_CT_SLSC 81095 CHAUSSURES CECIL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000096_CT_SLSC 549300IP2F5TKUC0GF38 82988 CHEMITEX BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000097_CT_SLSC 549300TM914CSF6KI389 149177 COFB BB EQUITY COFINIMMO BE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000098_CT_SLSC 184723 COLLIGNON ENG. BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000099_CT_SLSC 201775 COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000100_CT_SLSC 213800DMG7PUQHINO388 BE 0401641663 Louis Delhaize — Compagnie franco-belge d'Alimentation BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000101_CT_SLSC 255648 DOD BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000102_CT_SLSC 1145532 EDIFICIO BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000103_CT_SLSC T0YOOBZO4L6YAD6SAV65 14206 403170701 ELEB BB EQUITY ELECTRABEL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000104_CT_SLSC 549300JC3HI3K7ZSYU66 1329681 ELEM BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000105_CT_SLSC 549300S1MP1NFDIKT460 BE 0476388378 ELI BB Equity ELIA SYSTEM OPERATOR BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000106_CT_SLSC 5493001XW6MSHRMFLU28 ENI GY Equity eni finance international SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000107_CT_SLSC 549300VO7PUETX031S03 10309 BE 0860004176 ETEXCO SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000108_CT_SLSC 13771 ETS DE SIMONE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000109_CT_SLSC 52990053AH5LF0YZWD07 Euler Hermes Europe BE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000110_CT_SLSC 549300D80RYON74MEJ03 18181 EURN BB EQUITY Euronav NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000111_CT_SLSC 8RDWFWPP4PLMZ5PPQH32 Fluxys G SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000112_CT_SLSC 25281 G EN J VASTGOED BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000113_CT_SLSC 65807 HOET TRUCKING & RENTING BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000114_CT_SLSC 549300M48VNC2Z0MDG47 71844 HOTTLET FROZEN FOODS BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000115_CT_SLSC 549300GR6U0KHJD7DG07 IKEA SERVICE CENTRE N.V. BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000116_CT_SLSC 84089 INTERNATIONAL ORE ET FERTILIZER BELGIUM BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000117_CT_SLSC 85640 JEAN WAUTERS-ACIERS SPECIAUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000118_CT_SLSC 111717 M.G.S. BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000119_CT_SLSC 5493004FKZI586397240 Magotteaux International SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000120_CT_SLSC 549300Q80KFPKZC6BQ79 144096 MENOUQUIN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000121_CT_SLSC 166601 N.V BESIX S.A BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000122_CT_SLSC 5493002HHHFTG6G3BG36 BE 0431676229 OME BB EQUITY OMEGA PHARMA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000123_CT_SLSC 168945 OPIO BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000124_CT_SLSC 192350 PHARMACIES SERVAIS BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000125_CT_SLSC 54930064JCEXFA8M0W31 202291 BE 0405747040 PRAYON BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000126_CT_SLSC 204834 PRO CONCEPT M P J BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000127_CT_SLSC 549300NMIBTX17HWF142 233001 RARE GEMS BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000128_CT_SLSC 549300X72GEQB1X8K911 247664 ROULARTA MEDIA GROUP BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000129_CT_SLSC 529900PY79CWSUGVK810 249233 S.A. CORMAN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000130_CT_SLSC 549300O3VKWJUM16UI64 257312 SAMIR GEMS BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000131_CT_SLSC 213800WWE8U6DC99NP03 SCR Sibelco NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000132_CT_SLSC 257564 SEADCO BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000133_CT_SLSC 213800WDGKCVWZAN1N02 1051701 465409265 0790057D BB EQUITY SILFIN NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000134_CT_SLSC 294964 SOBEMO BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000135_CT_SLSC 302642 SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000136_CT_SLSC 549300BB5CXGL9YV0D53 303429 SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000137_CT_SLSC 303783 SOCIETE D'APPLICATIONS ET DE TRAVAUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000138_CT_SLSC 549300MMVL80RTBP3O28 556814 SOLB BB EQUITY Solvay SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000139_CT_SLSC 923107 TEAM KALORIK GROUP BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000140_CT_SLSC 549300ZKLIF7RP6EH823 BE 0412101728 TESB BB EQUITY Tessenderlo Chemie BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000141_CT_SLSC 953398 TEX ALLIANCE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000142_CT_SLSC 1044409 TOP-TEX BENELUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000143_CT_SLSC 2138008J191VLSGY5A09 UCB BB EQUITY UCB SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000144_CT_SLSC 529900F3AIQECS8ZSV61 UMI BB EQUITY Umicore SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000145_CT_SLSC 5493008MCDJ4Y6D5SI04 1113512 UNISTEEL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000146_CT_SLSC 1140588 UNIVERSITE LIBRE DE BRUXELLES BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000147_CT_SLSC 549300TRHV6F6IE14H93 1159858 BE 0404060032 Van Hool nv BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000148_CT_SLSC 1231271 VASTGOED MANAGEMENT ASSOCIATIE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000149_CT_SLSC 529900RAZGQHX0VFTK05 Volkswagen Group Services S.A. BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000150_CT_SLSC 549300NWW2UDYHH65J03 1911623 WILDO PROPERTIES BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000151_CT_SLSC 5299007TSQVOLXOABA65 1364744 ZF WIND POWER ANTWERPEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000152_CT_SLSC 4P8GJCF52NVFW7UL4C95 18630 ACE US Equity ACE Tempest Reinsurance Ltd. BM Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000153_CT_SLSC 549300J3KKX1PEJGDW36 ACGL US Equity Arch Reinsurance Ltd. BM Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000154_CT_SLSC UNZWILHE4KMRP9K2L524 34678 NCLH UW Equity NCL Corporation Ltd. BM Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000155_CT_SLSC V5EGRCZCH7FN6WX41891 OEH UN Equity Orient-Express Hotels Ltd. BM Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000156_CT_SLSC 549300F7ZDOIMR4PZW67 IPG US Equity Pacnet Limited BM Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000157_CT_SLSC V7TL7UQFHNWUEMDZ3X02 RNR US Equity Renaissance Reinsurance Ltd. BM Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000158_CT_SLSC 5493008CA3NMHYEVT131 VimpelCom Ltd. BM Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000159_CT_SLSC BMG455841020 HAL TRUST BM Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000160_CT_SLSC 5493001QYTIDILBVYO18 Companhia Brasileira de Aluminio BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000161_CT_SLSC 549300TH5Q6VRP8OT012 ABI LI Equity Companhia de Bebidas das Americas (AmBev) BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000162_CT_SLSC 549300EM51WYXFHUY333 Embraer S.A. BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000163_CT_SLSC FIBR3 BZ EQUITY Fibria Celulose SA BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000164_CT_SLSC 5493000J801JZRCMFE49 XPBR SQ Equity Petroleo Brasileiro S.A. — PETROBRAS BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000165_CT_SLSC VALE5 BZ EQUITY Vale SA BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000166_CT_SLSC LXVM6T3LO7QIZ8LUZ688 Votorantim Cimentos S.A. BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000167_CT_SLSC 55S3547PRDP469JRO238 2880814 AGU CT Equity Agrium Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000168_CT_SLSC 4B4HI3CGXMBDC0G6BM51 AC/A CT Equity Air Canada CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000169_CT_SLSC 549300OSW32RVX8CCZ87 ANCUF PQ Equity Alimentation Couche-Tard Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000170_CT_SLSC DR5LKEURSR8SXLM64266 7501889 ALA CT Equity AltaGas Ltd. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000171_CT_SLSC 0O4KBQCJZX82UKGCBV73 ABX CN EQUITY Barrick Gold Corp CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000172_CT_SLSC 5493001I9203PRB5KR45 BCE CT Equity BCE Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000173_CT_SLSC 549300VPM8ERH1Q42198 Bell Canada CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000174_CT_SLSC W7L3VLU8EHQY34Z36697 BBD/B CN EQUITY Bombardier Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000175_CT_SLSC 36ZUFRRMJERSM4Q0S289 746053 BPO CT Equity Brookfield Office Properties Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000176_CT_SLSC 3SU7BEP7TH9YEQOZCS77 CNI UN Equity Canadian National Railway Company CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000177_CT_SLSC 5493008IGIA1HJMDJS40 1722453 CNQ CT Equity Canadian Natural Resources Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000178_CT_SLSC NXIVWPYOIVYXFF6WCZ47 CVE CN EQUITY Cenovus Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000179_CT_SLSC 549300WSRCZY73ZG3090 00326711660005 CGI GROUP INC. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000180_CT_SLSC XYSIJOU3HNVROZWNA008 UFS CT Equity Domtar Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000181_CT_SLSC 98TPTUM4IVMFCZBCUR27 ENB CN EQUITY Enbridge Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000182_CT_SLSC CZ72ZHBVKZXQRV3XFE26 ECA CN EQUITY Encana CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000183_CT_SLSC 549300679TRDUXPT7415 206654303 EPCOR Utilities Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000184_CT_SLSC I2YOHH65IBBT53JFYQ52 G CT Equity Goldcorp Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000185_CT_SLSC B1EEF6ML54YDWRC6ZK53 2015335496 Harvest Operations Corp. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000186_CT_SLSC 549300UEBMAQDN0K0R06 K CN EQUITY Kinross Gold Corp CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000187_CT_SLSC 95RWVLFZX6VGDZNNTN43 MG CN EQUITY Magna International Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000188_CT_SLSC 6Q7WW7FQZR6X22IL2I79 Nexen Energy ULC CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000189_CT_SLSC 549300O4ZJZZOHH4H804 3572862 NBD CT Equity Norbord Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000190_CT_SLSC 5493007M1XGU5E55ZJ25 NOVA Chemicals Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000191_CT_SLSC 549300HDLRTPBQU69P29 BIN CT Equity Progressive Waste Solutions Ltd. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000192_CT_SLSC 549300A0QNNPY14D9106 SCC CT Equity Sears Canada Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000193_CT_SLSC 3XCBVWUPHGBZ5GF7TY15 SU CN EQUITY Suncor Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000194_CT_SLSC NQWTWUIL1PK7V7N5Y468 TLM CN EQUITY Talisman Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000195_CT_SLSC T8KI5SQ2JRWHL7XY0E11 TCK/B CN EQUITY Teck Resources Ltd [Ex-Teck Cominco Ltd] CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000196_CT_SLSC YHKQM2RIPKZYOZ6RVZ46 TK US Equity Teekay Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000197_CT_SLSC L2TEUTQ8OSHMJWVLCE40 T CT Equity TELUS Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000198_CT_SLSC 549300561UZND4C7B569 884903 TOC GF Equity Thomson Reuters Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000199_CT_SLSC HJZQGXYTVV2NWJZLPW74 TOM GY Equity Toyota Credit Canada Inc. CA Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000200_CT_SLSC 5BV01I6231JPDAPMGH09 TRP UN Equity TransCanada PipeLines Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000201_CT_SLSC PRAQ4VOSFIK7OQ8Z2512 4406354 VALE3 BS Equity Vale Canada Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000202_CT_SLSC WT03B8BB1IX8WI9ZGV02 Vermilion Energy Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000203_CT_SLSC 549300WHE4O6UJ2KU013 Yamana Gold Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000204_CT_SLSC 5493003DNMEAO1DT3F51 ABBN VX EQUITY ABB Ltd [Asea Brown Boveri] CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000205_CT_SLSC NI14Y5UMU60O7JE9P611 ADEN VX EQUITY Adecco SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000206_CT_SLSC 549300Q3WREIMQYFBC20 0170576D SW EQUITY Ameropa AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000207_CT_SLSC 5493007KVRV2OKRXFA55 CH-020.3.035.716-8 AML LN Equity Amlin AG CH Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000208_CT_SLSC 529900H7ZPIGI2U3CJ14 AXPO TRADING AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000209_CT_SLSC 213800Y5RWKLDPUTT265 BARN SW EQUITY Barry Callebaut AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000210_CT_SLSC 529900UPDCU6WEL7W167 BALN VX Equity Basler Versicherung AG CH Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000211_CT_SLSC 2816554-6 HRB54517 DE000DCAG010 7705815Z SW EQUITY DEMAG CRANES AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000212_CT_SLSC 5493002MXX2JLKWLE880 567151Z SW EQUITY Duferco SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000213_CT_SLSC 549300I08UA8SMJON743 CH-270.3.002.354-9/ DUFN EB Equity Dufry international AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000214_CT_SLSC 549300ADLU67CYBFIW70 CH-645.1.008.684-9 Elsevier Finance SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000215_CT_SLSC 529900Y8BGAFVVVYVN24 GATE SE Equity gategroup Holding AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000216_CT_SLSC 213800SVRMQA1TD91D41 GIVN VX Equity Givaudan SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000217_CT_SLSC 213800PSSU2QXF1WLR89 GLEN LN EQUITY Glencore International AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000218_CT_SLSC 549300DHSS9U1QKJZG57 KvK 34275373 0000 1002136Z SW EQUITY GUNVOR INTERNATIONAL BV CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000219_CT_SLSC 529900EHPFPYHV6IQO98 HOLN VX EQUITY Holcim Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000220_CT_SLSC 529900Q0YED3805QXQ66 KUEHNE AND NAGEL INTERNATIONAL AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000221_CT_SLSC 52990074N8ID7UPV7A95 LIEBHERR-INTERNATIONAL AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000222_CT_SLSC 549300EFW4H2TCZ71055 Lonza Group AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000223_CT_SLSC KY37LUS27QQX7BB93L28 CH-550.0.067.293-5 CH0038863350 NESN.VX NESTLE SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000224_CT_SLSC 529900I2PEF1FN6N6723 2284161Z SW EQUITY Nord Stream AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000225_CT_SLSC NOVN VX EQUITY Novartis AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000226_CT_SLSC 549300HUJ5CJUX02RS52 OMV SUPPLY & TRADING AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000227_CT_SLSC 5299002JRTT699WFOV74 OMYA (Schweiz) AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000228_CT_SLSC 549300HMJAFUW4NSKI73 Paul Reinhart AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000229_CT_SLSC ROG VX EQUITY Roche Holding Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000230_CT_SLSC 529900PTQ0Z1J44SHZ08 CH-100.3.010.656-7 STLN SE Equity SCHMOLZ + BICKENBACH AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000231_CT_SLSC 549300R3N69ECGYPU434 SIK IX Equity Sika AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000232_CT_SLSC 213800Z8NOHIKRI42W10 NL0000226223 STM FP EQUITY STMICROELECTRONICS NV CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000233_CT_SLSC 5493000KUC3Z24U77V93 SLHN VX Equity Swiss Life Holding AG CH Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000234_CT_SLSC 5493005SL9HHOXS3B739 CHE-102.753.938 SCMN VX Equity Swisscom AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000235_CT_SLSC 549300HTOMQG20JYV568 SYNN VX Equity Syngenta AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000236_CT_SLSC KSVC38RP5WL6C6LJGG03 TYC US Equity Tyco International Ltd. CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000237_CT_SLSC 549300VBJS7MG74G2H60 Weatherford International Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000238_CT_SLSC WOS LN EQUITY Wolseley Plc CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000239_CT_SLSC XTA LN EQUITY Xstrata Plc CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000240_CT_SLSC 50ZCTKCMUDIABGHX3R52 Zurich Insurance Company CH Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000241_CT_SLSC 549300IF4IFG0FS0RM26 AESGENER CC Equity AES Gener S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000242_CT_SLSC 549300NLTGCFV7482429 CENCOSUD CC Equity Cencosud S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000243_CT_SLSC 549300YP3P0JZBLIV197 EMPRESA NACIONAL DEL PETROLEO CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000244_CT_SLSC 549300G475ACIABB4385 USG49215AA73 CMPC CC Equity Inversiones CMPC S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000245_CT_SLSC 549300HX3UUDPEFTG707 LAN CC Equity Latam Airlines Group S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000246_CT_SLSC 549300RUPF4SKMJPUR70 BLT LN Equity Minera Escondida Limitada CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000247_CT_SLSC 600031 CH EQUITY Sany Heavy Industry Co Ltd CN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000248_CT_SLSC A25574TZFLBNK7NWQT47 PRE CT Equity Pacific Rubiales Energy Corp. CO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000249_CT_SLSC 724500JV0VHPRVANL538 5778 ANN4327C1220 HUNTER DOUGLAS NV CW Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000250_CT_SLSC 213800MRTA64ULUE9919 CARBO ONE LIMITED CY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000251_CT_SLSC 549300OEZB4GETCGFX34 GUNVOR GROUP LTD CY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000252_CT_SLSC 549300IVA1PZNX2MN285 0163947D CY EQUITY Mercuria Energy Group Ltd CY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000253_CT_SLSC 2138001LK2Z2HSER4U15 PRS NO EQUITY PROSAFE CY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000254_CT_SLSC 31570010000000137835 1131604 29287391 ALTA, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000255_CT_SLSC 31570010000000116592 657856 25572881 ARMATURY Group a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000256_CT_SLSC 31570010000000075367 765380 28402758 BAK stavební společnost, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000257_CT_SLSC 31570010000000115525 834699 46504940 Cerea, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000258_CT_SLSC 31570010000000034336 1023328 70994226 České dráhy, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000259_CT_SLSC 315700CTFRL3U2DNMO58 633919 25085689 CETELEM ČR, a.s. CZ Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000260_CT_SLSC 529900S5R9YHJHYKKG94 CZ0005112300 CEZ CP EQUITY CEZ a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000261_CT_SLSC 315700XJHXU2PD40RU82 865668 48589837 DEKTRADE a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000262_CT_SLSC 529900C5PL4JGDILRZ94 837043 46678468 HOCHTIEF CZ a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000263_CT_SLSC 31570010000000099520 644725 25322257 IMOS Brno, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000264_CT_SLSC 31570010000000032687 1086806 931 METALIMEX a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000265_CT_SLSC 315700JDC49X4VSP6Z49 601013 14915 Metrostav a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000266_CT_SLSC 31570066GBSS7JYFEL35 817880 45193592 MJM Litovel a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000267_CT_SLSC 31570010000000120084 832322 46342796 OHL ŽS, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000268_CT_SLSC 31570010000000009116 699640 26463318 OTE, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000269_CT_SLSC 31570010000000026285 671247 25860038 Pars nova a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000270_CT_SLSC 315700LTSCT2O45NWM28 805950 43873189 PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000271_CT_SLSC 31570010000000115622 817271 45148155 Primagra, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000272_CT_SLSC 549300KL08IFWLTWLQ52 691287 26271303 Skanska a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000273_CT_SLSC 529900I8XOZDM4ZQSQ21 1025Z CP EQUITY Skoda Auto A.S. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000274_CT_SLSC 31570010000000031135 923751 62623753 ŠKODA TRANSPORTATION a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000275_CT_SLSC 213800Z39ZW4XHAAUA27 725860 27195147 SMP CZ, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000276_CT_SLSC 3157004ICDH3MRKW7534 889798 60193336 Telefónica Czech Republic, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000277_CT_SLSC 31570010000000055191 617997 18050646 TŘINECKÉ ŽELEZÁRNY, a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000278_CT_SLSC 3157007C98ILJK5ST356 609769 15886492 UniCredit Leasing CZ, a.s. CZ Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000279_CT_SLSC 315700EFFOU65ETZ0V16 886003 531766 UNISTAV a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000280_CT_SLSC 31570010000000001356 672337 25877950 VÍTKOVICE HEAVY MACHINERY a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000281_CT_SLSC 31570010000000003490 710607 26823357 VÍTKOVICE POWER ENGINEERING a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000282_CT_SLSC 31570010000000015033 697350 26415623 W.A.G. payment solutions, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000283_CT_SLSC 5493005KH7FO1T5TMX47 1236614-2 ASG GY Equity AachenMuenchener Lebensversicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000284_CT_SLSC 549300JSX0Z4CW0V5023 1319784-3 ADIDAS AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000285_CT_SLSC 549300X1WWPGMS47QQ72 1215807-7 ASG GY Equity Advocard Rechtsschutzversicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000286_CT_SLSC 529900SO83U6ISM6DL85 2832395-4 HRA36525B ALBA Group plc & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000287_CT_SLSC 529900K9B0N5BT694847 1100627-7 ALV GY Equity Allianz SE DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000288_CT_SLSC 529900C058B9OTVFTU36 2033673-1 HRB98981 ASKLEPIOS KLINIKEN GMBH HAMBURG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000289_CT_SLSC 549300FJWANEIJ25D318 1545974-6 Atlas Copco Energas GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000290_CT_SLSC 529900YNBT62HCUPRG10 1106210-6 AUGUST STORCK KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000291_CT_SLSC 5299005SHIN9ZK7GW242 1124841-6 HRB1775 DE0006766504 NDA GY EQUITY Aurubis AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000292_CT_SLSC 529900PXZU3YHO6HMD80 1130123-1 Axel Springer SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000293_CT_SLSC 529900AJX4TCFW0QT666 1104883-2 B. Braun Melsungen Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000294_CT_SLSC 529900PM64WH8AF1E917 1102017-9 HRB6000 DE000BASF111 BAS GR EQUITY BASF SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000295_CT_SLSC 529900XMQYET3NBF2363 2192515-1 HRB101375 DE0005168108 B5A GY EQUITY Bauer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000296_CT_SLSC 549300J4U55H3WP1XT59 1109561-9 BAYN GY EQUITY Bayer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000297_CT_SLSC YEH5ZCD6E441RHVHD759 1103190-3 BMW GY EQUITY Bayerische Motoren Werke AG [BMW AG] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000298_CT_SLSC 529900SM0FDLLYATXU36 1103233-1 BAYWA AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000299_CT_SLSC 5299001BUUGXAREGE533 1103821-3 BTG GR EQUITY Bertelsmann SE & Co. KGaA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000300_CT_SLSC 529900H0HULEN2BZ4604 1114115-7 BWMAHRB710296 GBF GY Equity Bilfinger SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000301_CT_SLSC 529900XBEZ2EYI9ZOV89 3010079-6 BMG Rights Management GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000302_CT_SLSC 529900FOTM78R9Q9NY89 1163617-2 HRB75534 2340173Z GR EQUITY BOSCH UND SIEMENS HAUSGERATE GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000303_CT_SLSC NNROIXVWJ7CPSR27SV97 2926464-5 BNR GY EQUITY Brenntag AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000304_CT_SLSC 529900OQDCYXCLQOAY53 1105482-2 Burda Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000305_CT_SLSC 5299000XH7YX33EJZP65 2730972-3 CARL ZEISS AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000306_CT_SLSC 52990076MX7KD2XYCH67 1111099-6 HRB9517 DE000CLS1001 CLS1 GY EQUITY Celesio AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000307_CT_SLSC 529900O4ND7T8ABIXF67 1235957-6 Claas Kommanditgesellschaft auf Aktien mbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000308_CT_SLSC 529900A7YD9C0LLXM621 1106273-4 HRB3527 DE0005439004 CON GY EQUITY CONTINENTAL AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000309_CT_SLSC 2294277Z GR EQUITY Coutinho & Ferrostaal GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000310_CT_SLSC 5299007VZZKH65OCN774 2781995-2 Cronimet Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000311_CT_SLSC 5299008ODF4EFHRI0G60 2402196-6 HRB8957 7097181Z GR EQUITY CWS-boco International GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000312_CT_SLSC 5299005LEM60UYKU5235 1106512-5 DACHSER Group SE & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000313_CT_SLSC 529900R27DL06UVNT076 2344103-3 HRB19360 DAI GR EQUITY Daimler AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000314_CT_SLSC 5299006S0UKN6D9ZP412 2451917-5 DB NETZ AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000315_CT_SLSC 529900I2DLZPTFPENJ05 1106744-4 DEHNER GMBH & CO KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000316_CT_SLSC 5299005A2ZEP6AP7KM81 2537834-0 ANN GF Equity Vonovia SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000317_CT_SLSC 52990063S23N13HU4E98 1818189-1 HRB50000B DBHN GR EQUITY DEUTSCHE BAHN AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000318_CT_SLSC 529900PH63HYJ86ASW55 1107110-7 HRB2168 LHA GY EQUITY DEUTSCHE LUFTHANSA AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000319_CT_SLSC 52990063W8KQHQMF4M43 2623414-6 DPW GF Equity Deutsche Post Finance B.V. DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000320_CT_SLSC 529900ITHU5Y51F1S257 1107106-5 DEUTSCHE SPARKASSEN LEASING AG & CO KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000321_CT_SLSC 549300V9QSIG4WX4GJ96 2185287-6 HRB6794 DTE GY EQUITY DEUTSCHE TELEKOM AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000322_CT_SLSC 529900KSWLV9JYE7NC83 2095980-5 HRB34977 DFS Deutsche Flugsicherung GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000323_CT_SLSC 529900QTO8D2QK2TJG32 1107340-0 Diehl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000324_CT_SLSC 529900Y1AT9MQF6UYT42 2836050-1 HRB203044 DMK DEUTSCHES MILCHKONTOR GMBH BREMEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000325_CT_SLSC 529900YZNQ3MUUZ02M47 1117002-4 HRB242 Douglas Holding AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000326_CT_SLSC 5299004W7VTLPROHR533 1125242-6 HRA8242 DR AUGUST OETKER KG BIELEFELD DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000327_CT_SLSC 529900EWEX125AULXI58 3008027-9 PAH3 GY EQUITY Dr Ing HCF Porsche AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000328_CT_SLSC 5493005UFVHY0PPNKD75 1107708-8 HRB7903HL DE0005550602 DRW3 GY EQUITY Drägerwerk AG & Co. KGaA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000329_CT_SLSC 52990076FKBR9THZ8C62 2779318-1 DYWIDAG-Systems International GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000330_CT_SLSC 529900Z8W8S8J1P7U364 1105067-1 HRA9905 E BREUNINGER GMBH CO STUTTGART DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000331_CT_SLSC Q9MAIUP40P25UFBFG033 1134262-3 HRB22315 EOAN GY EQUITY E.ON SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000332_CT_SLSC 5299000MT7P9STUCL908 1137158-0 Ed. Züblin Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000333_CT_SLSC 529900JSFZ4TS59HKD79 2331844-7 EBK GR EQUITY Energie Baden-Wurttemberg AG [EnBW] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000334_CT_SLSC 549300OQ94C7KRGGC351 2177540-8 ASG GY Equity Envivas Krankenversicherung AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000335_CT_SLSC 529900G1B8AXELNRG982 ALV GY Equity Euler Hermes Deutschland AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000336_CT_SLSC 41GUOJQTALQHLF39XJ34 1518676-0 154407Z GR EQUITY Evonik Industries AG (Evonic) DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000337_CT_SLSC 529900L64X6KZZW19R71 1108854-9 4501Z GR EQUITY EWE AG [Energieversorgung Weser-Ems] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000338_CT_SLSC 529900D7N2PTTZWFWN57 2579145-0 F.S. Fehrer Automotive GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000339_CT_SLSC 529900EI7R9SCEJP4T76 1109776-3 00311027000005 FERROSTAAL GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000340_CT_SLSC 529900WBP9HFX10RKB30 1110203-5 FLUGHAFEN MUNCHEN GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000341_CT_SLSC 529900VHM89GUAJ1RK35 1114926-7 HRB25 1048Z GR EQUITY FRANZ HANIEL & CIE GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000342_CT_SLSC 5299001ERX0K10IZUL40 1110198-7 FRAPORT AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000343_CT_SLSC XDFJ0CYCOO1FXRFTQS51 1110492-4 HRB11852 DE0005785604 FRE GY EQUITY FRESENIUS SE & CO. KGAA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000344_CT_SLSC 5299006NS9FCLFHZVL76 1578686-6 HRB714579 Freudenberg SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000345_CT_SLSC 529900KXMB40SPYJD743 2052428-6 HRB36569B 7013717Z GR EQUITY GAZPROM Germania GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000346_CT_SLSC 549300PHUU0ZZWO8EO07 1122951-5 GEA GR EQUITY GEA Group AG [Global Engineering Alliance] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000347_CT_SLSC 529900JGEOQMCDYOK785 1135188-9 Gelsenwasser AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000348_CT_SLSC 529900F916IVP0TJZK88 1051383-6 HRA11722 GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000349_CT_SLSC 5299006GD4UWSYZOKC28 2877346-3 HRB56040 GXI GY Equity Gerresheimer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000350_CT_SLSC 529900OJM5EX75OD8032 1113335-2 Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000351_CT_SLSC 529900K6BWO03KP4GU58 1113443-4 Giesecke & Devrient Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000352_CT_SLSC 529900J0V7C8Z8MLN980 2943243-2 Gigaset Communications GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000353_CT_SLSC 529900LPAX2H9S4NKU05 1215951-3 Gothaer Finanzholding AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000354_CT_SLSC 529900F4P4RV4Z50PI82 1114066-2 HRB527 GROSSKRAFTWERK MANNHEIM AG MANNHEIM DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000355_CT_SLSC HD52L5PJVBXJUUX8I539 2294348-4 HPL GR EQUITY Hapag-Lloyd AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000356_CT_SLSC 5299007CE1VJWKM99H49 1130882-2 HRB2680KI 4729Z GR EQUITY Hauptgenossenschaft Nord AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000357_CT_SLSC 529900MKHOFQI4A0XC48 2873755-9 HAWE Hydraulik SE DE Large corporate sample non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000358_CT_SLSC 52990022107L9199GO56 2588017-0 HDI Versicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000359_CT_SLSC 529900755OZXM37H4975 1115355-8 Heckler & Koch GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000360_CT_SLSC LZ2C6E0W5W7LQMX5ZI37 1126630-1 HRB330082 DE0006047004 HEI GY EQUITY HEIDELBERGCEMENT AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000361_CT_SLSC 529900ZM98OISTG16932 1115394-7 HDD GY Equity Heidelberger Druckmaschinen AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000362_CT_SLSC 529900PLX4ADJFWIY024 1135805-8 2550Z GR EQUITY Hella KGaA Hueck & Co DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000363_CT_SLSC 52990027B9ARY5AC8476 1115622-1 HELM AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000364_CT_SLSC 549300VZCL1HTH4O4Y49 1115688-2 HRB4724 DE0006048408 HEN3 GY EQUITY HENKEL AG & CO. KGAA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000365_CT_SLSC 5493007EO7JOPWXHBJ27 1740986-3 HRB3364 Heraeus Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000366_CT_SLSC 529900BVZYMVDRRSXY68 1306869-7 HRB390485 3540636Z GR EQUITY HERRENKNECHT AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000367_CT_SLSC 529900O7US4NP0J6XD12 1179777-6 HETTICH HOLDING GMBH & CO OHG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000368_CT_SLSC 529900Y25S8NZIYTT924 1116241-9 HOT GY EQUITY Hochtief AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000369_CT_SLSC 5299008WW53GLXRORN29 1350826-2 HRB2311 HBM GY Equity Hornbach-Baumarkt-AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000370_CT_SLSC 529900LFVU534EBRXD13 1104693-5 HUGO BOSS AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000371_CT_SLSC TSI2PJM6EPETEQ4X1U25 2443536-4 IFX GY Equity Infineon Technologies AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000372_CT_SLSC 529900FFRTWZQXTTUB07 1193155-7 7573220Z GR EQUITY Intersnack Knabber-Gebäck GmbH & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000373_CT_SLSC 529900DJMOF0DTSWHO38 2850239-1 HRB40163 JUWI AG WÖRRSTADT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000374_CT_SLSC 529900YURAYD4IJX2J91 1128982-4 HRB2669 SDF GY Equity K+S Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000375_CT_SLSC 1AW6P2GG0FOINEBZUQ05 VOD LN Equity Kabel Deutschland Vertrieb und Service GmbH. DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000376_CT_SLSC 529900WFRVF4SQ2EV734 1121308-9 HRA102851 509821Z GR EQUITY Kaufland Stiftung & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000377_CT_SLSC 529900CQ31CN6GV5LL52 2821686-9 NRWDUHRB20486 KCO GY Equity Kloeckner & Co. S.E. DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000378_CT_SLSC 5299001GRRO0Z25YZT52 1130169-4 Knorr-Bremse AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000379_CT_SLSC 529900IQ90WSXBWSTD78 1131272-5 KOENIG & BAUER AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000380_CT_SLSC 529900LUYJ0V8SOOT260 1173404-3 HRA4415 3612759z gr equity KRAFTVERKEHR NAGEL GMBH & CO. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000381_CT_SLSC 529900MAU9591GT2S236 2849255-1 KraussMaffei Technologies GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000382_CT_SLSC 529900NY2GSZWWUBW049 1120219-9 KRONES Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000383_CT_SLSC 529900BVAET534PD7C28 1119133-5 HRB21016 DE0006292006 KSB3 GY EQUITY KSB Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000384_CT_SLSC 529900VPRFDDIN7BE119 1117324-2 HRB22709 IWKG IX Equity KUKA AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000385_CT_SLSC 529900FR2K4P9L9XLV21 1119187-1 KWS SAAT SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000386_CT_SLSC 529900PTLRE72EMYIJ77 2451186-7 HRB53652 LXS GF Equity Lanxess AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000387_CT_SLSC 5299002HNCMIUBHOMK35 1121223-0 HRB202 DE0005408884 LEO GY EQUITY Leoni AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000388_CT_SLSC 529900EW0ZH7KAZ11H71 1797294-4 Lidl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000389_CT_SLSC WTV8QGD5UD7MMD4HS345 1121375-8 LIN GY Equity Linde AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000390_CT_SLSC 529900SL1W4KHVE18T81 1121582-9 LOHMANN + Co. AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000391_CT_SLSC 52990098TR1QJBWIYG58 1147145-5 MAHLE GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000392_CT_SLSC 52990018UPG26YRFSM46 1122332-8 HRB179426 DE0005937007 MAN GR EQUITY MAN SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000393_CT_SLSC 5299009Z8B0YE4ECMJ92 1044964-3 Media-Saturn Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000394_CT_SLSC 5299009WLGROB3HKM878 1522457-9 MEGGLE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000395_CT_SLSC 529900OAREIS0MOPTW25 2198479-4 HRB6164 MRK GF Equity Merck KGaA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000396_CT_SLSC 5299001X9L42HXEBCZ51 1188960-7 MEO GY EQUITY Metro AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000397_CT_SLSC 529900JAY79MT50JBH87 MEYER WERFT GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000398_CT_SLSC 213800E45LWMBVNF3R85 3052190-0 NRWGRHRB8959 MNDI LN Equity Mondi Consumer Packaging International AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000399_CT_SLSC 529900807L67JY81RD65 2755947-5 MTX GY Equity MTU Aero Engines AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000400_CT_SLSC 529900ISR2VNZV1C0T93 1182822-5 MVV Energie AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000401_CT_SLSC 529900UXIUW801PQDI37 2597701-8 N-ERGIE AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000402_CT_SLSC 529900HVDYCUWVD0OE76 2551585-9 NORDEX SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000403_CT_SLSC 549300UH52ZS8O00MO03 1125476-0 Osram GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000404_CT_SLSC 529900LMI5FN0KFOE272 1125552-8 HRA62024 OTVR GR EQUITY OTTO (GMBH & CO.KG) DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000405_CT_SLSC 529900ELIX8Z8PQ6CU28 2593300-3 PAPIERFABRIK PALM GMBH & CO.KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000406_CT_SLSC 529900HT3KJHBHNHDT64 1397102-3 HRB6100 259743Z GR EQUITY PERI GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000407_CT_SLSC 52990037VWJGYKGP9877 1131747-6 HRA3551 2590Z GR EQUITY PHOENIX Pharmahandel GmbH & Co KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000408_CT_SLSC 5299008XQJHPTOF8R354 2696731-5 241336g 661074Z GR EQUITY Porsche Corporate Finance GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000409_CT_SLSC 529900NY0WWQUKOMWQ37 2399699-4 PSM GY EQUITY ProSiebenSat 1 Media SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000410_CT_SLSC 529900Z5KBA9KJP6EK09 1196360-0 R+V Versicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000411_CT_SLSC 5299001OU9CSE29O6S05 1127893-4 RHM GY EQUITY Rheinmetall AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000412_CT_SLSC 529900F0LT5OP4SV6122 1104684-4 Robert Bosch GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000413_CT_SLSC 529900BZ1C5S5WQENF25 2820967-4 HRB721056 ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000414_CT_SLSC 529900GB7KCA94ACC940 2531238-0 HRB14525 DE0007037129 RWE GY EQUITY RWE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000415_CT_SLSC 529900Q5SR06C5T8NO26 1128992-3 HRB8372 7015557Z GR EQUITY Salzgitter Mannesmann Handel GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000416_CT_SLSC 529900D6BF99LW9R2E68 1308819-0 SAP GY EQUITY SAP SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000417_CT_SLSC 529900JL0HDVGZMUJF32 3043578-8 Schaeffler Verwaltung Zwei GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000418_CT_SLSC 529900D8QMD1LL0E2393 2800313-5 Schletter GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000419_CT_SLSC 529900DG0F6AGQAP6N55 1131407-7 55234831 SCHOLZ Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000420_CT_SLSC 5299009QTM3SJL9BNR19 2209676-2 Schott AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000421_CT_SLSC 529900ZCRUJ3J5PYWX81 2577577-6 RPW GR EQUITY SENVION GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000422_CT_SLSC 52990038IB31TYK07X63 1129569-8 SGL GY Equity SGL Carbon SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000423_CT_SLSC W38RGI023J3WT1HWRP32 1129508-6 HRB12300B SIE GY EQUITY Siemens Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000424_CT_SLSC 529900M1LIO0SLOBAS50 1532176-3 HRB1562 DE0003304002 SOW GY EQUITY Software AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000425_CT_SLSC 549300WM0X4AUT710770 3278292-2 Springer Science+Business Media Deutschland GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000426_CT_SLSC 529900FMTTLMH0P0DL10 1473528-6 STADA Arzneimittel Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000427_CT_SLSC 549300YTRYZPM57T3319 1132051-2 STADTWERKE HANNOVER AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000428_CT_SLSC 529900QOJGJ2975GD560 2971375-7 Stahlgruber Otto Gruber AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000429_CT_SLSC 5299003M4PGUGL48LS74 3094881-4 Styrolution Group GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000430_CT_SLSC 529900Y2V1QWBDCBT818 2653119-4 Südwestdeutsche Medien Holding GmbH DE Large corporate sample non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000431_CT_SLSC 529900S8QNB101D40S72 1130211-4 SZU GY EQUITY Sudzucker AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000432_CT_SLSC 529900D82I6R9601CF26 2819960-2 HRB200436 SYMRISE AG HOLZMINDEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000433_CT_SLSC 529900P710MOUBKZDL27 2269857-5 HEESHRB85143 Techem GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000434_CT_SLSC 529900COI81IT9N2Y682 3009289-4 HRB180660 THÜGA HOLDING GMBH + CO KGAA MÜNCHEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000435_CT_SLSC 549300UDG16DOYUPR330 2411649-3 HRB9092 DE0007500001 TKA GR EQUITY THYSSENKRUPP AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000436_CT_SLSC 529900JBK6KNC4HSW032 1672825-5 Tönnies Holding GmbH & Co. KG DE Large corporate sample non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000437_CT_SLSC 52990021AYVJLL2XMK94 2182800-9 HRB16654 7010965Z GR EQUITY TRIMET ALUMINIUM SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000438_CT_SLSC 529900SL2WSPV293B552 1126744-0 TUI1 GY EQUITY TUI AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000439_CT_SLSC 3VEKWPJHTD4NKMBVG947 2353095-9 United Internet AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000440_CT_SLSC XQMNIROSQAS7Y9TT7I97 NRWKOHRA24116 LBTYA UW Equity Unitymedia Hessen GmbH & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000441_CT_SLSC 529900I1IDJLEXFUYN67 3340688-5 WELTBILD GMBH & CO. KG, AUGSBURG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000442_CT_SLSC 529900AGED6PJE9AVL37 3185940-8 Vier Gas Transport GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000443_CT_SLSC 52990023338VFV5AIN59 1134669-9 HRA3389 VIESSMANN WERKE GMBH CO KG ALLENDORF DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000444_CT_SLSC W24EDTPHEV8NJOD4FA29 1627667-7 VNG-Verbundnetz Gas Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000445_CT_SLSC 5299004TYSI0Z73QUE46 1227804-0 HRB725621 Voith GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000446_CT_SLSC 529900NNUPAGGOMPXZ31 1134796-0 VOW3 GY EQUITY Volkswagen AG [VW] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000447_CT_SLSC 0NURKC5Q3CJYZPPK5046 1134904-0 WACKER CHEMIE AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000448_CT_SLSC 529900KKY5IMBX35M241 2679160-8 HRB7736 Wasser und Gas Westfalen GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000449_CT_SLSC 529900KQ44OJDIDU6J81 1135571-6 WEPA Hygieneprodukte GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000450_CT_SLSC 5299006E92R0717GXP27 3189637-6 HRA16706 0892272D GR EQUITY WINGAS GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000451_CT_SLSC 529900A8LX4KL0YUTH71 2543621-3 WDI GY Equity Wirecard AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000452_CT_SLSC 529900CAYOWB8YIG7X25 1136858-6 ZF FRIEDRICHSHAFEN AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000453_CT_SLSC 549300D2K6PKKKXVNN73 22756214 DK0010244425 MAERSKB DC EQUITY A.P.Møller-Mærsk A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000454_CT_SLSC 63965812 A/S SCHOUW & CO DK Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000455_CT_SLSC 549300ADWYS7RRJ8BG19 14244441 Aalborg Portland A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000456_CT_SLSC 549300Y047DQV30CKT47 49723911 ABENA HOLDING A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000457_CT_SLSC 549300PLP6WVTICKLD32 10526949 ALM. BRAND FORSIKRING A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000458_CT_SLSC 529900IJ6T4P1O10R377 25313763 ARLA FOODS A.M.B.A DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000459_CT_SLSC 25511484 Atea A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000460_CT_SLSC 213800KB128IK92MCD10 44782510 AVK Holding A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000461_CT_SLSC 2138009LJ6FGTV868W59 22069519 BYGMA GRUPPEN A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000462_CT_SLSC 5493008YL42784DMWN61 25508343 DK0010181676 CARLB DC EQUITY Carlsberg Breweries A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000463_CT_SLSC 27626904 Catering Engros A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000464_CT_SLSC 213800JF2XSR5NXGL660 12760043 Cheminova A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000465_CT_SLSC 549300MKPW8ZF3E8MW37 28318677 Chr. Hansen Holding A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000466_CT_SLSC 213800AWZ8U3FVALIO26 26259495 Coop Danmark A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000467_CT_SLSC 213800UW822WLK2HZF47 Copenhagen Airports Denmark ApS DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000468_CT_SLSC 529900BWY373HVUNIC90 28527411 Dagrofa ApS DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000469_CT_SLSC 13878595 Dagrofa S-Engros A/S (Foodservice) DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000470_CT_SLSC 213800FJJH5XFNFIAK90 23256118 Damstahl A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000471_CT_SLSC 5493007I2KABJNYPD639 20165715 DANFOSS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000472_CT_SLSC 59789317 Danish Agro A.M.B.A DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000473_CT_SLSC 21380063C9WS18D6WJ21 26121264 Danish Crown A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000474_CT_SLSC 2138007QUZXQLFGCSV45 24246930 DANSK LANDBRUGS GROVVARESELSKAB A DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000475_CT_SLSC 549300FQY6MX8USM0112 35954716 4166777Z DC EQUITY Dansk Supermarked A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000476_CT_SLSC 549300JUFTJMOTC28B39 28113951 Danske Commodities A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000477_CT_SLSC 213800ZCQ8X5QYJWVQ60 42344613 Det Danske Hedeselskab DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000478_CT_SLSC 549300JZVW1Y1UZ5UK38 14194711 DFDS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000479_CT_SLSC W9NG6WMZIYEU8VEDOG48 36213728 DONG Energy A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000480_CT_SLSC 529900X41C0BSLK67H70 58233528 DK0060079531 DSV DC EQUITY DSV A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000481_CT_SLSC 213800K83X1E9HF1MD69 55828415 DT Group A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000482_CT_SLSC 529900C0U279ORGJC950 45349918 Ecco Sko A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000483_CT_SLSC 213800Z47P2HZJKJSK23 75272014 EGM. INT. HOLD A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000484_CT_SLSC 549300JN1F17UXJMM315 17225898 ENERGI DANMARK A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000485_CT_SLSC 5299003X050CWGDW1Z87 Energinet.dk SOV DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000486_CT_SLSC 213800MXXDGQ3ITPXI41 58180912 DK0010234467 FLSMIDTH & CO. A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000487_CT_SLSC 549300036WZGCBDPDZ92 GF-Forsikring A/S (Unsolicited Ratings) DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000488_CT_SLSC 5493006R4KC2OI5D3470 56759913 H. Lundbeck A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000489_CT_SLSC 213800HTGI1CTA7CKP20 34728712 Hedegaard A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000490_CT_SLSC 213800NLXK98F6PC2R37 ISS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000491_CT_SLSC 549300RIPHN847476O42 J. LAURITZEN A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000492_CT_SLSC 54930032G32N1F8JBV10 KIRKBI INVEST A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000493_CT_SLSC UGKYQUOFW6QSIS3P4P93 47458714 LEGO DC EQUITY LEGO System A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000494_CT_SLSC 52990077KVK7QCK2NG31 56759514 LEO PHARMA A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000495_CT_SLSC 529900B5B2U7TIJN7757 MONJASA A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000496_CT_SLSC 213800WNLA5AH3U4WI67 12562233 MT HØJGAARD A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000497_CT_SLSC 549300UQ0QRC1KXGRE08 20293195 NEAS Energy A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000498_CT_SLSC 10845858 Nellemann Holding A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000499_CT_SLSC 529900197LKWCEQ0NL18 62725214 NKT HOLDING A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000500_CT_SLSC 2138007XB7AUOGS4N159 11142141 NORDIC SEAFOOD A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000501_CT_SLSC 2138005ON7KF6M74P542 81203113 Nordisk Dæk Import A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000502_CT_SLSC 549300DAQ1CVT6CXN342 NOVOB DC Equity Novo Nordisk A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000503_CT_SLSC 529900T6WNZXD2R3JW38 10007127 NOVOZYMES A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000504_CT_SLSC 213800LALFCP5FJXW153 62497718 Nowaco A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000505_CT_SLSC 213800PRY3GUP6B5GG04 39170418 OK A.m.b.A. DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000506_CT_SLSC 213800RE7TE67AUCJS21 11369677 Polar Seafood Denmark DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000507_CT_SLSC 213800QRC7LNX935OZ09 54879415 Rockwool International A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000508_CT_SLSC 42997811 SANISTÅL A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000509_CT_SLSC 549300M5XVDYG4I7CC28 14049673 Scan Global Logistics DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000510_CT_SLSC 5299003KG4JS99TRML67 31080185 SCANDINAVIAN TOBACCO GROUP A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000511_CT_SLSC 529900N96EOVRB114D28 14773908 DK0060228559 TDC DC EQUITY TDC A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000512_CT_SLSC 549300ZSIJREG4GDWJ45 Topdanmark A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000513_CT_SLSC 213800A5UXABGUQ3PX11 22460218 TORM A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000514_CT_SLSC 213800BIA5L8OPBER229 Tryg Forsikring A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000515_CT_SLSC 213800O8J7U9F8Q8VQ80 Tryg Garantiforsikring A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000516_CT_SLSC 14003606 Tulip Food Company A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000517_CT_SLSC 54930026SJ2OBLO6M470 25481968 Verdo A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000518_CT_SLSC 549300DYMC8BGZZC8844 00311171460005 VESTAS WIND SYSTEMS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000519_CT_SLSC 213800RM6L9LN78BVA56 71186911 WILLIAM DEMANT HOLDING A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000520_CT_SLSC 5493005044RTLQ5RZU70 Eesti Energia AS EE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000521_CT_SLSC 549300YENFNR57ZJ3X76 ABENER ENERGIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000522_CT_SLSC 8ZQH7RR6DBQZIX8PEQ84 ESA41002288 A41002288 ABG/P SM EQUITY ABENGOA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000523_CT_SLSC 549300GKFVWI02JQ5332 ESA08209769 A08209769 ABE SM EQUITY ABERTIS INFRAESTRUCTURAS SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000524_CT_SLSC 54930002KP75TLLLNO21 ESA31768138 A31768138 ANA SM EQUITY ACCIONA ENERGIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000525_CT_SLSC 95980020140005558665 ESA28004885 A28004885 ACS SM EQUITY Actividades de Construccion y Servicios SA [ACS Group] ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000526_CT_SLSC 213800NKU21ZN7P7RT54 ESA84409408 A84409408 AMS SM EQUITY Amadeus IT Group SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000527_CT_SLSC ESA26019992 A26019992 0468005D SM EQUITY AQUALIA GESTION INTEGRAL DEL AGUA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000528_CT_SLSC 95980020140005491929 A78839271 A3M ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000529_CT_SLSC 549300MXEGOT8MV1B924 ESA62186556 A62186556 ONO SM EQUITY CABLEUROPA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000530_CT_SLSC 549300CGERG48M7P5E96 CENTROS COMERCIALES CARREFOUR S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000531_CT_SLSC ESA46146387 A46146387 0612929D SM EQUITY COBRA INSTALACIONES Y SERVICIOS SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000532_CT_SLSC ESA20001020 A20001020 CAF SM EQUITY CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000533_CT_SLSC 95980020140005319366 ESA48012009 A48012009 OLE SM EQUITY DEOLEO SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000534_CT_SLSC 54930063C6K2TNFL6H10 DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000535_CT_SLSC ESA15139314 A15139314 DRC SM EQUITY DRAGADOS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000536_CT_SLSC 529900U1P1JEV71EBO44 ESA28006104 A28006104 4367465Z SM EQUITY EADS CONSTRUCCIONES AERONAUTICAS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000537_CT_SLSC 95980020140005374753 ESA28017895 A28017895 1082z sm equity EL CORTE INGLES S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000538_CT_SLSC 95980020140005491250 A48027056 ENO ELECNOR S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000539_CT_SLSC 213800VIN4XHLVFIOE10 A86484334 ENG SQ Equity Enagas Transportes, S.A.U. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000540_CT_SLSC 549300LHK07F2CHV4X31 ESA28023430 A28023430 ELE SM EQUITY ENDESA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000541_CT_SLSC 95980020140005732198 ESCAL UGS S L ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000542_CT_SLSC 95980020140005757903 ESA81939209 A81939209 FER SM EQUITY Ferrovial SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000543_CT_SLSC 95980020140005178328 ESA28037224 A28037224 FCC SM EQUITY FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000544_CT_SLSC 549300CKUXDA0CKRQJ56 ESA80477144 A80477144 GAM SM EQUITY GAMESA ENERGIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000545_CT_SLSC TL2N6M87CW970S5SV098 ESA08015497 A08015497 GAS SM EQUITY GAS NATURAL S.D.G. S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000546_CT_SLSC 95980020140005484363 ESB48943864 B48943864 495294Z SM EQUITY GESTAMP AUTOMOCION S L ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000547_CT_SLSC ESA58389123 A58389123 GRF SM EQUITY GRIFOLS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000548_CT_SLSC 213800OILC5Q9AR63B63 A09092305 Grupo Antolin-Irausa, S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000549_CT_SLSC ESA84173947 A84173947 1234Z SM EQUITY GRUPO ISOLUX CORSAN SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000550_CT_SLSC 5QK37QC7NWOJ8D7WVQ45 ESA48010615 A48010615 IBE SM EQUITY Iberdrola SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000551_CT_SLSC 549300GEL7LRGKK0DG70 Iberia Lineas Aereas de Espana S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000552_CT_SLSC GGYEFW27TI7Q3C3XB343 INDUSTRIA DE DISEÑO TEXTIL S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000553_CT_SLSC 95980020140005007414 INMOBILIARIA COLONIAL SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000554_CT_SLSC 549300D4HOJHH0LSET81 ESA41694266 A41694266 4516287Z SM EQUITY INSTALACIONES INABENSA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000555_CT_SLSC 95980020140005317620 ISOLUX INGENIERIA, S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000556_CT_SLSC 95980020140005606874 IZASA DISTRIBUCIONES TECNICAS S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000557_CT_SLSC 529900S4UWJNVO9LEH81 A60195278 4374129Z LIDL SUPERMERCADOS S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000558_CT_SLSC UIUPNLHSQI58ZL7O2J82 A78346558 MAP SQ Equity Mapfre Re, Compania de Reaseguros, S.A. ES Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000559_CT_SLSC 95980020140005021479 ESA79075438 A79075438 MEDIASET ESPAÑA COMUNICACION S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000560_CT_SLSC ESA78304516 A78304516 MEL SM EQUITY Melia Hotels International SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000561_CT_SLSC 95980020140005311703 NAVANTIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000562_CT_SLSC 95980020140005395317 ESA48010573 A48010573 OHL SM EQUITY OBRASCON HUARTE LAIN S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000563_CT_SLSC ESA36603587 A36603587 PVA SM EQUITY PESCANOVA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000564_CT_SLSC 549300N94L4D5NDBFG97 ESA28430882 A28430882 PROSEGUR COMPAÑIA DE SEGURIDAD S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000565_CT_SLSC 54930070W8XSY31XK130 ESA78003662 A78003662 REE SM EQUITY Red Electrica de Espana SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000566_CT_SLSC BSYCX13Y0NOTV14V9N85 A78374725 ES0273516007 REP GY Equity Repsol, S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000567_CT_SLSC ESA08000820 A08000820 DMM XT EQUITY S A DAMM ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000568_CT_SLSC 549300QHD5DP0GOPGX63 SOVENA ESPANA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000569_CT_SLSC 213800JEZBUPZKWJGF49 ESA28092583 A28092583 TRE SM EQUITY TECNICAS REUNIDAS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000570_CT_SLSC 549300EEJH4FEPDBBR25 KvK 24269798 0000 TEF SM EQUITY TELEFONICA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000571_CT_SLSC ESA08356727 A08356727 TST SM EQUITY TESTA INMUEBLES EN RENTA S.A. ES Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000572_CT_SLSC 549300FM9ZIJB5FCS825 TWINS ALIMENTACION SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000573_CT_SLSC 95980020140005462150 ESA79524054 A79524054 571979Z URBASER S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000574_CT_SLSC 5299008CBH6EAEH1VZ37 ESA28293348 A28293348 WORLD DUTY FREE GROUP S.A.U., ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000575_CT_SLSC 743700FHGZEV5UGCB005 FI0009010391 AHL1V FH EQUITY Ahlstrom Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000576_CT_SLSC 529900Q14KI1SCMIMO82 Bayer Nordic SE FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000577_CT_SLSC 5493002B0GOVF42KWX33 Cargotec Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000578_CT_SLSC 549300P8N0P6KDGTJ206 XS0946179529 TY2 GS Equity Citycon OYJ FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000579_CT_SLSC 743700TU2S3DXWGU7H32 0116510-6 XS0973806861 EIA GM Equity Elisa Corporation FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000580_CT_SLSC 7437006ZZI1F7CUA5518 Fingrid Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000581_CT_SLSC 213800SB6EOB8SSK9W63 FI0009003230 FIA1S FH EQUITY Finnair Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000582_CT_SLSC 743700BKTW4EQIVKYY42 FI0009000400 FIS1V FH EQUITY Fiskars Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000583_CT_SLSC 635400IUIZZIUJSAMF76 FI0009007132 FUM1V FH EQUITY Fortum Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000584_CT_SLSC 74370031Y7RK5H88CQ48 FI0009004824 KRA1V FH EQUITY Kemira Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000585_CT_SLSC 743700OX6HSVMCAHPB95 KESKO OYJ FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000586_CT_SLSC 2138001CNF45JP5XZK38 1927400-1 HRB57225 KC4 GR EQUITY Kone GmbH FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000587_CT_SLSC 2138007FRMWVPUDCMA45 FI0009007835 MEO1V FH EQUITY Metso Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000588_CT_SLSC 5493009GY1X8GQ66AM14 FI0009013296 NES1V FH EQUITY Neste Oil Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000589_CT_SLSC 549300A0JPRWG1KI7U06 FI0009000681 NOK1V FH EQUITY Nokia Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000590_CT_SLSC 743700YQIO8Y4L4WKR40 Nokian Renkaat Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000591_CT_SLSC 74370061PO7C10E3PA54 Norilsk Nickel Harjavalta Oy FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000592_CT_SLSC 5493009YRUJJDCFF0R80 FI0009002422 OUT1V FH EQUITY Outokumpu Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000593_CT_SLSC 549300R0VN9C371W0E07 FI0009014575 OTE1V FH EQUITY Outotec Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000594_CT_SLSC 743700X6KUJ0Z8GJIF03 POHJOLAN VOIMA OY FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000595_CT_SLSC 743700CIR72J2LJZO637 Ramirent Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000596_CT_SLSC 743700XJC24THUPK0S03 FI0009007694 SAA1V FH EQUITY Sanoma Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000597_CT_SLSC 743700IFQI6W89M1IY95 STOCKMANN OYJ ABP FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000598_CT_SLSC 7437000ZP669LKUTZ738 STERV FH EQUITY Stora Enso Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000599_CT_SLSC 743700LQ48IZBTZN4S52 0196656-0 XS1043513529 Teollisuuden Voima Oyj(TVO) FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000600_CT_SLSC 743700PKLY067IZIF588 Tikkurila Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000601_CT_SLSC 213800EC6PW5VU4J9U64 FI0009005987 UPM1V FH EQUITY UPM-Kymmene Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000602_CT_SLSC 743700G7A9J1PHM3X223 FI0009003727 WRT1V FH EQUITY Wärtsilä Oyj Abp FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000603_CT_SLSC 549300TLDC3IQX97WU26 Wihuri Packaging Oy FI Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000604_CT_SLSC 529900M13GM4VSTE6W80 YIT Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000605_CT_SLSC 969500QZC2Q0TK11NV07 AC FP EQUITY Accor SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000606_CT_SLSC 969500PJMBSFHYC37989 ADP FP Equity Aeroports de Paris S.A. (ADP) FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000607_CT_SLSC 969500AQW31GYO8JZD66 FR0000031122 AIR FRANCE -KLM FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000608_CT_SLSC 969500MMPQVHK671GT54 AI FP EQUITY Air Liquide SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000609_CT_SLSC 969500RAZNDFVFATTJ14 ALCATEL LUCENT INTERNATIONAL FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000610_CT_SLSC 969500CCRD8GYWLG6R54 542019096 FR0000130007 ALU FP EQUITY Alcatel Lucent S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000611_CT_SLSC 969500TZFFAS8XMVPQ44 ALALF UV Equity ALCATEL-LUCENT SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000612_CT_SLSC 549300W64S5Q0I46LK20 ALSTOM HOLDINGS SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000613_CT_SLSC 96950032TUYMW11FB530 ALO FP EQUITY Alstom SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000614_CT_SLSC 9695007B0RXQCHHTGR34 305207169 AREVA FP EQUITY AREVA NC FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000615_CT_SLSC 96950026BLIV09FMSM49 AKE FP EQUITY Arkema Group SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000616_CT_SLSC ATO FP EQUITY Atos Origin SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000617_CT_SLSC 213800U12KWYZEECZ934 572139996 ASF FP EQUITY AUTOROUTES DU SUD DE LA FRANCE SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000618_CT_SLSC 9695002SV2VP9CU42826 ARR FP EQUITY Autoroutes Paris-Rhin-Rhone SA [APRR] FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000619_CT_SLSC F5WCUMTUM4RKZ1MAIE39 AXA SA FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000620_CT_SLSC 969500MOCLNQFNZN0D63 572015246 EN LI Equity BOUYGUES SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000621_CT_SLSC 96950077L0TN7BAROX36 CAP FP EQUITY Cap Gemini Sogeti SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000622_CT_SLSC 549300B8P6MUJ1YWTS08 CA FP EQUITY Carrefour SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000623_CT_SLSC 969500VHL8F83GBL6L29 554501171 FR0000125585 CO FP EQUITY CASINO GUICHARD — PERRACHON FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000624_CT_SLSC 9695001K81BDUET02H66 CGM FP EQUITY Cegedim SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000625_CT_SLSC 969500FCVQ5SLAAUJV59 GA S1 Equity CGG FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000626_CT_SLSC 969500WESYQMQ1F2C272 CHRISTIAN DIOR FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000627_CT_SLSC 969500BZJ49IICIBZZ08 CMA CGM S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000628_CT_SLSC 969500QKVPV2H8UXM738 CNP FP Equity CNP Assurances FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000629_CT_SLSC 213800CP8292W9E8LJ69 552115891 DG FP Equity Cofiroute FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000630_CT_SLSC 969500DZBBMYHB8NAM93 552025314 FR0000121634 RE FP EQUITY COLAS SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000631_CT_SLSC NFONVGN05Z0FMN5PEC35 SGO FP EQUITY Compagnie de Saint-Gobain SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000632_CT_SLSC 549300SOSI58J6VIW052 ML FP EQUITY Compagnie Generale des Etablissements Michelin SCA [CGEM] FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000633_CT_SLSC 969500D8BWYH453FLN28 CRISTAL UNION FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000634_CT_SLSC 85OKW2SW05RZFQS1W718 JJ FP EQUITY Crown European Holdings SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000635_CT_SLSC 969500H6VMRN7AY1ZU14 441133808 85117Z FP EQUITY DCNS FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000636_CT_SLSC 9695006LOD5B2D7Y0N70 EDEN FP Equity Edenred S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000637_CT_SLSC FR0000130452 FGR FP EQUITY Eiffage SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000638_CT_SLSC 549300X3UK4GG3FNMO06 FR0010242511 EDF FP EQUITY Electricite de France SA [EDF] FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000639_CT_SLSC 9695001HM585I0NEI780 380543678 Elior FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000640_CT_SLSC 549300LUH78PG2MP6N64 Eramet SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000641_CT_SLSC 549300M3VH1A3ER1TB49 712049618 FR0000121667 EI FP EQUITY ESSILOR INTERNATIONAL FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000642_CT_SLSC 529900HC20ELW4B6XI30 Euler Hermes France FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000643_CT_SLSC 52990087UKA0U2TO8412 352383715 117052Z FP EQUITY EUROCOPTER SAS FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000644_CT_SLSC MINO79WLOO247M1IL051 EAD FP Equity European Aeronautic Defence & Space Co NV [EADS] FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000645_CT_SLSC 549300MCOOY1V7P2PG30 ETL FP Equity Eutelsat S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000646_CT_SLSC 969500WASBF8AZP8TC02 323288563 FR0000053142 LEY FP EQUITY FAIVELEY TRANSPORT FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000647_CT_SLSC 969500F0VMZLK2IULV85 FR0000121147 EO FP EQUITY Faurecia S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000648_CT_SLSC 969500UPKU9VF8XAEU18 775625767 1044Q FP EQUITY FINANCIERE AGACHE SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000649_CT_SLSC 969500P8M3W2XX376054 Fonciere des Regions FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000650_CT_SLSC 969500MCOONR8990S771 FTE FP EQUITY France Telecom SA / Orange SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000651_CT_SLSC 5493005GNGE7UFJCIL03 FBEL FP EQUITY Fromageries Bel SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000652_CT_SLSC 969500YWO65OHPVAHN71 GALERIES LAFAYETTE FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000653_CT_SLSC LAXUQCHT4FH58LRZDY46 FR0010208488 GSZ FP EQUITY GDF Suez SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000654_CT_SLSC 5299007I0OJCYZX6IL07 GEA Batignolles Technologies Thermiques SAS FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000655_CT_SLSC 9695003E4MMA10IBTR26 592014476 Gecina FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000656_CT_SLSC 9695004TMMZ3JBKJO332 377791967 UG FP Equity GIE PSA Tresorerie FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000657_CT_SLSC 969500ASEC557H5A4F22 476180625 Groupe Auchan S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000658_CT_SLSC 969500KMUQ2B6CBAF162 BN FP EQUITY Groupe Danone SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000659_CT_SLSC 969500O3KMCBQT8KGK58 Groupe Soufflet SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000660_CT_SLSC 969500FY5T5MLH4G9A95 RIA FP EQUITY Groupe Steria SCA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000661_CT_SLSC 969500LYSYS0E800SQ95 408168003 Holding Bercy Investissement SCA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000662_CT_SLSC 969500I3QVK40XEORU25 495137077 HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000663_CT_SLSC 969500UDH342QLTE1M42 582074944 FR0000035081 ICAD FP EQUITY ICADE FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000664_CT_SLSC 969500FZ9BTRZS3JNB97 342376332 FR0004035913 ILD FP EQUITY ILIAD FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000665_CT_SLSC 54930075MZSSIB2TGC64 449354224 FR0000120859 NK FP EQUITY IMERYS S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000666_CT_SLSC 9695002OY2X35E9X8W87 Ipsos SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000667_CT_SLSC 549300ORN5E1P46ATH26 440413730 IT IM Equity Italcementi Finance S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000668_CT_SLSC 9695009KV7AFPDEI5S30 DEC FP EQUITY JCDecaux SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000669_CT_SLSC 549300VGEJKB7SVUZR78 552075020 PP IM Equity Kering S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000670_CT_SLSC 969500PB4U31KEFHZ621 780152914 Klepierre S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000671_CT_SLSC 969500L0T16HX3R78P61 La Mondiale FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000672_CT_SLSC 9695000YG7TR7PAP0L59 222691Z FP EQUITY La Poste [France] FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000673_CT_SLSC 969500O558W10MK2JF76 Labco SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000674_CT_SLSC 549300DNNL29KCEPRZ85 FR0000120537 LG FP EQUITY Lafarge SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000675_CT_SLSC 969500VX2NV2AQQ65G45 MMB FP EQUITY Lagardere SCA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000676_CT_SLSC 969500TJLHIZLFRWEQ48 FR0010307819 LR FP EQUITY Legrand FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000677_CT_SLSC 969500C0B8YR7HT3OM14 221202Z FP EQUITY Limagrain SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000678_CT_SLSC 529900JI1GG6F7RKVI53 FR0000120321 OR FP EQUITY L'Oréal FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000679_CT_SLSC IOG4E947OATN0KJYSD45 MC FP EQUITY LVMH Moet Hennessy Louis Vuitton SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000680_CT_SLSC MDCA FP EQUITY Medica France SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000681_CT_SLSC 969500081CGAXB7YS433 424064707 Mercialys FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000682_CT_SLSC 969500DZ56QVIKRIU954 Monoprix SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000683_CT_SLSC 96950015FU78G84UIV14 NEX FP EQUITY Nexans SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000684_CT_SLSC 549300DMQNOND6LEVJ13 Novacap SA FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000685_CT_SLSC 969500CDLQKYAR1PT761 NutriXo SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000686_CT_SLSC 969500SHDTSMKBXKKO85 Oberthur Technologies S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000687_CT_SLSC 52990097YFPX9J0H5D87 FR0000120693 RI FP EQUITY PERNOD RICARD S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000688_CT_SLSC 969500TZ5950IT5FPQ42 UG FP EQUITY Peugeot SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000689_CT_SLSC 969500C0PA29TV19CT55 221410Z FP EQUITY Picard Surgeles SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000690_CT_SLSC PP FP EQUITY Pinault Printemps Redoute SA [PPR] FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000691_CT_SLSC 2138004KW8BV57III342 FR0000130577 PUB FP EQUITY Publicis Groupe SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000692_CT_SLSC 969500AI7V5V0J9TOU58 RAL FP EQUITY Rallye SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000693_CT_SLSC 5493004V6A3Z027YT216 RCO FP Equity Remy Cointreau S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000694_CT_SLSC 969500F7JLTX36OUI695 FR0000131906 RNO FP EQUITY RENAULT S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000695_CT_SLSC 969500VZN4KDEZ14C105 412280737 224063Z FP EQUITY RESEAU FERRE DE FRANCE FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000696_CT_SLSC 969500N6AVPA51648T62 RXL FP Equity Rexel SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000697_CT_SLSC 969500FO141C5967KC72 Roquette Freres FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000698_CT_SLSC 969500JRJW0K2ET1UP76 444619258 226514Z FP EQUITY RTE EDF TRANSPORT SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000699_CT_SLSC 969500UIC89GT3UL7L24 SAF FP EQUITY Safran SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000700_CT_SLSC 549300E9PC51EN656011 395030844 SAN FP Equity SANOFI S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000701_CT_SLSC 969500A1YF1XUYYXS284 SU FP EQUITY Schneider Electric SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000702_CT_SLSC 96950056ULJ4JI7V3752 SCR FP Equity SCOR SE FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000703_CT_SLSC 969500WP61NBK098AC47 SK FP EQUITY SEB SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000704_CT_SLSC 969500KDAUM9TYWQTR36 470801168 286575Z FP EQUITY SOC NATIONALE IMMOBILIERE FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000705_CT_SLSC 969500LCBOG12HXPYM84 SW FP EQUITY Sodexho Alliance SA [Sodexo] FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000706_CT_SLSC 9695005U38X1SF184325 552028425 QS3 GF Equity Solocal Group FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000707_CT_SLSC 969500VEVOWR22R2YR86 9876578Z FP Equity Sonepar SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000708_CT_SLSC 969500A4MXJ3ESPHK698 552049447 224507Z FP EQUITY STE NATIONALE DES CHEMINS DE FER FRANCAIS FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000709_CT_SLSC 9695001UJ7FMZ37G6N39 572119550 593377Z FP EQUITY SUCRES ET DENREES FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000710_CT_SLSC 9695002EVBYM5B2OIP31 4699377Z FP Equity Tarkett SAS FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000711_CT_SLSC 969500NQMNC0PVUY8V74 TEC FP EQUITY Technip SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000712_CT_SLSC 529900FNDVTQJOVVPZ19 HO FP EQUITY Thales SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000713_CT_SLSC 542051180 FR0000120271 FP FP EQUITY TOTAL SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000714_CT_SLSC 969500BWNQ1B0PI06I59 492520333 Tyrol Acquisition 2 SAS FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000715_CT_SLSC 969500SHQITWXSIS7N89 682024096 FR0000124711 UL NA EQUITY UNIBAIL RODAMCO SE FR Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000716_CT_SLSC 5493006IH2N2WMIBB742 FR FP Equity Valeo S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000717_CT_SLSC 969500P2Q1B47H4MCJ34 VK FP EQUITY Vallourec SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000718_CT_SLSC 969500LENY69X51OOT31 VIE FP EQUITY Veolia Environnement SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000719_CT_SLSC 9695009YI1863TOVDP79 Vicat SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000720_CT_SLSC 213800WFQ334R8UXUG83 DG FP EQUITY Vinci SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000721_CT_SLSC 969500FU4DRAEVJW7U54 VIV FP EQUITY Vivendi SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000722_CT_SLSC 969500M98ZMIZYJD5O34 572174035 MF FP Equity Wendel FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000723_CT_SLSC 969500SFFMSIHH11UO32 ZC FP EQUITY Zodiac Aerospace SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000724_CT_SLSC 549300MJIRPTCHAYW359 7847174 ABP Finance Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000725_CT_SLSC 213800B4XZJ3ZDM7CL47 AFR LN Equity Afren plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000726_CT_SLSC 2138003R7TGCSVF27H47 SC177553 GB00B4WQ2Z29 AGK LN Equity AGGREKO PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000727_CT_SLSC 213800HPMHRN3PT62M97 06279732 0807384D LN EQUITY AIRTANKER FINANCE LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000728_CT_SLSC DTA07N5U5HK2KC1SCM04 01675285 GB0000282623 AMEC Foster Wheeler plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000729_CT_SLSC 2Y33NQ5FPI8PR8L9QX13 2854310 AML LN Equity Amlin PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000730_CT_SLSC 213800DL377MH46PDY63 4330322 Anglian Water Services Financing Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000731_CT_SLSC 549300S9XF92D1X8ME43 3564138 GB00B1XZS820 AAL LN EQUITY Anglo American Plc. GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000732_CT_SLSC VVT2B79I2Z4U3R6BY589 7876075 AON UN Equity Aon plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000733_CT_SLSC GB00B15Y0C52 AP ALTERNAT ASSETS GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000734_CT_SLSC 549300F4RYR1DNTO2O39 6137924 Arqiva Financing No. 1 Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000735_CT_SLSC GBQKSY6W7G0OHCQ8OQ72 293262 ABF LN Equity Associated British Foods PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000736_CT_SLSC PY6ZZQWO2IZFZC3IOL08 2723534 ZEG GY Equity AstraZeneca PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000737_CT_SLSC YF0Y5B0IB8SM0ZFG9G81 2468686 AV/ LN EQUITY Aviva Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000738_CT_SLSC 213800TSKOLX4EU6L377 02342138 GB0009697037 BAB LN Equity Babcock International Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000739_CT_SLSC 8SVCSVKSGDWMW2QHOH83 1470151 BA/ LN EQUITY BAE Systems Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000740_CT_SLSC CT4UIJ3TUKGYYHMENQ17 395826 GB0000961622 BBY LN EQUITY Balfour Beatty plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000741_CT_SLSC 2138006R85VEOF5YNK29 604574 BDEV LN EQUITY Barratt Developments Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000742_CT_SLSC 2138001T2QEV5RXMFI32 00053688 GB00B1FP8915 BBA LN Equity BBA AVIATION PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000743_CT_SLSC 1480047 BRSN LN Equity Berendsen Plc [ex-Davis Service Group Plc] GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000744_CT_SLSC 0134146D LN Equity Best Buy Europe Distributions Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000745_CT_SLSC V1LV067AJN766PCJIG11 3763515 BG/ LN Equity BG Energy Holdings Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000746_CT_SLSC 549300C116EOWV835768 3196209 BLT LN Equity BHP Billiton Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000747_CT_SLSC VK07P8T49UYFO085O712 3114356 BMW HB Equity BMW (UK) Capital plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000748_CT_SLSC 213800V93QFW53NB7Y29 1036959 Bodycote International Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000749_CT_SLSC 213800TGK6XXFA2TBO31 3558065 Boparan Holdings Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000750_CT_SLSC 213800M11ELCLQ8VF938 4011660 Bourne Leisure Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000751_CT_SLSC 549300ZPID4GQRDWI318 1104733-9 HRB113611 BP/ LN EQUITY BP Europa SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000752_CT_SLSC G1KG0OQD10NOMCMLDZ35 00542515 BP/ LN EQUITY BP INTERNATIONAL LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000753_CT_SLSC 213800MBRRUVQIONAN53 4578621 BXB AT Equity Brambles Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000754_CT_SLSC 549300136VSBKI0Q8750 5262170 Brenntag UK Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000755_CT_SLSC 375X9PSJLLOV7F21O626 01777777 IAG LN EQUITY BRITISH AIRWAYS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000756_CT_SLSC 2138001S874P3WKNCV04 3407696 BATS LN EQUITY British American Tobacco Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000757_CT_SLSC 5493000IBP32UQZ0KL24 RC000057 British Broadcasting Corporation GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000758_CT_SLSC RV5B68J2GV3QGMRPW209 621920 British Land Company PLC (The) GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000759_CT_SLSC 2138003TS48MQKF4BZ29 9256967 BSY LN EQUITY British Sky Broadcasting Group Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000760_CT_SLSC 549300OWFMSO9NYV4H90 01800000 BT/A LN EQUITY BRITISH TELECOMMUNICATIONS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000761_CT_SLSC 635400L3NVMYD4BVCI53 5604923 BVIC LN Equity Britvic PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000762_CT_SLSC 358948 GB00B0744B38 BNZL LN EQUITY BUNZL PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000763_CT_SLSC ZIMCVQHUFZ8GVHENP290 2779134 Bupa Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000764_CT_SLSC 213800J3MPR8KO94D535 3458224 BRBY LN Equity Burberry Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000765_CT_SLSC 213800UL7Z7B6GLBZ213 3314066 C&J Clark Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000766_CT_SLSC CMIGEWPLHL4M7ZV0IZ88 2081330 CPI LN EQUITY Capita Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000767_CT_SLSC 6SNZTEXLR1M5211YYB89 CLLN LN EQUITY Carillion Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000768_CT_SLSC 4DR1VPDQMHD3N3QW8W95 4039524 CCL LN EQUITY Carnival Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000769_CT_SLSC 2138001E12GWLLDQQF16 7105905 CPW LN Equity DIXONS CARPHONE PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000770_CT_SLSC E26EDV109X6EEPBKVH76 3033654 GB00B033F229 CNA LN EQUITY CENTRICA PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000771_CT_SLSC 549300IF6EUDVXYQI061 5900853 CEVA Group plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000772_CT_SLSC 213800U9A54VQJ5P2J41 86662 CHG LN Equity Chemring Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000773_CT_SLSC 213800J2J3TOOI176M73 5212407 CINE LN Equity CINEWORLD GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000774_CT_SLSC 213800A41R9NL49E5632 00030470 GB00B07KD360 COB LN Equity COBHAM PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000775_CT_SLSC 2138008M6MH9OZ6U2T68 4083914 CPG LN EQUITY Compass Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000776_CT_SLSC 6354003CVDDPNXREIR29 FC031117 CPUK Finance Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000777_CT_SLSC 4OFD47D73QFJ1T1MOF29 184594 DMGT LN Equity Daily Mail and General Trust Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000778_CT_SLSC 213800NPR9YDSBO86U08 03162897 GB0002502812 DAIRY CREST GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000779_CT_SLSC 5493007MMUEIF4NJG110 5448421 DEB LN EQUITY Debenhams Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000780_CT_SLSC 213800J4UVB5OWG8VX82 3369634 DPH LN Equity Dechra Pharmaceuticals PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000781_CT_SLSC 213800BXKQ9KZNUR1M61 1819699 Derwent London PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000782_CT_SLSC 213800ZVIELEA55JMJ32 23307 DGE FP Equity Diageo plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000783_CT_SLSC 2138005HMFMTYXNEEX13 SC000750 DIAGEO SCOTLAND LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000784_CT_SLSC 5299004HGJWHJ71M5T77 5671205 DNL UK LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000785_CT_SLSC 2138001GRMZ39JRSE316 01363137 GB0002748050 DNO LN Equity DOMINO PRINTING SCIENCES PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000786_CT_SLSC 39RSBE4RCI4M15BLWH36 1377658 SMDS LN EQUITY DS Smith Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000787_CT_SLSC 2138001LSWETH5TDQG53 2366777 DWR Cymru Cyfyngedig GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000788_CT_SLSC 213800U5R8Q5KGM2KU56 2366906 Eastern Power Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000789_CT_SLSC 549300XUUK1H52EDCK10 EDC Finance Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000790_CT_SLSC 549300ZM2QCFG22BOJ03 2366949 Electricity North West Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000791_CT_SLSC 549300KVXDURRKVW7R37 647788 ECM LN EQUITY Electrocomponents Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000792_CT_SLSC 2138008LJU6WFQWOXJ73 7140891 ENQ LN Equity EnQuest plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000793_CT_SLSC 7N0UJMJLXD0MDT5D5086 7023598 Ensco plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000794_CT_SLSC 549300V1O67HJV48FS61 6845434 ENW Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000795_CT_SLSC 5493007MOZNA03BVNE96 5444653 ESNT LN Equity ESSENTRA PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000796_CT_SLSC 21380023G8LF55V46281 02954623 EUROPEAN METAL RECYCLING LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000797_CT_SLSC 213800SVCZ6YZ8YJI569 2462001 4379945Z LN Equity Eurostar International Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000798_CT_SLSC 5493002X7O83FCJVYO69 7329930 Eversholt Funding Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000799_CT_SLSC JPO68XMABX4DR21BNE65 8263590 0274811Z LN Equity Everything Everywhere Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000800_CT_SLSC 54930080DFVZ551GGT17 EVR LN EQUITY Evraz Group S.A. GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000801_CT_SLSC 635400RXXHHYT1JTSZ26 653331 EXPERIAN PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000802_CT_SLSC 213800JLG5TPE3RBYG56 4094619 FIRST CHOICE HOLIDAYS FINANCE LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000803_CT_SLSC 549300DEJZCPWA4HKM93 SC157176 FGP LN EQUITY First Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000804_CT_SLSC 549300JXWH1UV5J0XV81 6344120 FRES LN Equity Fresnillo plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000805_CT_SLSC 213800WTATMITUGXJQ69 FC031364 Friends Life Group PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000806_CT_SLSC 549300L3KWKK8X35QR12 4992207 GFS LN EQUITY G4S Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000807_CT_SLSC 213800OOHUV3HHP46A02 00836539 GB00B3Y2J508 GFRD LN Equity GALLIFORD TRY PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000808_CT_SLSC 213800E8KX2VV9YDY362 1991018 Gatwick Airport Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000809_CT_SLSC 549300IK25CZHKVLAL89 03768267 1844538Z LN EQUITY Gazprom Marketing and Trading Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000810_CT_SLSC 5493007Q8VD7Q3ZYZS59 2258699 GS7 GY Equity GlaxoSmithKline Capital PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000811_CT_SLSC 3888792 GB0009252882 GSK LN EQUITY GlaxoSmithKline plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000812_CT_SLSC 213800N9W2D8A4GJGR36 04542769 2006623Z LN EQUITY GLENCORE ENERGY UK LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000813_CT_SLSC 213800QIJMYMW6TSBG41 5333192 GNK LN Equity Greene King Finance Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000814_CT_SLSC 213800R9N5F2WRMGTR50 24511 GNK LN EQUITY Greene King Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000815_CT_SLSC 213800U8JEPF65PSKU22 6143540 GUARDIAN DIGITAL COMMUNICATIONS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000816_CT_SLSC 2138007FRGLUR9KGBT40 00040932 GB0004052071 HLMA LN Equity HALMA PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000817_CT_SLSC 213800G1C9KKVVDN1A60 360632 GB0004065016 HMSO LN EQUITY Hammerson PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000818_CT_SLSC 529900N6RQR0PX7ZTR62 4626078 HEI GY Equity Hanson Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000819_CT_SLSC 213800QC8AWD4BO8TH08 2150950 HAS LN Equity Hays PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000820_CT_SLSC 549300J5R8AWMHPE7O05 1991017 Heathrow Airport Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000821_CT_SLSC 7TI96JO3DYEIQWZ7Z726 99529 Heathrow Funding Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000822_CT_SLSC 213800YRHAPNN54BKN78 5863533 GB00B19NKB76 HOME LN EQUITY HOME RETAIL GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000823_CT_SLSC 213800UTXVFRH9XBL453 7939278 Iceland Acquico Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000824_CT_SLSC 213800FGWQXPVI86SE26 5879252 Iglo Foods MidCo Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000825_CT_SLSC 3236483 GB0004544929 IMT LN EQUITY Imperial Tobacco Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000826_CT_SLSC 2138002D68XDR4LZCG32 7084307 Ineos Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000827_CT_SLSC 5134420 IHG LN EQUITY Intercontinental Hotels Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000828_CT_SLSC 549300OGASR5WRKJ8R68 2234775 INTERMEDIATE CAPITAL GROUP PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000829_CT_SLSC GB00B19DVX61 ISYS LN EQUITY Invensys plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000830_CT_SLSC ZLECI7ED2QMWFGYCXZ59 4967001 ITV LN Equity ITV plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000831_CT_SLSC 213800VGZAAJIKJ9Y484 185647 SBRY LN EQUITY J Sainsbury Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000832_CT_SLSC 529900RRNKUM3INJGF98 KvK 34233247 0000 JBH LN EQUITY JAB Holdings B.V. GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000833_CT_SLSC 213800CHWARFAAN7UB85 1709784 JDW LN EQUITY JD Wetherspoon Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000834_CT_SLSC 5493008LNN1X4R79PJ89 SC034970 GB0005790059 JOHN MENZIES PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000835_CT_SLSC 549300PLYY6I10B6S323 SC036219 GB00B5N0P849 WG/ LN Equity JOHN WOOD GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000836_CT_SLSC 2138001AVBSD1HSC6Z10 33774 GB0004764071 JMAT LN EQUITY JOHNSON MATTHEY PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000837_CT_SLSC 213800JFIBCR4LGUA242 SC015382 GB0004769682 JOHNSTON PRESS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000838_CT_SLSC 06467400 KAZ LN EQUITY KAZ MINERALS FINANCE PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000839_CT_SLSC 2138002RKCU2OM4Y7O48 02708030 GB0004915632 KIE LN Equity KIER GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000840_CT_SLSC 213800KBMEV7I92FY281 1664812 KGF LN EQUITY Kingfisher Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000841_CT_SLSC 213800QOWHF5R9VLL274 1429533 LAD LN Equity Ladbrokes plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000842_CT_SLSC 213800JH9QQWHLO99821 1417162 LGEN LN Equity Legal & General Group PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000843_CT_SLSC 549300BSGXG3QLIQYT84 8379990 Liberty Global plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000844_CT_SLSC 213800JDI3GTKPG4XI38 3929195 London Power Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000845_CT_SLSC 213800QAUUUP6I445N30 05369106 GB00B0SWJX34 LSE LN Equity LONDON STOCK EXCHANGE GROUP PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000846_CT_SLSC 213800JP7STUK5WKRE92 1000608 MMC LN Equity MANAGEMENT CONSULTING GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000847_CT_SLSC 213800IU37OVVT5ZXP41 8338561 Manchester Airport Group Funding PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000848_CT_SLSC 213800CN1RI3UCIZWB95 214436 MKS LN EQUITY Marks & Spencer Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000849_CT_SLSC 213800HQB746UJ9UWM15 5135049 MARS LN Equity Marston's Issuer PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000850_CT_SLSC 213800Q6RP3ZJ2CZR962 31461 Marston's PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000851_CT_SLSC 549300QSUNKAEBMYIR16 2798634 McBride plc GB Large corporate sample non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000852_CT_SLSC YMFO3TKB4UAWQTDZJJ31 432989 MGGT LN Equity Meggitt Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000853_CT_SLSC 213800E7QA1U8BF34219 4778667 MAB LN Equity Mitchells & Butlers Finance Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000854_CT_SLSC 213800LOZA69QFDC9N34 6209386 GB00B1CRLC47 MNDI LN EQUITY Mondi Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000855_CT_SLSC 4PQUHN3JPFGFNF3BB653 2068222 Morgan Stanley & Co. International plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000856_CT_SLSC 213800A8IQEMY8PA5X34 2590560 NEX LN Equity National Express Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000857_CT_SLSC 8R95QZMKZLJX5Q2XR704 4031152 NGG LN EQUITY National Grid Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000858_CT_SLSC 213800H88F5EE4B1D697 5090412 Network Rail Infrastructure Finance PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000859_CT_SLSC 213800UGAULQ1FVD4B35 1618428 NEW LOOK RETAILERS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000860_CT_SLSC 213800WQD8ECPZP9PH98 4412362 NXT LN EQUITY Next Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000861_CT_SLSC 549300JIM3ERGZFGGL27 6428375 North West Electricity Networks Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000862_CT_SLSC 635400GPHRFKZQIBUK45 NI026892 Northern Ireland Electricity Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000863_CT_SLSC 213800B3ZUTDOZYVJB41 53171 NTG LN EQUITY Northgate Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000864_CT_SLSC 213800PWPM9HZIEEO670 2366703 Northumbrian Water Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000865_CT_SLSC 213800WWVCAPAMOZ1M98 5584873 NSG UK Enterprises Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000866_CT_SLSC 2158036Z LN EQUITY Omnicom Financial Services Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000867_CT_SLSC 213800G8P2ULTOP62Q95 5915896 Osprey Acquisitions Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000868_CT_SLSC 213800J364EZD6UCE231 00775598 GB0006650450 OXIG LN Equity OXFORD INSTRUMENTS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000869_CT_SLSC 213800NL5NLBY6YIBI88 2019023 6752 JT Equity Panasonic Finance (Europe) plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000870_CT_SLSC 2138004JBXWWJKIURC57 53723 PSON LN EQUITY Pearson Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000871_CT_SLSC 2304195 PDG LN EQUITY Pendragon Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000872_CT_SLSC 213800V1CCTS41GWH423 02366640 GB00B18V8630 PENNON GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000873_CT_SLSC 1818486 PSN LN EQUITY Persimmon Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000874_CT_SLSC 549300OPFWKTD6BUFP71 4267536 PPL UN Equity PPL UK DISTRIBUTION HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000875_CT_SLSC 213800U93SZC44VXN635 00668987 GB00B1Z4ST84 PFG LN Equity PROVIDENT FINANCIAL PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000876_CT_SLSC XB3CXKKKED7OMV80FY35 00019457 GB00B19Z1432 PZC LN Equity PZ CUSSONS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000877_CT_SLSC 213800791EF5XP7WW494 2641728 QBE AT Equity QBE European Operations PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000878_CT_SLSC 213800NRSZ1N2Y6LEX44 5777981 R&R Ice Cream plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000879_CT_SLSC 5493003JFSMOJG48V108 6270876 RB/ LN Equity Reckitt Benckiser Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000880_CT_SLSC 549300WSX3VBUFFJOO66 2746616 Relx Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000881_CT_SLSC 549300VN4WV7Z6T14K68 5393279 RTO LN EQUITY Rentokil Initial Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000882_CT_SLSC 549300JJKH86IWQ78005 191285 REX LN EQUITY Rexam Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000883_CT_SLSC 2138009113L7IDGEM175 358901 RIO LN Equity Rio Tinto Finance plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000884_CT_SLSC X57JK1U580XATGR67572 1003142 RR/ LN EQUITY Rolls-Royce Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000885_CT_SLSC 213800ANK59AYB612F23 93792 RSA LN Equity Royal & Sun Alliance Insurance PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000886_CT_SLSC 213800JQB9FWF5SD6F42 4138203 ROYAL MAIL GROUP LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000887_CT_SLSC 2578443 RPC LN EQUITY RPC Group GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000888_CT_SLSC 549300HOGQ7E0TY86138 2339826 RSA LN Equity RSA Insurance Group PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000889_CT_SLSC Y4DQT2X5DDRE70QFR206 3528416 SAB LN EQUITY SABMiller Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000890_CT_SLSC 549300Y7M5CC1U5DBX07 SC264065 Scotland Gas Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000891_CT_SLSC 549300KI75VYLLMSK856 SC117119 SSE LN EQUITY SSE Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000892_CT_SLSC 213800X1T29YFAYMPC26 SC144517 AGN NA Equity Scottish Equitable PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000893_CT_SLSC 21380085VKJ5NICZBA52 SC193794 IBE SQ Equity Scottish Power Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000894_CT_SLSC 549300WPVG0TZSPBYR76 SC199549 LLOY LN Equity Scottish Widows PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000895_CT_SLSC 213800XC35KGM9NFC641 167591 SEGRO PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000896_CT_SLSC 549300PT2CIHYN5GWJ21 02048608 GB0007973794 SERCO GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000897_CT_SLSC 213800RPBXRETY4A4C59 2366619 SVT LN EQUITY Severn Trent Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000898_CT_SLSC 213800CNEIDZBL17KU22 SC077438 SKS LN EQUITY Shanks Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000899_CT_SLSC 213800VDC1BKJEZ8PV53 00998314 GB0008025412 SHI LN Equity SIG PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000900_CT_SLSC 213800ZTMDN8S67S1H61 00324357 GB0009223206 SN/ LN Equity SMITH & NEPHEW PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000901_CT_SLSC 213800MJL6IPZS3ASA11 137013 SMIN LN EQUITY Smiths Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000902_CT_SLSC AJOW550HA7E8YNKF5D89 4120046 6758 JT Equity Sony Global Treasury Services PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000903_CT_SLSC 213800H7NWVLCWAVKA15 3043097 South Eastern Power Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000904_CT_SLSC 213800YQRUOQE9HPX193 4295398 South Staffordshire PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000905_CT_SLSC 213800FR2VAOKRYRHX45 2366665 South West Water Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000906_CT_SLSC 549300SR1GYYNBZQGX56 4094290 SSE LN Equity Southern Electric Power Distribution PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000907_CT_SLSC 549300SPX8573VZ2SK79 5167021 Southern Gas Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000908_CT_SLSC 213800NCZLJFDE8Y8D88 7581353 Southern Water (Greensands) Financing plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000909_CT_SLSC 213800Z4CO2CZO3M3T10 02025003 GB0003308607 SXS LN Equity SPECTRIS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000910_CT_SLSC 4L663LRNTBQ008OK2N07 SC100764 SGC LN Equity Stagecoach Group plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000911_CT_SLSC 0TMBS544NMO7GLCE7H90 SC286832 SL/ LN Equity Standard Life PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000912_CT_SLSC 549300GUNF6FFGH4LN53 9743802 532183Z LN Equity Stemcor Holdings Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000913_CT_SLSC 213800QHYTM5QRFSEM66 3355631 SYR LN EQUITY Synergy Health Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000914_CT_SLSC 213800WF53FVDRRHRF44 7105891 TALK LN Equity TalkTalk Telecom Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000915_CT_SLSC 213800TR86P337IE8605 2280000 0469505D LN Equity Tata Steel UK Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000916_CT_SLSC 2138008K14474WPKZ244 76535 TATE LN EQUITY Tate & Lyle Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000917_CT_SLSC 21380089BTRXTD8S3R66 296805 TW/ LN EQUITY Taylor Wimpey Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000918_CT_SLSC 2138002P5RNKC5W2JZ46 445790 GB0008847096 TSCO LN EQUITY TESCO PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000919_CT_SLSC 213800JKM5UQHFJOTZ25 2366661 Thames Water Utilities Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000920_CT_SLSC 2138009TF1SYOMQLBJ60 02100855 GB0003753778 THE GO-AHEAD GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000921_CT_SLSC 213800VZ4671W3DVB860 6575598 TCG LN Equity Thomas Cook Group Treasury limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000922_CT_SLSC 2138003BOFNAAO14YV58 2553288 8766 JT Equity Tokio Millennium Re (UK) Limited GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000923_CT_SLSC 2138001I27OUBAF22K83 824821 TPK LN Equity Travis Perkins Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000924_CT_SLSC 213800B6YQZAE8LHAW84 6072876 GB00B1Z7RQ77 TT/ LN EQUITY TUI TRAVEL Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000925_CT_SLSC 2138003EYHWO75RKS857 3919249 GB0001500809 TLW LN EQUITY TULLOW OIL PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000926_CT_SLSC 549300MKFYEKVRWML317 41424 ULVR LN Equity Unilever PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000927_CT_SLSC 213800Y1TEVS8REY1M35 5957557 United Biscuits Holdco Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000928_CT_SLSC 2138008EZCXK4ANQHF89 3207231 United Business Media holdings Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000929_CT_SLSC 213800KYT12UFB2VE455 2366616 UU/ LN Equity United Utilities PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000930_CT_SLSC XCJQ23OWIJNLHN7RQC93 1022786 271652Z LN Equity Urenco Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000931_CT_SLSC 213800F3BD6N3G6XHU16 251977 CKSN LN Equity VESUVIUS HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000932_CT_SLSC 213800TB53ELEUKM7Q61 1833679 VOD LN EQUITY Vodafone Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000933_CT_SLSC 549300UPYDURLSSFVL38 9223384 Western Power Distribution Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000934_CT_SLSC 2138006LIAYQKUCYBB20 29423 WTB LN Equity Whitbread Group PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000935_CT_SLSC 4212563 WMH LN EQUITY William Hill Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000936_CT_SLSC 213800Z5WTW8QKOHWQ82 04178808 GB0030329360 WINCANTON PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000937_CT_SLSC 213800IN6LSRGTZSOS29 358949 MRW LN Equity Wm Morrison Supermarkets Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000938_CT_SLSC 549300HTNGX0DU8W1F65 5537577 WPP LN Equity WPP 2008 Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000939_CT_SLSC 635400LNUHA2LDXXV850 GCC ID Equity C&C Group PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000940_CT_SLSC 8NUHUXWN9LG4XBGJ7O17 241565 CAT SE Equity Caterpillar International Finance Limited IE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000941_CT_SLSC 635400CHHI1XZLVQH675 Coillte Teoranta IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000942_CT_SLSC 549300MIDJNNTH068E74 IE0001827041 CRH ID EQUITY CRH Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000943_CT_SLSC 213800UPS1QEE4TD3T45 DCC LN Equity DCC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000944_CT_SLSC 635400HRFGVKXFHZ8O77 9401 Dublin Airport Authority PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000945_CT_SLSC 635400UFHDIQCDZ6JK11 IE0003094731 1014Z ID EQUITY Electricity Supply Board Ltd [ESB] IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000946_CT_SLSC 635400VCPRSU89DLMZ57 480184 XS0856023493 ESB Finance Limited IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000947_CT_SLSC 635400RKRK5EGXSPC782 EXPN LN EQUITY Experian Finance Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000948_CT_SLSC 635400YN51CDCGBYFZ31 Fyffes plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000949_CT_SLSC 5493008VFFOIPWCZJK45 IE0000669501 GLB ID EQUITY Glanbia Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000950_CT_SLSC 635400BE9SBAG61DJ963 GFTU LN Equity Grafton Group PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000951_CT_SLSC 6354007LIXWZ5WPPT308 519799 GRF SQ Equity Grifols World Wide Operations Ltd. IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000952_CT_SLSC 9XTI53MZJ013RO12SX05 2936 IE00B59HWB19 INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000953_CT_SLSC IE0004906560 KYG ID EQUITY Kerry Group Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000954_CT_SLSC 635400HM7V74SUB9OG75 Kingspan Group plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000955_CT_SLSC 635400JJOWHIYAJER733 MUSGRAVE GROUP PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000956_CT_SLSC 635400EG4YIJLJMZJ782 IE0002588105 PWL ID Equity PADDY POWER PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000957_CT_SLSC 635400WKFIPCHCKVW376 104547 RYA ID Equity Ryanair Holdings PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000958_CT_SLSC 396PBGKP6TE3O062MS44 STX UW Equity Seagate Technology plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000959_CT_SLSC 635400CPLP8H5ITDVT56 IE00B1RR8406 SKG ID EQUITY SMURFIT KAPPA GROUP PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000960_CT_SLSC 549300INUT2G0ST5K268 327184 TEX UN Equity Terex International Financial Services Co. IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000961_CT_SLSC 635400K7UEIKHMNKLJ02 Total Produce plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000962_CT_SLSC 482042 XL Group PLC IE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000963_CT_SLSC VZVOSGGS8JITR4J7J704 Amtek Auto Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000964_CT_SLSC 8GRDBX1TJ0PU5NCSHT72 MH008931 BPCL IS Equity Bharat Petroleum Corporation Limited IN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000965_CT_SLSC BHARTI IN Equity Bharti Airtel Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000966_CT_SLSC IOCL IN Equity INDIAN OIL CORPN LIMITED IN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000967_CT_SLSC FMVY1IZCSYXSAFRDIT05 LT IN Equity Larsen & Toubro Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000968_CT_SLSC RCOM IN Equity Reliance Communications Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000969_CT_SLSC 5493003UOETFYRONLG31 RIL IN EQUITY Reliance Industries Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000970_CT_SLSC 1GZWF073IJTD6XPRUU65 Wipro GE Healthcare Private Limited IN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000971_CT_SLSC 213800Z3CFZOLXPJWN61 Landsvirkjun IS Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000972_CT_SLSC 81560076E3944316DB24 3812211 493995 A2A IM EQUITY A2A S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000973_CT_SLSC 8156000962B2EB41FE28 5988397 1497770 4525791Z IM EQUITY ACCIAIERIA ARVEDI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000974_CT_SLSC 8156004FCECE0879E118 15161747 191346 7570364Z IM EQUITY ACCIAIERIE VALBRUNA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000975_CT_SLSC 549300Q3448N041CTH56 11341891 882486 XS0495012428 ACE IM Equity Acea SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000976_CT_SLSC 8156008183686996C911 25090618 3567090232 ACQUE VERONESI S.C.A R.L. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000977_CT_SLSC 8156007259ABDEA3F444 15214381 971268 Aeroporti di Roma S.p.A IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000978_CT_SLSC 549300H2RFDYI3YP5R63 13960200 263011 337973Z NA EQUITY AGUSTAWESTLAND S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000979_CT_SLSC 529900EKXEGSRCGAAC89 14856155 2791070044 4519735Z ALSTOM FERROVIARIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000980_CT_SLSC ZYXJDNVM2JI3VBM8G556 AMP IM EQUITY Amplifon SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000981_CT_SLSC 815600B611746717CC98 50098Z IM Equity Ansaldo Energia SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000982_CT_SLSC 549300FZRH46R7DWAX12 1248024 557390 4472623Z IM EQUITY ANSALDOBREDA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000983_CT_SLSC 815600049A1F9AFE6666 4140157 1192794 MN IM EQUITY ARNOLDO MONDADORI EDITORE SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000984_CT_SLSC 8156000BEB8FC062F442 1020333 120591 2168Z IM EQUITY ARTSANA — SOCIETA' PER AZIONI IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000985_CT_SLSC 549300X5UKJVE386ZB61 6914312 6204 XS1014759648 ASG GY Equity Assicurazioni Generali SpA IT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000986_CT_SLSC 81560001F41A81948348 AST IM EQUITY Astaldi SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000987_CT_SLSC 8156008DEC771409C487 18631331 1023691 AU9 GF Equity Atlantia S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000988_CT_SLSC 5299003D9N2698I3C257 1367700 188902 AGL IM EQUITY AUTOGRILL S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000989_CT_SLSC 815600149448CEB9B230 19402720 1037417 3653719Z IM EQUITY AUTOSTRADE PER L' ITALIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000990_CT_SLSC 26926563 1057205 3889748Z IM EQUITY AVIO S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000991_CT_SLSC 529900RRESEDV68K0S54 28770346 235460 BLLA IM EQUITY BARILLA INIZIATIVE S.R.L. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000992_CT_SLSC 815600BFEB936DC6ED24 BEN IM EQUITY Benetton Group SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000993_CT_SLSC 8156004C04255952AB77 1076562 821225 BNS IM EQUITY BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA IT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000994_CT_SLSC 5299003DX5YLKSVJ6K59 2930031 134288 BZU IM Equity Buzzi Unicem SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000995_CT_SLSC 8156006BEAA911EC0A47 1019726 587878 CANDY SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000996_CT_SLSC 8156008B101B97A43B02 1053555 160498 CEM IM EQUITY CEMENTIR HOLDING S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000997_CT_SLSC 815600F3213951394367 40014779 2001719 Cerved Group S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000998_CT_SLSC 4544552 8114020152 CLASS EDITORI SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000999_CT_SLSC 8156009034C1A5108284 15716081 61357 Compagnia Valdostana delle Acque Spa (CVA Spa) IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001000_CT_SLSC 815600DBF6DC4BC94832 1061039 260769 0310548D IM EQUITY CONSERVE ITALIA — CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE — SOCIETA' COOPERA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001001_CT_SLSC 8327877 819280157 COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001002_CT_SLSC 815600A5C1DD6C3A8455 1093853 154950364 CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001003_CT_SLSC 81560039BF5C1D8E5A15 2836130 60793 3898658Z IM EQUITY DALMARE SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001004_CT_SLSC 5493005TWX96RDJ9I655 De Agostini Invest SA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001005_CT_SLSC 529900WS2E20BA5J4L49 16183303 1698754 EDNR IM EQUITY EDISON S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001006_CT_SLSC WOCMU6HCI0OJWNPRZS33 ENEL IM EQUITY Enel SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001007_CT_SLSC BUCRF72VH5RBN7X3VL35 IT0003132476 ENI IM EQUITY ENI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001008_CT_SLSC 81560081EE079FBED395 19377159 3544950961 ENOVA S.R.L. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001009_CT_SLSC 549300JJBVOOKOBCTX09 2153515 354265 ERG IM EQUITY ERG S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001010_CT_SLSC 549300AZQ4Z5UGY0Q555 1002458 91712 EXO IM EQUITY EXOR S.P.A. IT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001011_CT_SLSC 8156004CE82074779D19 13870596 1664630223 FEDRIGONI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001012_CT_SLSC 549300J4SXC5ALCJM731 1448Z IM Equity Ferrovie dello Stato SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001013_CT_SLSC 5493004C1SL445NFDR90 F IM EQUITY Fiat SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001014_CT_SLSC 8156001B8AD051794959 FINAVAL S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001015_CT_SLSC 529900X4EEX1U9LN3U39 1053767 7031 FNC IM EQUITY FINMECCANICA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001016_CT_SLSC 815600C3CCA800EF5D96 1134215 FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001017_CT_SLSC 815600E12249DD563C29 26650695 1143814 Gamenet S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001018_CT_SLSC 81560098DBDD66154985 GRANDI NAVI VELOCI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001019_CT_SLSC 8156001250E819E30127 GCN IM EQUITY Gruppo Coin SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001020_CT_SLSC 8156001294017C870346 11027526 10022100159 GRUPPO FINELCO SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001021_CT_SLSC 8156005113BD16699393 24907200 RM1117269 LTO IX Equity GTECH S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001022_CT_SLSC 15541251 1638878 4004268Z IM EQUITY H3G S.P.A IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001023_CT_SLSC 8156009414FD99443B48 3201267 363550 HER IM EQUITY HERA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001024_CT_SLSC 815600D86992FDA7B908 1035363 149288 IMA IM EQUITY I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001025_CT_SLSC 815600A7D7C7A85F8B51 2733792 1168660262 I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001026_CT_SLSC 81560033824BE53C7D28 3585262 1303501215 IMAP EXPORT S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001027_CT_SLSC 549300KTGKED5E25JR59 IND IM EQUITY Indesit Co SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001028_CT_SLSC 213800M4YYCP6E8YUX94 2714789 2589327 IPLOM S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001029_CT_SLSC 8156001EBD33FD474E60 10431674 281364 IRE IM EQUITY IREN S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001030_CT_SLSC 8156009D23D0FDC70C93 1007005 50 ITM IM Equity Italcementi S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001031_CT_SLSC 815600236A6B5AE5B406 26754254 167186 Linea Group Holding S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001032_CT_SLSC 549300I1NMOBS4B1LT88 IT0001479374 LUX IM EQUITY LUXOTTICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001033_CT_SLSC 7003703 481230266 MANGIAROTTI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001034_CT_SLSC 815600292DA01BE68971 3755075 152396 3184788Z IM EQUITY MARCEGAGLIA — S.P.A IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001035_CT_SLSC 815600C8D55034EB5379 3779273 64334 Marcolin SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001036_CT_SLSC 213800DIFN7NR7B97A50 552637 1264109 MS IM EQUITY Mediaset S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001037_CT_SLSC PSNL19R2RXX5U3QWHI44 1012492 343508 MB IM Equity MEDIOBANCA SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001038_CT_SLSC 815600325D15DD92A023 4376875 4846130633 MOBY S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001039_CT_SLSC 1653085 110858 3893422Z IM EQUITY MONIER S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001040_CT_SLSC 8156003A100E8AB89697 6794759 1865640369 PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001041_CT_SLSC 8156001B96890989C002 23641842 5411110827 PB TANKERS S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001042_CT_SLSC 5493006293RJBDQWJL92 5944540 169833 PMS IM EQUITY PERMASTEELISA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001043_CT_SLSC 8156000256C2431C2E92 4495509 134077 PIA IM Equity Piaggio & C. S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001044_CT_SLSC 815600A0C9AFC1F2A709 PC IM Equity Pirelli & Co SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001045_CT_SLSC 815600EDDBB07C9BDB90 15591777 2246400218 PODINI HOLDING S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001046_CT_SLSC 815600354DEDBD0BA991 3465665 842633 POST IM EQUITY POSTE ITALIANE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001047_CT_SLSC 8156000FE0A2DC5B7852 16232311 1343952 PRP GR EQUITY PRADA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001048_CT_SLSC 213800VHJ22UE2BRRZ48 3830970 706270410 PROFILGLASS S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001049_CT_SLSC 23687310 1777895 PRY IM EQUITY PRYSMIAN S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001050_CT_SLSC 815600B9FC8D18A5D034 1058024 291350635 RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001051_CT_SLSC 81560086FA79BEDD6B94 13270817 RHIAG — INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001052_CT_SLSC 5012487 8850400154 SACAL — SOCIETA' ALLUMINIO CARISIO — S.P IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001053_CT_SLSC 815600AF08EE2EC2DE92 1035262 8924 226907Z IM EQUITY SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001054_CT_SLSC 815600FC906D230A1420 16077541 86111 SFL IM Equity Safilo SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001055_CT_SLSC 549300PHV8MBDHWB8X12 1086637 788744 SPM IM EQUITY SAIPEM S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001056_CT_SLSC 549300UKR289DF4UXQ47 1013056 525502 SAL SALINI IMPREGILO S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001057_CT_SLSC 6524595 3957900487 SAMMONTANA — S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001058_CT_SLSC 8156006755200B82EB33 1246827 836320150 SAN CARLO GRUPPO ALIMENTARE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001059_CT_SLSC 5299005KJSU2AQUJUH84 1066932 49540 SRS IM EQUITY SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. — RAFFINERIE SARDE IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001060_CT_SLSC 815600D2FC31AF713B07 1012950 166476 SNAI SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001061_CT_SLSC 8156002278562044AF79 16067629 1633443 SRG IM Equity SNAM SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001062_CT_SLSC EOJCGSUI4NX234BL7V57 14234253 1594238 2091Z IM EQUITY SORGENIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001063_CT_SLSC 815600141CFE5F4C4325 19113128 1016401 4473035Z IM EQUITY STRADA DEI PARCHI SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001064_CT_SLSC 815600C3438977CBBE37 1038951 68670397 TAMPIERI FINANCIAL GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001065_CT_SLSC 81560029415DF1381583 1030384 195810262 TECNICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001066_CT_SLSC 815600AC5599D16D9A40 3335773 574643 MT IM EQUITY TECNIMONT S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001067_CT_SLSC 549300W384M3RI3VXU42 IT0003497168 TIT IM EQUITY TELECOM ITALIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001068_CT_SLSC 815600CD7323A82E5092 28935694 1763778 2847328Z IM EQUITY TENOVA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001069_CT_SLSC 1037712 182850362 TERMOSANITARI CORRADINI — S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001070_CT_SLSC 8156009E94ED54DE7C31 TRN IM Equity Terna Rete Elettrica Nazionale SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001071_CT_SLSC 549300IN56S27SDGEI85 18659000 1019536 80698Z IM EQUITY TIRRENO POWER S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001072_CT_SLSC 8156003E86EBA167A868 0946688D IM EQUITY TotalErg SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001073_CT_SLSC 815600FE9E92D9D6C309 3554534 201271 TFI IM EQUITY TREVI — FINANZIARIA INDUSTRIALE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001074_CT_SLSC 4212473Z IM EQUITY UNIECO SOCIETA' COOPERATIVA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001075_CT_SLSC 815600B8027C92F0DA07 4257672 1189360066 VIBAC S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001076_CT_SLSC 549300YSFQKM1C0X4E45 11321265 884361 WIND IM EQUITY WIND TELECOMUNICAZIONI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001077_CT_SLSC 549300DHPOF90OYYD780 5108 JT Equity Bridgestone Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001078_CT_SLSC 549300IZYK3206QECG76 CAT SE Equity Caterpillar Finance Corporation JP Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001079_CT_SLSC 549300MIFE1VEW02GY83 JP3298600002 COSMO OIL COMPANY LTD JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001080_CT_SLSC 549300T6IPOCDWLKC615 6501 JT Equity Hitachi, Ltd. JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001081_CT_SLSC J48DJYXDTLHM30UMYI18 8001 JT Equity Itochu Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001082_CT_SLSC 5493004LQ0B4T7QPQV17 6301 JT Equity Komatsu Ltd. JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001083_CT_SLSC 4P4N3ORD02UGQT1T1W12 0100-01-008776 8002 JT Equity Marubeni Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001084_CT_SLSC KVIPTY4PULAPGC1VVD26 8058 JP EQUITY Mitsubishi Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001085_CT_SLSC 5493008VBQD43X8QCS14 Mitsui Life Insurance Company Limited JP Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001086_CT_SLSC 5493000QYMPFRTEY4K28 6701 JT Equity NEC Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001087_CT_SLSC 7201 JP EQUITY Nissan Motor Co Ltd JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001088_CT_SLSC 5493003BZYYYCDIO0R13 9984 JT Equity SOFTBANK CORP. JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001089_CT_SLSC 5493004SE33MRLPB1W98 2768 JP EQUITY Sojitz Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001090_CT_SLSC 6758 JP EQUITY Sony Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001091_CT_SLSC V82KK8NH1P0JS71FJC05 8053 JP EQUITY Sumitomo Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001092_CT_SLSC 54930074QUY8RD0UZM08 Suntory Holdings Limited JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001093_CT_SLSC 549300ZLMVP4X0OGR454 4502 JT Equity Takeda Pharmaceutical Company Limited JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001094_CT_SLSC 549300LBHTST91VKHO68 6502 JT Equity Toshiba Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001095_CT_SLSC 5493006W3QUS5LMH6R84 TOM GY Equity Toyota Motor Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001096_CT_SLSC 004020 KS Equity Hyundai Steel Co KR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001097_CT_SLSC 000270 KS Equity Kia Motors Corp KR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001098_CT_SLSC 549300MGHLPT1EFHGF84 2007 HK Equity Country Garden Holdings Company Limited KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001099_CT_SLSC 549300IHVJRWVT07S523 3333 HK Equity Evergrande Real Estate Group Limited KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001100_CT_SLSC 5493003DTPH8AMMK4P51 NE UN Equity Noble Corporation KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001101_CT_SLSC 549300FNENFFSMO3GT38 XS0835890350 XPBR SQ Equity Petrobras Global Finance B.V. KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001102_CT_SLSC 213800S7DNJQX6LHTQ21 133818917 AB “Kauno grūdai” LT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001103_CT_SLSC LU1014539529 ALTICE LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001104_CT_SLSC 5493003BU7PAH5RRM092 APAM NA EQUITY Aperam SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001105_CT_SLSC 2EULGUTUI56JI9SAL165 MT LX EQUITY ArcelorMittal SA [AM] LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001106_CT_SLSC 549300GJ79DYFBBF5T83 0307096D LX EQUITY Brandbrew S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001107_CT_SLSC 5493007GVB1I2FDSS786 B0155849 CNHI UN Equity CNH Industrial Finance Europe S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001108_CT_SLSC 549300938QUWMPITJ642 COV US EQUITY Covidien International Finance SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001109_CT_SLSC 5299001R2HL1TAFZ8Z20 ENOVOS INTERNATIONAL SA (FORMER SOTEG) LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001110_CT_SLSC 350807947 FR0000038259 ERF FP EQUITY EUROFINS SCIENTIFIC SE LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001111_CT_SLSC 213800568PRHV2JR9650 XS0357281558 GSPBEX RR Equity Gaz Capital S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001112_CT_SLSC 213800WHKNIC1JQQG433 8GC GS Equity Glencore Finance (Europe) S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001113_CT_SLSC 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001114_CT_SLSC 549300MBM5B61VCW5A23 International Automotive Components Group, S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001115_CT_SLSC RUOKPID0PZ0UWJYU9J61 DE UN Equity John Deere Bank S.A. LU Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001116_CT_SLSC 529900XUC6PXMN6ABU42 TGH GY Equity Logwin AG LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001117_CT_SLSC 549300CTHC1CP86P2G96 MIICF PQ Equity Millicom International Cellular S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001118_CT_SLSC 0755015D LX EQUITY NH FINANCE SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001119_CT_SLSC 213800IUIRBFRNCYVR24 3900394Z LX Equity Nizi International SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001120_CT_SLSC 549300VEJMMZCY6OBU06 PDSA NS Equity Pacific Drilling S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001121_CT_SLSC 529900UUYBCBB7HMVI56 Phoenix PIB Dutch Finance B.V. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001122_CT_SLSC 549300OZSHE4H5BFQA66 QUILVEST SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001123_CT_SLSC 5493000C8J3C3SZYS040 RTL BB Equity RTL Group S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001124_CT_SLSC 5493008JPA4HYMH1HX51 SESG FP EQUITY SES SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001125_CT_SLSC 549300CJ7LW6QSGIL444 Swiss Re Europe S.A. LU Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001126_CT_SLSC 529900BSBZ853DKUP675 TRAXYS SARL LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001127_CT_SLSC 549300RIG2CXWN6IV731 CEMEX S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001128_CT_SLSC 5493008KEVFYPMGTXO33 KOFL MM Equity Coca-Cola FEMSA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001129_CT_SLSC 5493000XJLJ6C4T0PG82 GRUMAB MM Equity GRUMA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001130_CT_SLSC 5493000RIXURZEBFEV60 BIMBOA MM Equity Grupo Bimbo, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001131_CT_SLSC 549300QOAB2GJSFM0381 1234Z MM Equity Grupo Petrotemex SA de CV MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001132_CT_SLSC 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001133_CT_SLSC 549300FW3RGHPHT21D10 ALFAA MM Equity Sigma Alimentos, S.A. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001134_CT_SLSC 5493000MY3DAIB0BP706 TNE940608HS5 USP9084BAD03 ALFAA MM Equity Tenedora Nemak, S.A. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001135_CT_SLSC 549300EMP9DT6Q35HZ31 NL0000852564 AALBERTS INDUSTR NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001136_CT_SLSC 549300J93WR5DPG0P466 KVK 33232124 ABB SS Equity ABB Capital B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001137_CT_SLSC 5493007WHKI5H75YJ358 KVK 34215458 ABE SQ Equity Abertis Infraestructuras Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001138_CT_SLSC 7245007QUMI1FHIQV531 KVK 33235189 Achmea B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001139_CT_SLSC 724500HIKX3QVUQF9G08 KVK 28080300 Achmea Zorgverzekeringen N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001140_CT_SLSC O4QK7KMMK83ITNTHUG69 KVK 27076669 NL0000303709 AGN NA Equity AEGON N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001141_CT_SLSC NL0010672325 AHOLD KON NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001142_CT_SLSC 724500XYIJUGXAA5QD70 KVK 09007809 NL0000009132 AKZA NA EQUITY Akzo Nobel NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001143_CT_SLSC 724500XBZ9QOPTI11U82 KVK 34108286 Alliander N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001144_CT_SLSC 549300KYQ7B0H0K66406 KVK 33055009 AML LN Equity Amlin Europe N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001145_CT_SLSC 724500MCUU6QOFRFEA53 KVK 33256360 0000 792658Z PL EQUITY AMORIM ENERGIA, BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001146_CT_SLSC 7245000UZH70GO047N03 NL0006237562 ARCADIS NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001147_CT_SLSC 7245001I22ND6ZFHX623 KVK 30037466 NL0000334118 ASM NA Equity ASM International N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001148_CT_SLSC 724500Y6DUVHQD6OXN27 KVK 17085815 NL0006034001 ASML NA EQUITY ASML HOLDING N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001149_CT_SLSC 7245004JOPUJ0OOWTU73 KVK 30031823 ASR Schadeverzekering N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001150_CT_SLSC 724500XFMNHF1GFPYJ05 KVK 08125298 3324558Z NA Equity BDR Thermea Group BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001151_CT_SLSC 5299006ZHG3IXU0PNJ56 KvK 27106340 0000 1136Z NA EQUITY BMW Finance N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001152_CT_SLSC NL0000852580 BOSKALIS WESTMIN NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001153_CT_SLSC NL0010776944 BRUNEL INTERNAT NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001154_CT_SLSC 529900AOH3NBA8PZFG65 KvK 32097651 0000 0533866D NA EQUITY Celesio Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001155_CT_SLSC 549300WGC2HZ5J67V817 CNHI IM Equity CNH Industrial NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001156_CT_SLSC 549300BXVNOCYQ83FU09 KVK 34154633 KO UN Equity Coca-Cola HBC Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001157_CT_SLSC NL0000200384 CORE LABORATORIES NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001158_CT_SLSC 549300UNTCLR21YKLL62 KVK 30073501 NL0000288967 Corio N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001159_CT_SLSC NL0009294552 DELTA LLOYD NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001160_CT_SLSC 724500S75737K2SFDA03 KVK 22031457 Delta N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001161_CT_SLSC 213800N8X49KJRTNDM49 KVK 3419663 DGE FP Equity Diageo Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001162_CT_SLSC 529900M7QSB704RUUT95 KVK 34182495 AIR FP Equity Eads Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001163_CT_SLSC 724500KRQECMCRGM1971 KVK 14026250 EBN B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001164_CT_SLSC 5299007L43AQDFOW5739 KvK 34121496 0000 1403Z NA EQUITY EDP FINANCE BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001165_CT_SLSC 724500R5IP6TFKTNRU48 KvK 24306393 2091Z NA Equity Eneco Holding NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001166_CT_SLSC 549300XW2F91G4T4WC42 KVK 34149162 ENL GY Equity ENEL Investment Holding B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001167_CT_SLSC 529900011V8VJ3BUKR64 KVK 17115973 RWE GF Equity Essent N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001168_CT_SLSC NL0000288876 EUROCOMMERCIAL NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001169_CT_SLSC NL0000352565 FUGRO NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001170_CT_SLSC 2138005FTXOJUBQ5J563 KVK 24243533 GAS SQ Equity Gas Natural Fenosa Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001171_CT_SLSC 724500EJ2TDPAITRSJ55 KVK 02089290 GasTerra B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001172_CT_SLSC NL0000400653 GEMALTO NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001173_CT_SLSC 549300L10EVYURBFIH66 KVK 55293980 Global Blue Acquisition B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001174_CT_SLSC 529900SNLFF5M6HJ1T36 KvK 33286563 0000 1004Z NA EQUITY Haniel Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001175_CT_SLSC 724500K5PTPSST86UQ23 KVK 33011433 NL0000009165 HEIA NA Equity Heineken NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001176_CT_SLSC 7245008C9KMJL9P2UI77 KVK 34323653 Hyva Global B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001177_CT_SLSC 724500CR19MQGFWFBZ64 KvK 34217578 0000 0308206D NA EQUITY ICL Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001178_CT_SLSC TLLG0UTU6ZHOG003X735 Imperial Mobility Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001179_CT_SLSC 54930050LBZUR4138I72 KVK 27120438 ING Re (Netherlands) N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001180_CT_SLSC KVK 24311905 2872423Z NA Equity InterGen NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001181_CT_SLSC 724500C9GNBV20UYRX36 KVK 35000363 NL0010672325 AH NA Equity Koninklijke Ahold NV [Royal Ahold NV] NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001182_CT_SLSC 724500V38C5KTDY5BS93 KVK 30058019 NL0000337319 BAMNB NA Equity Koninklijke BAM NBM NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001183_CT_SLSC 724500SNT1MK246AHP04 KVK 14022069 NL0000009827 DSM NA EQUITY Koninklijke DSM N.V NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001184_CT_SLSC 549300YO0JZHAL7FVP81 KVK 02045200 NL0000009082 KPN NA Equity Koninklijke KPN NV [Royal KPN NV] NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001185_CT_SLSC H1FJE8H61JGM1JSGM897 KVK 17001910 NL0000009538 PHIA NA Equity Koninklijke Philips Electronics N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001186_CT_SLSC 724500HZ4BN317I12G68 KVK 06016321 KTC NA Equity Koninklijke Ten Cate NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001187_CT_SLSC 724500UL634GFV1KYF10 KVK 24295332 NL0009432491 VPK NA Equity Koninklijke Vopak NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001188_CT_SLSC 529900WQGOTJDYG9NP76 KVK 09151956 LXS GF Equity Lanxess Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001189_CT_SLSC 5H8RMHHYTWIP1RKLCE38 KvK 34115238 0000 2177Z NA EQUITY Linde Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001190_CT_SLSC 549300J6QSW38QNOJK61 KVK 57924562 LYB International Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001191_CT_SLSC BN6WCCZ8OVP3ITUUVN49 KVK 24473890 DLY GB Equity LyondellBasell Industries N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001192_CT_SLSC 635400TMCKVEU87EJ582 KVK 24321697 METINVEST B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001193_CT_SLSC 529900PF6F1OHRZVU341 KvK 33178683 0000 1169Z NA EQUITY Metro Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001194_CT_SLSC 6354007MKEEGGVUMXO83 KVK 34239108 New World Resources N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001195_CT_SLSC 724500RKMOD48AIWKD94 KvK 24307569 0000 3893886Z NA EQUITY NIDERA B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001196_CT_SLSC 54930062JS29A5N4GO82 KVK 34248449 Nielsen Holdings N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001197_CT_SLSC 724500GQV9YLNSWECU41 KVK 17179668 Nord Gold N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001198_CT_SLSC 724500TXS5HH3GY4UW42 KVK 30124358 NS Groep N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001199_CT_SLSC 5299000CMF80GY2U0U47 KVK 16074305 NL0010395208 NUO NA Equity Nutreco Holding NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001200_CT_SLSC 724500HT4YW45B1Y7859 KVK 57585083 OAK Leaf B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001201_CT_SLSC 549300NCMRGIBJYUOE57 NL0010558797 OCI NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001202_CT_SLSC 724500IM9A059TQLBX63 OCI Nitrogen BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001203_CT_SLSC 72450053F5WRDY8CDZ66 KVK 24291478 OI US Equity OI European Group B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001204_CT_SLSC Q47A62EK6GMSID3Y8C39 KVK 17133742 XS0788529096 PCAR US Equity PACCAR Financial Europe B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001205_CT_SLSC 549300N522D3SS8MKV65 KvK 24320769 0000 3617372Z NA EQUITY PETROBRAS NETHERLANDS BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001206_CT_SLSC 549300VGHFJJ58HE2B54 KVK 17008551 PHIA NA Equity Philips Electronics NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001207_CT_SLSC 529900N9UJEHN9UPXN50 PHOENIX PIB FINANCE BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001208_CT_SLSC 724500Q41FHN0P1GPC53 KVK 27168968 NL0009739416 TNT LI Equity PostNL N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001209_CT_SLSC 54930036WK3GMCN17Z57 QIA GY Equity Qiagen NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001210_CT_SLSC 7245009EAAUUQJ0U4T57 KVK 33216172 NL0000379121 RAND NA EQUITY RANDSTAD HOLDING NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001211_CT_SLSC 549300XO8R7MPISUO753 KVK 33155037 NL0006144495 Reed Elsevier NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001212_CT_SLSC 5493002YCY6HTK0OUR29 KVK 24251372 XS0202649934 REP GY Equity Repsol International Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001213_CT_SLSC KVK 34179503 GB00B03MM408 RDSA NA EQUITY ROYAL DUTCH SHELL PLC NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001214_CT_SLSC 5493002N51KZCVBDMS27 24114856 NL0006055329 ROYAL IMTECH NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001215_CT_SLSC 213800LBMMAIG1FQP389 KVK 14105351 SABIC AB Equity SABIC Capital I B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001216_CT_SLSC NL0000360618 SBM OFFSHORE NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001217_CT_SLSC 529900KEH8410ESH1483 KVK 53761790 Schaeffler Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001218_CT_SLSC 724500DX7Q1A19SPY530 KVK 34166584 Schiphol Nederland B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001219_CT_SLSC 7245001TBT3NI9SPNJ75 SHV Netherlands NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001220_CT_SLSC TAFO772JB70PDRN5VS48 KvK 27092998 0000 1223Z NA EQUITY Siemens Financieringsmaatschappij N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001221_CT_SLSC 724500E9ZG6JMH6E2I14 NL0000817179 SLIGRO FOOD GROUP NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001222_CT_SLSC 724500ZTKJYJMWVLWJ82 KVK 34297413 SRLEV N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001223_CT_SLSC 5493002SSXOL85X3XC87 KVK 58623701 Syncreon Group B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001224_CT_SLSC 724500LTUWK3JQG63903 KVK 09083317 TenneT Holding B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001225_CT_SLSC 7245008G22FOV7TYYJ34 KVK 06045666 NL0000852523 TWEKA NA EQUITY TKH Group NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001226_CT_SLSC 724500978QL7NKMLTQ37 KVK 34210949 TMF Group Holding B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001227_CT_SLSC NL0009739424 TNT EXPRESS NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001228_CT_SLSC 724500L44K67W7UW1C59 KVK 34224566 NL0000387058 TOM2 NA EQUITY TOMTOM N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001229_CT_SLSC 724500OPA8GZSQUNSR96 KVK 33194984 TOM GY Equity Toyota Motor Finance (Netherlands) B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001230_CT_SLSC PX7SUPU7HUNJBQ8BPI65 KVK 33236939 585233Z NA Equity Trafigura Beheer BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001231_CT_SLSC 549300TK7G7NZTVM1Z30 KVK 24051830 NL0000009355 UNIA NA Equity Unilever NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001232_CT_SLSC 549300IW6C3SRHUUK147 Vitol Holding BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001233_CT_SLSC NL0009432491 VOPAK NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001234_CT_SLSC 549300FRXSUUW3M2Q281 WABCO Europe Holdings BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001235_CT_SLSC 724500522D3ORUTUGW47 KVK 05078970 WAVIN NA Equity Wavin NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001236_CT_SLSC 724500YRQCY3BD9RJZ92 NL0000289213 WERELDHAVE NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001237_CT_SLSC 724500TEM53I0U077B74 KVK 33202517 NL0000395903 WKL NA EQUITY Wolters Kluwer N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001238_CT_SLSC 5JB3IE65ZU13TA0DGN10 Würth Finance International B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001239_CT_SLSC NL0006294290 ZIGGO NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001240_CT_SLSC BWO NO Equity BW Offshore Shipholding Ltd NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001241_CT_SLSC 5493004ZHCILEMZLBS85 00304772770005 FERD AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001242_CT_SLSC 5493009F6KP3UMLPOY27 931186744 ICA Norge AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001243_CT_SLSC 549300ZLJDXBXUNCY824 936738540 National Oilwell Varco Norway AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001244_CT_SLSC 549300N1SDN71ZZ8BO45 NHY NO Equity Norsk Hydro ASA NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001245_CT_SLSC 529900J8VSH14TP5VD23 ODFJELL SE NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001246_CT_SLSC 213800T66DRTE6O6BV87 916235291 PGS NO Equity Petroleum Geo-Services ASA NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001247_CT_SLSC 529900TH4OAW7WYG1777 987059699 Statkraft AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001248_CT_SLSC OW6OFBNCKXC4US5C7523 923609016 STL NO Equity Statoil ASA NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001249_CT_SLSC R7NJHU48LTCIOB9BVU57 CNU NZ Equity Chorus Limited NZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001250_CT_SLSC 259400GYHYZPQ0HTMT82 CIE PW Equity Ciech S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001251_CT_SLSC 259400A9BI23M3K1NK82 LTS PW EQUITY GRUPA LOTOS S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001252_CT_SLSC 259400WT6MCX3V59XI09 Netia S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001253_CT_SLSC 259400TOMPUOLS65II22 10681 TPA1 GB Equity ORANGE POLSKA SA PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001254_CT_SLSC 259400TGY6IYEP2EFW87 467426 POLKOMTEL SP. Z O.O. PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001255_CT_SLSC 259400VVMM70CQREJT74 28860 PKN PW Equity Polski Koncern Naftowy ORLEN S.A. (PKN) PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001256_CT_SLSC 259400NAPDFBOTNCRL54 TPE PW Equity TAURON Polska Energia S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001257_CT_SLSC Q1ECZWEVT6ZTFERCPG94 PLTLKPL00017 OPL PW EQUITY TELEKOMUNIKACJA POLSKA SA PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001258_CT_SLSC 213800RQXBBZ6KSP1I72 500311390 AMORIM & IRMAOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001259_CT_SLSC 2138002PLGLYW8EP7248 AMORIM HOLDING II SGPS SA PT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001260_CT_SLSC 213800V5Z38TLIRQW516 500700834 ANA AEROPORTOS PORTUGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001261_CT_SLSC 502607920 AUCHAN PORTUGAL HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001262_CT_SLSC 54930011KNBNPPKW7528 500038015 AUTO SUECO LDA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001263_CT_SLSC 549300RU6UYW1UMYOP92 500194670 BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001264_CT_SLSC PTBRI0AM0000 BRI PL EQUITY BRISA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001265_CT_SLSC 549300FREK460JU7RG08 500060266 CELULOSE BEIRA INDUSTRIAL-CELBI SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001266_CT_SLSC 549300TF1SUYCFUO3840 503309362 COLEP PORTUGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001267_CT_SLSC 507195515 CONTROLINVESTE SGPS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001268_CT_SLSC 213800X28CMB8LAIT849 502557400 CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001269_CT_SLSC 549300RGQV4M16FESU23 500832234 CUF QUIMICOS INDUSTRIAS, SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001270_CT_SLSC 529900CLC3WDMGI9VH80 PTEDP0AM0009 EDP PL EQUITY EDP — Energias de Portugal S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001271_CT_SLSC 529900LOXJVWGOH84656 503293695 EDP — GESTÃO DA PRODUÇÃO DE ENERGIA SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001272_CT_SLSC 504885367 ESPIRITO SANTO SAUDE SGPS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001273_CT_SLSC 2138003319Y7NM75FG53 504499777 PTGALIOE0009 GALP PL Equity GALP ENERGIA SGPS, S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001274_CT_SLSC 213800Y3V72PI6W8KG10 511220448 GRUPO PESTANA — SGPS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001275_CT_SLSC 259400A8SZP10GB5IB19 PTJMT0AE0001 JMT PL EQUITY J.MARTINS PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001276_CT_SLSC 500073880 LENA ENGENHARIA CONSTRUCOES SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001277_CT_SLSC 549300SNYKYW15R3UE62 502011475 MODELO CONTINENTE HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001278_CT_SLSC 549300TLPT6W9R3CLQ86 500197814 MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001279_CT_SLSC 5493003NN4LXUF8JA244 Ocidental Companhia Portuguesa de Seguros de Vida, S.A. PT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001280_CT_SLSC 54930071D35BVUPC5942 502604751 OPTIMUS-COMUNICACOES S.A PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001281_CT_SLSC 507979265 OPWAY — SGPS, SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001282_CT_SLSC 213800ZWKG61JG7ZCF61 500697370 PETROLEOS PORTUGAL PETROGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001283_CT_SLSC 259400DRC6WOXNVW8B57 500829993 500829993 90413Z PL EQUITY PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001284_CT_SLSC 549300UNIB7M2AXUXS35 PTPTI0AM0006 PTCL TQ EQUITY Portucel S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001285_CT_SLSC 549300FR1FN48IGHR915 PTREL0AM0008 RENE PL Equity REN-Redes Energeticas Nacionais, SGPS, S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001286_CT_SLSC 500246963 REPSOL PORTUGUESA SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001287_CT_SLSC 5493002X2CCY60HWCU94 500243590 SECIL COMP GERAL CAL CIMENTO SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001288_CT_SLSC 549300PXZF74GVQM6867 500058580 SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001289_CT_SLSC 549300EZYIURQ5RGSE56 500278571 SOVENA OILSEEDS PORTUGAL, SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001290_CT_SLSC 549300KFJPELBPMQH079 500833532 SOVENA PORTUGAL CONSUMER GOODS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001291_CT_SLSC 95980020140005813290 505042037 SUMOL+COMPAL MARCAS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001292_CT_SLSC 500097488 TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001293_CT_SLSC 549300CNE5R74B3XKF57 505266202 UNICER BEBIDAS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001294_CT_SLSC 503933139 503933139 3646175Z PL EQUITY UNILEVER JERÓNIMO MARTINS, LDA. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001295_CT_SLSC 213800IDK8UTYDSFOG74 502544180 VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001296_CT_SLSC 500302200 500302200 0265472D PL EQUITY ZAGOPE — CONSTRUÇÕES E ENGENHARIA S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001297_CT_SLSC 549300VOFQC1SPGTZM19 503039063 ZON TV CABO PORTUGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001298_CT_SLSC 549300D3EIDZJB62TR20 21183 ORDS QD Equity Ooredoo Q.S.C. QA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001299_CT_SLSC 549300UKYDM6L8HEPU79 SNP RO EQUITY OMV PETROM S.A. RO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001300_CT_SLSC 549300F8ZIGJVUPIU797 24297754 Rompetrol Group N.V. (The) RO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001301_CT_SLSC GAZP RU Equity Gazprom OAO RU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001302_CT_SLSC ROSN RU Equity OJSC Oil Co Rosneft RU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001303_CT_SLSC TATN RU Equity Tatneft OAO RU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001304_CT_SLSC 5493007RN7O98MYBX124 AKTIEBOLAG LINDEX SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001305_CT_SLSC 549300UCKT2UK88AG251 SE0000695876 ALFA SS EQUITY Alfa Laval AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001306_CT_SLSC 549300YECS8HKCIMMB67 SE0000255648 ASSAB SS EQUITY Assa Abloy AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001307_CT_SLSC 213800T8PC8Q4FYJZR07 5560142720 SE0000122467 ATCOA SS EQUITY Atlas Copco Aktiebolag SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001308_CT_SLSC 2138002GW5WN1UYZAO32 55611256900004 BILIA AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001309_CT_SLSC 549300YJUYJ9A24RXL71 SE0005906922 SE0005906922 Corp BILLERUDKORSNÄS AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001310_CT_SLSC 549300ZACGIQHBBMOD20 5560269549 BONN SS EQUITY Bonnier Finans AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001311_CT_SLSC 213800SE6FV3UDEIEY92 72317831 CAPIO AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001312_CT_SLSC 549300GU5OHTR1T5IY68 SE0005932225 SE0005932225 Corp Castellum AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001313_CT_SLSC 549300HCT1WLHEXNLZ18 Dometic Holding AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001314_CT_SLSC 549300Y3HHZB1ZGFPJ93 ELUXA SS Equity Electrolux AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001315_CT_SLSC 549300JNPI46XNH0PM97 Fabege AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001316_CT_SLSC 5493003PZ4F570G3W735 GETINGE AB, SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001317_CT_SLSC 529900XKWB408ZZYBF68 GREEN CARGO AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001318_CT_SLSC 213800YUV362W4E1LP46 H & M Hennes & Mauritz GBC AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001319_CT_SLSC 54930033BTSY61VHUR49 55601011550004 HALDEX AKTIEBOLAG SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001320_CT_SLSC 549300VOTS5OZ82UTG69 SE0005934320 SE0005934320 Corp HEMSÖ FASTIGHETS AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001321_CT_SLSC 549300WJFW6ILNI4TA80 5561904771 SE0000103699 HEXAB SS EQUITY Hexagon AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001322_CT_SLSC 52990080SH3454F0QE68 5560013301 SE0000109290 HOLMB SS EQUITY Holmen AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001323_CT_SLSC 549300GYQIIJ3UXB7655 SE0001662222 HUSQB SS EQUITY HUSQVARNA AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001324_CT_SLSC 549300VEBQPHRZBKUX38 556013-8298 XS0795505402 INVEA SS Equity Investor AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001325_CT_SLSC 529900X0UEM9DOM6FK12 5560452103 SE0000806994 JM SS EQUITY JM AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001326_CT_SLSC 549300VD6SNNS5N5V183 KORAB INTERNATIONAL AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001327_CT_SLSC 5493005OXRTBK0WSJN46 5565451217 SE0000549412 KLED SS EQUITY Kungsleden AB SE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001328_CT_SLSC 529900AB08F05L4HWU11 LANTMÄNNEN EK FÖR SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001329_CT_SLSC 213800NS2XXVRYS7WP40 SE0002683557 LOOMB SS EQUITY Loomis AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001330_CT_SLSC 549300SNQNTHQLZQON04 5564272812 SE0000221723 MEDAA SS EQUITY Meda AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001331_CT_SLSC 549300E8NDODRSX29339 5563099158 SE0000412371 MTGB SS EQUITY MODERN TIMES GROUP MTG AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001332_CT_SLSC 213800WRGLW3CY4MHW53 55603451740004 NCC SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001333_CT_SLSC 549300KUJMRC9NW93S96 Nobina sverige AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001334_CT_SLSC 5493007VGEKBZGZ6PC69 NYNAS AB (PUBL) SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001335_CT_SLSC 549300ES84TRW7EWGU35 Perstorp Holding AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001336_CT_SLSC 549300S2D8BDH1CKLI47 PostNord AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001337_CT_SLSC 549300MIHCMD8DCSBY41 55607269770034 Preem SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001338_CT_SLSC 549300ZHO4JCQQI13M69 556036-0793 SE0000112385 SE0005567088 Corp SAAB AKTIEBOLAG SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001339_CT_SLSC 5299008ZUAXN43LVZF54 SAND SS Equity Sandvik AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001340_CT_SLSC 5299001G94UPTI8C7N54 5566577416 0301536D SS EQUITY Sandvik Treasury AB SE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001341_CT_SLSC 529900AE1FZNUH6EVS39 SE0003366871 SAS SS EQUITY SAS AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001342_CT_SLSC 529900BZYSUQLQSPNR07 5560840976 SE0000308280 SCVB SS EQUITY Scania CV AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001343_CT_SLSC 635400TTYKE8EIWDS617 SECUB SS Equity Securitas AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001344_CT_SLSC 5493004WOSC31U83UG49 5561063834 SKAB SS EQUITY Skanska Financial Services SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001345_CT_SLSC 549300MA1BZYJU87BW55 5560339086 SE0000113250 SKAB SS EQUITY Skanska Sverige AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001346_CT_SLSC 549300X6MQ0GG8BRY481 SKF sverige AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001347_CT_SLSC 5493002FIVSWBLEV7P15 SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001348_CT_SLSC 529900329VS14ZIML164 5560163429 SE0000171100 SSABA SS EQUITY SSAB AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001349_CT_SLSC 529900J0C48FH28HNQ19 5563137933 SE0000120669 SSABA SS EQUITY SSAB Emea AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001350_CT_SLSC 213800CWLTI7WZCC2R35 5560010802 1081Z SS EQUITY Stena AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001351_CT_SLSC 5299005HSK597UX55629 SVEASKOG FÖRVALTNINGS AKTIEBOLAG SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001352_CT_SLSC 549300FW5JDRV1IJ0M67 SCAB SS Equity Svenska Cellulosa AB [SCA] SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001353_CT_SLSC 529900ZERGNJBEQEX179 55679708180004 SWEDAVIA AB SWEDAVIA EKONOMI SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001354_CT_SLSC 5493005DU3003SGUC166 SWEDISH HOSPITAL PARTNERS AB, SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001355_CT_SLSC 529900YVXCGNWAUYZG78 SE0000310336 SWMA SS EQUITY Swedish Match AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001356_CT_SLSC 213800EKD193RVI9HL76 5564108917 SE0000314304 TEL2B SS EQUITY Tele2 AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001357_CT_SLSC 549300W9JLPW15XIFM52 556016-0680 XS0435008726 ERICB SS Equity Telefonaktiebolaget LM Ericsson SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001358_CT_SLSC 213800FSR9RNDUOTXO25 TLSN SS Equity TeliaSonera AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001359_CT_SLSC 5493006LU5JO4P7HQ305 THULE HOLDING AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001360_CT_SLSC 213800XY16PAWG2PAD14 TRELB SS Equity Trelleborg AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001361_CT_SLSC 5493007LNZSEWN5KTV42 SE0005769270 SE0005769270 Corp Vasakronan SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001362_CT_SLSC 549300T5RZ1HA5HZ3109 VATT SS Equity Vattenfall AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001363_CT_SLSC 549300HGV012CNC8JD22 SE0000115420 VOLVB SS EQUITY Volvo AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001364_CT_SLSC 54930083GODGBHODQ153 189744 Global A&T Electronics Ltd. SG Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001365_CT_SLSC 33D7DTWH8BNIUWE0IF81 OLAM SP Equity Olam International Ltd SG Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001366_CT_SLSC 7536988Z SK EQUITY Volkswagen Slovakia A.S. SK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001367_CT_SLSC 549300QOGMPTKB6W7G56 1,07544E+11 USY71548BY95 PTT TB Equity PTT Public Company Limited TH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001368_CT_SLSC 8RS0AKOLN987042F2V04 NXWA GF Equity 21st Century Fox America, Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001369_CT_SLSC LUZQVYP4VS22CLWDAR65 US88579YAF88 MMM SE Equity 3M Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001370_CT_SLSC HQD377W2YR662HK5JX27 IL08142220 ABT US Equity Abbott Laboratories US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001371_CT_SLSC FR5LCKFTG8054YNNRU85 DE5126809 4AB GF Equity AbbVie Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001372_CT_SLSC 549300T0GJTEK811VI53 WPI US EQUITY Actavis, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001373_CT_SLSC 549300QKBENKLBXQ8968 PA724325 AET US Equity Aetna Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001374_CT_SLSC LYOM0B2GCF1JWXK5ZG04 AGCO UN Equity AGCO Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001375_CT_SLSC QUIX8Y7A2WP0XRMW7G29 A UN Equity Agilent Technologies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001376_CT_SLSC 9PO87UV78U1JHLR68X04 8685 JT Equity AIG Financial Products Corp. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001377_CT_SLSC 7QEON6Y1RL5XR3R1W237 APD US Equity Air Products & Chemicals Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001378_CT_SLSC ABPN11VOHLHX6QR7XQ48 AA US Equity Alcoa Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001379_CT_SLSC XSGZFLO9YTNO9VCQV219 MO US Equity Altria Group Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001380_CT_SLSC ZXTILKJKG63JELOEG630 DE2620453 AMZN US Equity Amazon.com, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001381_CT_SLSC IWUQB36BXD6OWD6X4T14 DE0332421 AAL UW Equity American Airlines, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001382_CT_SLSC B6Q2VFHD1797Q7NZ3E43 CAC0951492 7267 JT Equity American Honda Finance Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001383_CT_SLSC 5493006ORUSIL88JOE18 AMT US Equity American Tower Corp [ex- American Tower System] US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001384_CT_SLSC 549300D3L3G0R4U4VT04 APH US Equity Amphenol Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001385_CT_SLSC B78FQ7XBQFLP4AYJ6F79 APC US Equity Anadarko Petroleum Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001386_CT_SLSC 72ZZ1XRHOOU9P9X16K08 APA US Equity Apache Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001387_CT_SLSC HWUPKR0MPOU8FGXBT394 CAC0806592 AAPL US Equity Apple Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001388_CT_SLSC 42YMHYH0XMHJEXDUB065 ARAMARK Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001389_CT_SLSC W47HVZ7Q6FXL86RELH91 DE0717711 ACI US Equity Arch Coal, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001390_CT_SLSC 549300LO13MQ9HYSTR83 DE0152524 ADM US Equity Archer-Daniels-Midland Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001391_CT_SLSC 0C0SZC7H22UWI2NA3R46 ARRS UW Equity Arris Group, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001392_CT_SLSC 549300YNNLBXT8N8R512 NYCARREUS ARW US Equity Arrow Electronics, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001393_CT_SLSC 6O4MRU8C1MS0K34UQF79 KY0580261 ASH US Equity Ashland Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001394_CT_SLSC 549300Z40J86GGSTL398 DE2018584 T* MM Equity AT&T Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001395_CT_SLSC QVLWEGTD2S8GJMO8D383 ATO US Equity Atmos Energy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001396_CT_SLSC HGBOLILQXWER4SAL2I23 ADP US Equity Automatic Data Processing US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001397_CT_SLSC GA3JGKJ41LJKXDN23E90 Autozone Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001398_CT_SLSC XN8R4HH1TVC1XOCL5P21 CAR US EQUITY Avis Budget Car Rental LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001399_CT_SLSC XJI53DCPL7QABOWK4Z75 NYCAVNTUS AVT US Equity Avnet, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001400_CT_SLSC 5493007RY69UEB1F1B45 AVP US Equity Avon Products, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001401_CT_SLSC MF62XBVMNYTYMC18DL76 DE2416636 BA/ LN Equity BAE Systems Holdings Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001402_CT_SLSC BHI US EQUITY Baker Hughes Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001403_CT_SLSC EWRDABCN7XBHM37LIA98 DE2072335 Beam Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001404_CT_SLSC HL5XPTVRV0O8TUN5LL90 MN1K-1056 BBY US Equity Best Buy Co., Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001405_CT_SLSC KK5MZM9DIXLXZL9DZL15 DE2322568 BMW HB Equity BMW US Capital, LLC US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001406_CT_SLSC 549300DSFX2IE88NSX47 BWA US Equity BorgWarner Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001407_CT_SLSC Y6ZDD9FP4P8JSSJMW954 DE0874815 BSX UN Equity Boston Scientific Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001408_CT_SLSC 549300GMUCJ08527GQ81 IN182869-107 BP/ LN Equity BP Corporation North America Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001409_CT_SLSC 549300YYMNSW7KWZH127 BP/ LN Equity BP Products North America Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001410_CT_SLSC HLYYNH7UQUORYSJQCN42 BMY US EQUITY Bristol Myers Squibb Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001411_CT_SLSC 5493007M0RIN8HY3MM77 BG US Equity Bunge Limited US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001412_CT_SLSC Y7ET3D9SDOFUZ515FE28 DE0799956 CA US Equity CA, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001413_CT_SLSC 43R4VPJBXTU2O15HEF41 Calpine Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001414_CT_SLSC 5493007JDSMX8Z5Z1902 CPB US Equity Campbell Soup Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001415_CT_SLSC CCU46N3GJMF4OK4N7U60 OH535613 CAH US Equity Cardinal Health, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001416_CT_SLSC QXZYQNMR4JZ5RIRN4T31 3091Z US Equity Cargill Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001417_CT_SLSC EDBQKYOPJUCJKLOJDE72 DE0921323 CAT SE Equity Caterpillar Financial Services Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001418_CT_SLSC WRJR7GS4GTRECRRTVX92 CAT US EQUITY Caterpillar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001419_CT_SLSC 5KYC8KF17ROCY24M3H09 DE2106821 C5S GM Equity CBS Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001420_CT_SLSC CD30XVRLT4QO00B1C706 DE3780476 CE UN Equity Celanese US Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001421_CT_SLSC 4SIHMF0MOSTTL8CD0X64 CELG US Equity Celgene Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001422_CT_SLSC 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001423_CT_SLSC 8E6NF1YAL0WT6CWXXV93 CSCO US EQUITY Cisco Systems Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001424_CT_SLSC 549300IA9XFBAGNIBW29 CMS Energy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001425_CT_SLSC B0QU0GIVGFFMCOP5RJ72 DE4789658 CKK GB Equity Coca-Cola Enterprises, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001426_CT_SLSC 2V9V7M0RUQG9M2J4IC47 Colfax Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001427_CT_SLSC YMEGZFW4SBUSS5BQXF88 DE0156313 CL US Equity Colgate-Palmolive Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001428_CT_SLSC 51M0QTTNCGUN7KFCFZ59 PA3039985 CTP GB Equity Comcast Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001429_CT_SLSC 549300OQS2LO07ZJ7N73 DE0406521 CMC US Equity Commercial Metals Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001430_CT_SLSC 6113F6JQLWIUGTBN1L36 CSC US equity Computer Sciences Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001431_CT_SLSC 54930035UDEIH090K650 DE0818944 CAG US Equity ConAgra Foods, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001432_CT_SLSC SYHS7HRDXLL4I0IQ8776 CXO US EQUITY Concho Resources Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001433_CT_SLSC 6VJJ5GQWIRDQ06DUXG89 DE0064324 COP US Equity ConocoPhillips Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001434_CT_SLSC 549300JK3KH8PWM3B226 DE2277631 CNX UN Equity CONSOL Energy Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001435_CT_SLSC 29DX7H14B9S6O3FD6V18 CTO GM Equity Costco Wholesale Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001436_CT_SLSC 549300BO9IWPF3S48F93 COTY US EQUITY Coty Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001437_CT_SLSC TVRMNZKRGA8LPW6XPG60 Cox Enterprises Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001438_CT_SLSC RPPGGRL1J75WGF2DFO04 PA3337938 CCK US Equity Crown Americas LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001439_CT_SLSC ZUNI8PYC725B6H8JU438 IN194062-043 CMI UN Equity Cummins Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001440_CT_SLSC S4BKK9OTCEWQ3YHPFM11 DHR US EQUITY Danaher Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001441_CT_SLSC PWFTNG3EI0Y73OXWDH08 DE US EQUITY Deere & Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001442_CT_SLSC 3E70L4WYANTIWWIPHC81 DELL US EQUITY Dell Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001443_CT_SLSC Q2CCMS6R0AS67HJMBN42 DAL US EQUITY Delta Air Lines Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001444_CT_SLSC 54930042348RKR3ZPN35 DE2155705 DVN US Equity Devon Energy Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001445_CT_SLSC F14FQJ2EEHW5VPYUHL14 DO US Equity Diamond Offshore Drilling, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001446_CT_SLSC 549300Z1UGYT5725XB67 DE3535468 DTV TQ Equity DIRECTV Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001447_CT_SLSC ILUL7B6Z54MRYCF6H308 D US EQUITY Dominion Resources Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001448_CT_SLSC 549300FMC2ALGA7N9E80 DE0412823 DOV UN Equity Dover Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001449_CT_SLSC ZQUIP1CSZO8LXRBSOU78 DOW US EQUITY Dow Chemical Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001450_CT_SLSC 549300IX8SD6XXD71I78 DTE US EQUITY DTE Energy Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001451_CT_SLSC FDPVHDGJ1IQZFK9KH630 DE2345566 EMN UN Equity Eastman Chemical Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001452_CT_SLSC 0NZWDMRCE180888QQE14 ETN US EQUITY Eaton Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001453_CT_SLSC OML71K8X303XQONU6T67 DE2871352 EBAY US Equity eBay Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001454_CT_SLSC FRDRIPF3EKNDJ2CQJL29 LLY US EQUITY Eli Lilly & Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001455_CT_SLSC FGLT0EWZSUIRRITFOA30 EMR UN Equity Emerson Electric Co. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001456_CT_SLSC GHFPUH0OZ5JLGJXWCO16 ESV UN Equity ENSCO International Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001457_CT_SLSC 4XM3TW50JULSLG8BNC79 ETR US EQUITY Entergy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001458_CT_SLSC 549300EVUN2BTLJ3GT74 DE2911438 EQIX US Equity Equinix, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001459_CT_SLSC 549300RO2XES74KQGG63 XLS US EQUITY Exelis Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001460_CT_SLSC 3SOUA6IRML7435B56G12 EXC US EQUITY Exelon Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001461_CT_SLSC CI7MUJI4USF3V0NJ1H64 WA601975803 EXPE UW Equity Expedia, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001462_CT_SLSC J3WHBG0MTS7O8ZVMDC91 NJ3793794100 XOM US Equity Exxon Mobil Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001463_CT_SLSC 549300E707U7WNPZN687 FDX US EQUITY FedEx Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001464_CT_SLSC 6WQI0GK1PRFVBA061U48 GA0110597 FIS UN Equity Fidelity National Information Services, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001465_CT_SLSC 549300NPYMLM4NHTOF27 First Solar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001466_CT_SLSC 549300SVYJS666PQJH88 OH953140 FE US Equity FirstEnergy Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001467_CT_SLSC 6Y0GK87T6V7NJKZJVM41 NYCDRRCUS FLS US Equity Flowserve Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001468_CT_SLSC CQ7WZ4NOFWT7FAE6Q943 FLR US EQUITY Fluor Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001469_CT_SLSC CKDHZ2X64EEBQCSP7013 FMC US Equity FMC Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001470_CT_SLSC EMQFUEY7DV1MVNKAUT87 DE3315658 FTI US Equity FMC Technologies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001471_CT_SLSC 20S05OYHG0MQM4VUIC57 F US EQUITY Ford Motor Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001472_CT_SLSC 2MNR4Q42DBL85U7RD221 Forest Oil Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001473_CT_SLSC A0WMBJD47C49E2JJOM88 DE4594648 FRE GY Equity Fresenius US Finance I, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001474_CT_SLSC 549300FNRIXILI56M704 0196414D US EQUITY Gavilon LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001475_CT_SLSC 9C1X8XOOTYY2FNYTVH06 GD US EQUITY General Dynamics Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001476_CT_SLSC 3C7474T6CDKPR9K6YT90 NYCGECYUS GNE FP Equity General Electric Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001477_CT_SLSC 2TGYMUGI08PO8X8L6150 GIS US Equity General Mills, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001478_CT_SLSC 549300PDWRZX0BR28B12 DE4717789 GM UN Equity General Motors Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001479_CT_SLSC L2EVHWFHVAQK72TMH265 DE4275413 Georgia-Pacific LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001480_CT_SLSC 5493002BI0S2ZQUY3437 GT US EQUITY Goodyear Tire & Rubber Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001481_CT_SLSC 7ZW8QJWVPR4P1J1KQY45 GOOG US EQUITY Google Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001482_CT_SLSC ENYF8GB5SMQZ25S06U51 DE2681775 HAL UN Equity Halliburton Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001483_CT_SLSC KAO98FK89NPNNPQGUZ43 DE0497602 HSC US Equity Harsco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001484_CT_SLSC 549300NUB6D2R1ITYR45 HAS US Equity Hasbro, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001485_CT_SLSC 549300PD0C69OJ0NLB27 766481Z US EQUITY Hertz Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001486_CT_SLSC UASVRYNXNK17ULIGK870 DE0097017 AHC GB Equity Hess Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001487_CT_SLSC WHKXQACZ14C5XRO8LW03 HPQ US EQUITY Hewlett-Packard Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001488_CT_SLSC 5493003STKEZ2S0RNU91 HNZ US EQUITY HJ Heinz Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001489_CT_SLSC ISRPG12PN4EIEOEMW547 DE2061772 HON UN Equity Honeywell International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001490_CT_SLSC KNX4USFCNGPY45LOCE31 4335 HK Equity Intel Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001491_CT_SLSC VGRQXHF3J8VDLUA7XE92 IBM US EQUITY International Business Machines (IBM Corp) US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001492_CT_SLSC F9HV8ZL85LRIQ6D60098 NVC7491-1980 IGT UN Equity International Game Technology US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001493_CT_SLSC 824LMFJDH41EY779Q875 IP US EQUITY International Paper Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001494_CT_SLSC 5493008IUOJ5VWTRC333 Interpublic Group of Cos US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001495_CT_SLSC 24F6LSZD18II6ICG6S41 Itron Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001496_CT_SLSC YB2O5TUONPB3W1X7WJ88 ITT US EQUITY ITT Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001497_CT_SLSC KD833U13JEIGETBW2749 JAH US EQUITY Jarden Corp (fka Alltrista Corp) US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001498_CT_SLSC 549300XR6O4ACB0KLV08 JFB Firth Rixson, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001499_CT_SLSC E0KSF7PFQ210NWI8Z391 DE UN Equity John Deere Capital Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001500_CT_SLSC 549300G0CFPGEF6X2043 NJ5106301000 JNJ GQ Equity Johnson & Johnson US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001501_CT_SLSC 3LB2NG8VUULSCV2NO430 JCI US EQUITY Johnson Controls Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001502_CT_SLSC LONOZNOJYIBXOHXWDB86 K US EQUITY Kellogg Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001503_CT_SLSC AGX0G2MXE54NFNNICD28 KU1 US EQUITY Kentucky Utilities Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001504_CT_SLSC MP3J6QPYPGN75NVW2S34 KMB UN Equity Kimberly-Clark Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001505_CT_SLSC 549300PDHUGWPWGOT525 DE2301470 Kinder Morgan Energy Partners, L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001506_CT_SLSC 5493005158BXZWGOX572 3097Z US EQUITY Koch Industries Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001507_CT_SLSC 549300JF6LPRTRJ0FH50 KSS UN Equity Kohl's Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001508_CT_SLSC V1BYR0MM295ZFWYYS367 KRFT US EQUITY Kraft Foods Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001509_CT_SLSC GR3KVMWVCR54YWQNXU90 DE0933796 LTD GF Equity L Brands, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001510_CT_SLSC LINE US EQUITY Linn Energy LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001511_CT_SLSC 5493007B9BM9ZXJINO78 DE4009151 LYV UN Equity Live Nation Entertainment, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001512_CT_SLSC DPRBOZP0K5RM2YE8UU08 LMT US EQUITY Lockheed Martin Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001513_CT_SLSC WAFCR4OKGSC504WU3E95 NC0087443 LOW UN Equity Lowe's Companies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001514_CT_SLSC 2RTSLGQ89VMY18RHX631 Manitowoc Co Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001515_CT_SLSC 1FRVQX2CRLGC1XLP5727 DE3395371 MRO US Equity Marathon Oil Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001516_CT_SLSC 3BNYRYQHD39K4LCKQF12 DE4750998 MPC UN Equity Marathon Petroleum Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001517_CT_SLSC 225YDZ14ZO8E1TXUSU86 DE2798413 MAR US Equity Marriott International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001518_CT_SLSC 54930073HKEO6GZBSS03 4614Z US EQUITY Mars Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001519_CT_SLSC 549300XMP3KDCKJXIU47 DE0706226 MMC UN Equity Marsh & McLennan Companies, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001520_CT_SLSC 5GCSNMQXHEYA1JO8QN11 DE0585027 MAS US Equity Masco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001521_CT_SLSC AR5L2ODV9HN37376R084 DE3390142 MA US Equity MasterCard Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001522_CT_SLSC 549300VELLG24KHTJ564 DE0673809 MAT US Equity Mattel, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001523_CT_SLSC UE2136O97NLB5BYP9H04 MCD US EQUITY McDonald's Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001524_CT_SLSC 549300WZWOM80UCFSF54 DE2417015 MCK US Equity McKesson Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001525_CT_SLSC 4DL8C98Z5G5IXZLH3578 MWV US Equity MeadWestvaco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001526_CT_SLSC D56MRZY2INAN94ZONZ37 MDT US EQUITY Medtronic Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001527_CT_SLSC 4YV9Y5M8S0BRK1RP0397 MRK US EQUITY Merck & Co Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001528_CT_SLSC INR2EJN1ERAN0W5ZP974 WA600413485 MSF NA Equity Microsoft Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001529_CT_SLSC 54930073LBBH6ZCBE225 TAP US EQUITY Molson Coors Brewing Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001530_CT_SLSC 549300DV9GIB88LZ5P30 VA05501796 KTF GF Equity Mondelez International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001531_CT_SLSC NONUZEX43GHIPSVDD938 DE3174788 MON US Equity Monsanto Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001532_CT_SLSC 6S552MUG6KGJVEBSEC55 DE0789650 MTLA GF Equity Motorola Solutions, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001533_CT_SLSC MOM4570XTJ5YYX7JKH83 DE2977161 NG/ LN Equity National Grid USA US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001534_CT_SLSC 549300VSP3RIX7FGDZ51 NEM US EQUITY Newmont Mining Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001535_CT_SLSC UMI46YPGBLUE4VGNNT48 NEE UN Equity NextEra Energy Capital Holdings, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001536_CT_SLSC 549300Z2ZSKKGUE3J147 NKE US EQUITY Nike Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001537_CT_SLSC ZHUWIE4VK4MIYES0UG62 IN2000033100151 NI UN Equity NiSource Finance Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001538_CT_SLSC 7D6DIU2QXTUJRFNNJA49 CAC1059173 7201 JT Equity Nissan Motor Acceptance Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001539_CT_SLSC 02VFQXG2D1LR5ZH3K186 NBL UN Equity Noble Energy, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001540_CT_SLSC 549300S3IZB5P35KNV16 WA178071138 JWN US Equity Nordstrom, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001541_CT_SLSC RIMU48P07456QXSO0R61 NOC US EQUITY Northrop Grumman Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001542_CT_SLSC 6B6FQLPMMKB14LX6NY57 Novelis Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001543_CT_SLSC 549300GGJCRSI2TIEJ46 NUE UN Equity Nucor Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001544_CT_SLSC IM7X0T3ECJW4C1T7ON55 OXY US EQUITY Occidental Petroleum US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001545_CT_SLSC 52990006VBKYFQMQJX90 KvK 34311273 0000 OILT UD EQUITY Oiltanking Finance B.V. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001546_CT_SLSC HKUPACFHSSASQK8HLS17 OMC US EQUITY Omnicom Group US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001547_CT_SLSC 1Z4GXXU7ZHVWFCD8TV52 DE2457805 ORCL* MM Equity Oracle Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001548_CT_SLSC 549300TOPQ8NG4HGVK16 Owens Corning US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001549_CT_SLSC PH3S12DWZBHHQKVYZ297 WA177005077 PCAR US Equity PACCAR Financial Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001550_CT_SLSC KDTEY8BWE486IKZ3CC07 PCAR US EQUITY Paccar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001551_CT_SLSC SGY07Y7FNYBNLM6Z1M11 OR085297-86 BRK/A US Equity PacifiCorp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001552_CT_SLSC 5493002CONDB4N2HKI23 PH US EQUITY Parker Hannifin Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001553_CT_SLSC EJCO258LNNVSKAR2JX59 DE2864939 BTU US Equity Peabody Energy Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001554_CT_SLSC FJSUNZKFNQ5YPJ5OT455 NC0198463 PEP SE Equity PepsiCo, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001555_CT_SLSC 765LHXWGK1KXCLTFYQ30 PFE US EQUITY Pfizer Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001556_CT_SLSC 8YQ2GSDWYZXO2EDN3511 PG&E Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001557_CT_SLSC HL3H1H2BGXWVG3BSWR90 VA0670281-5 PMI SE Equity Philip Morris International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001558_CT_SLSC TWSEY0NEDUDCKS27AH81 Pinnacle West Capital Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001559_CT_SLSC 549300N2O26NW4ST6W55 DE0101728 PBI US Equity Pitney Bowes Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001560_CT_SLSC 5MRSWZYSSE4064ED3F25 Plains Exploration & Production Co LP US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001561_CT_SLSC 549300BKPEP01R3V6C59 PA284424 PPG UN Equity PPG Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001562_CT_SLSC ZU69GUVJQGZ6Z1UOOO79 PX US EQUITY Praxair Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001563_CT_SLSC 6S3X7J22E861RNTJSA74 3252Z US EQUITY President & Fellows of Harvard College US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001564_CT_SLSC 2572IBTT8CCZW6AU4141 PG US EQUITY Procter & Gamble Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001565_CT_SLSC 5PRBRS5FEH7NREC8OR45 NJ0100802453 PRU US Equity Prudential Financial, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001566_CT_SLSC PUSS41EMO3E6XXNV3U28 PEG US EQUITY Public Service Enterprise Group Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001567_CT_SLSC 123WALMHY1GZXG2YDL90 PVH UN Equity PVH Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001568_CT_SLSC 8MCWUBXQ0WE04KMXBX50 DE2249088 DGX UN Equity Quest Diagnostics Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001569_CT_SLSC HO1QNWM0IXBZ0QSMMO20 RL UN Equity Ralph Lauren Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001570_CT_SLSC YR6K3WJN0KKLUPZSNL57 DE0472015 RTN US Equity Raytheon Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001571_CT_SLSC NKNQHM6BLECKVOQP7O46 RSG US EQUITY Republic Services Group US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001572_CT_SLSC PQQ60KVT5SJX0ETQT497 RKT US Equity Rock-Tenn Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001573_CT_SLSC VH3R4HHBHH12O0EXZJ88 ROK US Equity Rockwell Automation, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001574_CT_SLSC 549300LJXD867XMVE759 ROP UN Equity Roper Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001575_CT_SLSC K2NEH8QNVW44JIWK7Z55 C-38863 RCL NO Equity Royal Caribbean Cruises Ltd. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001576_CT_SLSC 549300TJCKW4BRXPJ474 RPM US Equity RPM International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001577_CT_SLSC 549300VXRTBPBK07QT94 0398293Z US EQUITY Ruby Pipeline LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001578_CT_SLSC ZXJ6Y2OSPZXIVGRILD15 FL590739250 R US Equity Ryder System, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001579_CT_SLSC 549300NKZ6VCN5P3K723 DE2096948 SWY US Equity Safeway Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001580_CT_SLSC RLTHESQ0RNFQJWPBJN60 DE2258732 SGMS UW Equity Scientific Games International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001581_CT_SLSC Q0M0CZB4YN6JZ65WXI09 SEE US EQUITY Sealed Air Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001582_CT_SLSC PBBKGKLRK5S5C0Y4T545 CAC1991515 SRE US Equity Sempra Energy US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001583_CT_SLSC KAF673KJXD92C8KSLU49 SLGN US EQUITY Silgan Holdings Inc [fka Silgan Corp] US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001584_CT_SLSC MR92GTD0MJTTTTQDVG45 DE2360269 Simon Property Group, L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001585_CT_SLSC HHWAT5TDOYZMM26KKQ73 SNA US Equity Snap-on Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001586_CT_SLSC 549300FC3G3YU2FBZD92 Southern Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001587_CT_SLSC EFWMP121W54QV9MGOP87 DE4116263 SWN US Equity Southwestern Energy Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001588_CT_SLSC P761FCI0CPOG24I8JE10 SPW US Equity SPX Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001589_CT_SLSC 549300DJ09SMTO561131 SWK US Equity Stanley Black & Decker, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001590_CT_SLSC XQM2JINI1UL7642TU573 SPLS US Equity Staples, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001591_CT_SLSC 5493002F0SC4JTBU5137 MI148492 SYK US Equity Stryker Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001592_CT_SLSC 549300TXO070764WUH65 SPWR US EQUITY Sunpower Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001593_CT_SLSC YF6ZV0M6AU4FY94MK914 SYMC US Equity Symantec Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001594_CT_SLSC 5RGWIFLMGH3YS7KWI652 SYY US Equity Sysco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001595_CT_SLSC 8WDDFXB5T1Z6J0XC1L66 TGT US Equity Target Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001596_CT_SLSC 6HL0C5LCIE4TN8UZHL06 DE2980513 TRP UN Equity TC PipeLines, LP US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001597_CT_SLSC UUL85LWXB4NGSWWXIQ25 TFX US Equity Teleflex Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001598_CT_SLSC YAWJZJYEQ7M1SYMOS462 DE2106001 TEX UN Equity Terex Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001599_CT_SLSC CMTK1YBYNLPLIS3QLI53 TSO US EQUITY Tesoro Petroleum US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001600_CT_SLSC 549300VFZ8XJ9NUPU221 The Estee Lauder Companies US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001601_CT_SLSC HCHV7422L5HDJZCRFL38 DE0558016 TMO US Equity Thermo Fisher Scientific Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001602_CT_SLSC KNG3XRAA0RHN9H62OK76 TWX US EQUITY Time Warner Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001603_CT_SLSC B0I35MLPFXZSE70ASS73 TKR US EQUITY Timken Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001604_CT_SLSC 549300V2JRLO5DIFGE82 DE3058821 DTE GF Equity T-Mobile USA, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001605_CT_SLSC R1JB4KXN77XFCXOQKV49 DE7324254 TRN US Equity Trinity Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001606_CT_SLSC 3NWOXIHJSQCX0SM5Z749 DE3589359 TRW US Equity TRW Automotive Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001607_CT_SLSC G8NWFN4YP7CR6FOP4886 Tupperware Brands Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001608_CT_SLSC WD6L6041MNRW1JE49D58 TSN US Equity Tyson Foods, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001609_CT_SLSC MYF1DAS6G5WY7PRWCU78 DE0945814 ULVR LN Equity Unilever Capital Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001610_CT_SLSC K1OQBWM7XEOO08LDNP29 DE0890080 UAL UN Equity United Airlines, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001611_CT_SLSC D01LMJZU09ULLNCY6Z23 UPS US EQUITY United Parcel Service Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001612_CT_SLSC JNLUVFYJT1OZSIQ24U47 X UN Equity United States Steel Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001613_CT_SLSC I07WOS4YJ0N7YRFE7309 UTX US EQUITY United Technologies Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001614_CT_SLSC 549300VSXHFQVR770L55 DE4426189 Univar Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001615_CT_SLSC 549300BZXZ66F6DTIF20 VA0016487-1 UVV US Equity Universal Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001616_CT_SLSC 5493004XNBKB5SFUJI60 DE0932960 AAL UW Equity US Airways, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001617_CT_SLSC KOO0397YRO83WY5MGD97 VRX CT Equity Valeant Pharmaceuticals International US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001618_CT_SLSC 549300XTO5VR8SKV1V74 VLO US EQUITY Valero Energy Corp US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001619_CT_SLSC 2S72QS2UO2OESLG6Y829 VZ US EQUITY Verizon Communications Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001620_CT_SLSC CWAJJ9DJ5Z7P057HV541 VFC US EQUITY VF Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001621_CT_SLSC X0ST5BPF0CZG9FE5OV61 VIA US EQUITY Viacom Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001622_CT_SLSC 549300OBVCU4IRZFZ230 Virgin Media Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001623_CT_SLSC CQKUMNNZVDJLRYV2PT43 Virginia Electric & Power Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001624_CT_SLSC 549300JZ4OKEHW3DPJ59 V US Equity Visa Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001625_CT_SLSC 549300BMOJ05INE4YK86 DE2669712 Vornado Realty L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001626_CT_SLSC 549300UUPJ2NXDB68M19 DE0911551 VW Credit, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001627_CT_SLSC Y87794H0US1R65VBXU25 WMT US EQUITY Wal-Mart Stores Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001628_CT_SLSC 7260JQNI6SCF9FIV2392 DIS US EQUITY Walt Disney Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001629_CT_SLSC IQN3XTJNANI73KWRED03 Walter Energy Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001630_CT_SLSC 549300YX8JIID70NFS41 WM US EQUITY Waste Management US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001631_CT_SLSC 3CYEJKBUJZO3UW777J80 DE3797582 WEA Finance LLC US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001632_CT_SLSC WHENKOULSSK7WUM60H03 WHR US EQUITY Whirlpool Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001633_CT_SLSC D3W7PCXCBRQLL17DZ313 World Fuel Services Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001634_CT_SLSC T4VNTWMFQ7JQB65L7T35 DE3664441 WYN UN Equity Wyndham Worldwide Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001635_CT_SLSC LGJNMI9GH8XIDG5RCM61 MN37-AA XEL US Equity Xcel Energy Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001636_CT_SLSC 4KF48RN45X1OO8UBLY20 XRX UN Equity Xerox Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001637_CT_SLSC 6EY4K7ZMF9UX1CU6KC79 XIX GF Equity Xilinx, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001638_CT_SLSC 549300DF5MV96DRYLQ48 XYL US EQUITY Xylem Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001639_CT_SLSC 2P2YLDVPES3BXQ1FRB91 DE3343799 ZMH US Equity Zimmer Holdings, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001640_CT_SLSC 549300HD9Q1LOC9KLJ48 ZTS UN Equity Zoetis Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001641_CT_SLSC 5493007CO5W5OBFG7L21 RETAIL ESTATES NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001642_CT_SLSC 549300QSUNKAEBMYIR16 RAVAGO S.A. BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001643_CT_SLSC 549300O3SGMD4K45DN61 BE 0404621642 ALCATEL-LUCENT BELL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001644_CT_SLSC 54930031IF9XW7PCY637 BE 0403992231 Atlas Copco Airpower BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001645_CT_SLSC 549300PR82EONF1NKE18 BE 0473566965 BELFIMA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001646_CT_SLSC 549300UOBXCS79E82606 BE 0404535431 Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001647_CT_SLSC 549300VSM2RG55U2QU15 BE 0400853488 BRUSSELS AIRLINES BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001648_CT_SLSC 5493007ZLRNTTT9B6384 Carrefour Finance SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001649_CT_SLSC 529900P0HVIO92I8AU52 BE 0422362447 COCKERILL MAINTENANCE & INGENIERIE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001650_CT_SLSC 549300VWVXR1GOHG0E16 BE 0425702910 COFELY FABRICOM sa BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001651_CT_SLSC 5493003N7PPOYDZI1G90 BE 0400464795 COMPAGNIE D'ENTREPRISES CFE — AANNEMINGSMAATSCHAPPIJ CFE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001652_CT_SLSC 5299009GDDJ20VCTA286 BE 0404411707 CONTINENTAL BENELUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001653_CT_SLSC 549300NF0J86QSGBSV95 BE 0413572663 DELDO AUTOBANDEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001654_CT_SLSC 549300KT827RUL680A73 BE0428741087 D'IETEREN Treasury BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001655_CT_SLSC 5493000G720YN71E2S86 BE 0435305514 DREDGING INTERNATIONAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001656_CT_SLSC 529900YOYR5FW12UBJ80 BE 0471811661 EDF Luminus BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001657_CT_SLSC 549300F203XBWYK45D98 BE 0411515075 Emmaüs vzw BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001658_CT_SLSC 529900T3V512W5JEJF78 BE 0406183144 Evonik Degussa Antwerpen BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001659_CT_SLSC 5493006GOR72R0ZYBN98 BE 0860409202 EXMAR BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001660_CT_SLSC 52990071WX2UW1WNHC16 BE 0402954628 FLUXYS BELGIUM BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001661_CT_SLSC 529900RL1B6NSLKU7P45 BE 0821382439 FLUXYS FINANCE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001662_CT_SLSC 549300EL1OTYCHBFUV17 BE 0442100363 GDF SUEZ CC SCRL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001663_CT_SLSC 549300AS6JDY8GAUB274 BE 0831958211 GDF SUEZ ENERGY MANAGEMENT TRADING BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001664_CT_SLSC 6IM6CQKADLNCQGUEU352 BE0439255986 GEMS Services SA/NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001665_CT_SLSC 549300UFHGFY5IOON989 BE 0220324117 Gimv BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001666_CT_SLSC 5493004EAZQ20FYJKT70 BE 0438202052 greif services belgium BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001667_CT_SLSC 5299004FBX5DGG463D98 BE 0430060188 HERAEUS ELECTRO — NITE INTERNATIONAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001668_CT_SLSC 5493002TTO3072KC6L60 BE 0402220594 Hewlett — Packard Belgium BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001669_CT_SLSC 549300VI27GGJFIOCP26 BE 0440113348 INTERNATIONAL FINANCE CENTER CFE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001670_CT_SLSC 5493002RVRZ1S3CPUI26 BE 0428750985 ION BEAM APPLICATIONS S.A BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001671_CT_SLSC 54930073JZQL85NE3817 BE 0222343301 IVERLEK BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001672_CT_SLSC 549300YEC7519H8CBF72 BE 0473587751 J.C. General Services CVBA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001673_CT_SLSC 549300U0BLKP6Y8LPX16 BE 0404778426 Katoen Natie BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001674_CT_SLSC 529900X1VAF3IXDZJ071 LE PEIGNE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001675_CT_SLSC 549300ROPVHSEKEMW107 BE 0807049797 LOCORAIL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001676_CT_SLSC 549300L6DOLPEQSOI005 BE 0405580655 MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001677_CT_SLSC 5493007JS0ZHJVBUWP18 BE 0456810810 MOBISTAR BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001678_CT_SLSC 549300V3ES7BVGYNRZ58 BE 0413630071 N.V BESIX S.A BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001679_CT_SLSC 529900P78BT1RIIYWY69 BE 0458885719 NUTRECO CAPITAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001680_CT_SLSC 549300XHGK09MEWMOL68 BE 0419457296 Ontex bvba BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001681_CT_SLSC 5299009CBE6VJXABZS81 BE 0436410522 RAFFINERIE TIRLEMONTOISE — TIENSE SUIKERRAFFINADERERIJ BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001682_CT_SLSC 529900P4SONA6KVTRT86 BE 0428343981 RECTICEL INTERNATIONAL SERVICES BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001683_CT_SLSC 529900LK4T42CNH2U882 BE 0434475767 S.B. MANAGEMENT AND SERVICES BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001684_CT_SLSC 529900FTYUE9QOXMU884 BE 0434284638 SAINT-GOBAIN BENELUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001685_CT_SLSC 549300CCKFF44A550J72 BE 0400747580 SARENS BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001686_CT_SLSC 549300JTFH1WHCEMIN40 BE 0407139583 SD WORX BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001687_CT_SLSC HB7FFAZI0OMZ8PP8OE26 BE 0413330856 Society for Worldwide Interbank Financial Telecommunication BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001688_CT_SLSC 213800IS5GA1OZ8RBM85 BE 0473416418 TELENET nv BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001689_CT_SLSC 529900R7MYQQO8CHR962 BE 0403063902 TOTAL BELGIUM BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001690_CT_SLSC 5299003N2SCVNU16O909 BE 0403079441 Total Petrochemicals & Refining SA/NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001691_CT_SLSC 549300ZSTW3D1UXOXY91 BE 0412639681 TRACTEBEL ENGINEERING sa BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001692_CT_SLSC 529900F3AIQECS8ZSV61 UMICORE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001693_CT_SLSC 549300J5X4E65PJHE355 BE 0464538245 VPK SERVICES BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001694_CT_SLSC 5493002MUOV04NSPT571 2796756-1 RBC INVESTOR SERVICES TRUST CA Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001695_CT_SLSC 549300G6ZUFBJVLAJQ46 MERCURIA ENERGY TRADING SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001696_CT_SLSC 5299009K1FINARYDEC72 RENAULT FINANCE SA CH Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001697_CT_SLSC 549300WZRVQERM819Z90 1141987-6 CH02039235685 Schweizerische RÃ 1 4 ckversicherungs-Gesellschaft AG CH Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001698_CT_SLSC 52990031Q7PCTSUSRW11 2820823-9 HRB40498 LBBW Dublin Management GmbH DE Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001699_CT_SLSC 529900GHE5268QPEOH13 2537992-6 HRB106727 LIDL IRELAND GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001700_CT_SLSC 529900USFSZYPS075O24 1144838-8 HRB3790 VOLKSWAGEN FINANCIAL SERVICES AG DE Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001701_CT_SLSC 549300Y5BJOTCMUYT658 ARCELORMITTAL TREASURY SNC FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001702_CT_SLSC 969500KY4MRVCLM9HE48 EDF ENERGIES NOUVELLES FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001703_CT_SLSC 529900QI55ZLJVCMPA71 TOTAL CAPITAL FR Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001704_CT_SLSC 2138006E2VG89XLORJ06 02366682 YORKSHIRE WATER SERVICES LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001705_CT_SLSC 549300BPQYQ838KE1X51 UNIPEC ASIA COMPANY LIMITED HK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001706_CT_SLSC 213800SKZTSE2L1BII69 THAMES WATER UTILITIES CAYMAN FINANCE LIMITED KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001707_CT_SLSC 0YQH6LCEF474UTUV4B96 KvK 34313428 0000 ENEL FINANCE INTERNATIONAL N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0001708_CT_SLSC 4ME66GO1Q4T87C52WS37 KvK 33134831 0000 GENERAL ELECTRIC INTERNATIONAL INC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LC_0000001_CR_FIRB 1040 58237v 0296104D AV EQUITY ALPINE Bau GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000002_CR_FIRB 5299005VO3GJ18GL5F14 8670870 310593f AMAG Austria Metall AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000003_CR_FIRB 549300VZKC61IR5U8G96 26972 50935f AT0000730007 ANDR AV EQUITY ANDRITZ AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000004_CR_FIRB 529900LMTI8YSE62EI88 LHA GF Equity AUSTRIAN AIRLINES AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000005_CR_FIRB 5299004QD601B8U1HD44 131830 109445z Austrian Gaming Industries GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000006_CR_FIRB 529900J7EWWGQ375DL84 2410 53507m AVL List GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000007_CR_FIRB 226424 58036y Bauunternehmung Granit Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000008_CR_FIRB 160431 89102h BENE AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000009_CR_FIRB 529900ZAFSOBVFCKF263 319670d 0456855D AV EQUITY Benteler International Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000010_CR_FIRB 5299000SY4448XU04857 847216 86959g CAG Holding GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000011_CR_FIRB 5299003V84MVB5A3C324 5762600 231192p CARBONES HOLDING GMBH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000012_CR_FIRB 529900G8XM6H1XVZBJ73 67504 99639d Casinos Austria Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000013_CR_FIRB 529900VN62L73X2OJX85 5200326 212163f conwert Immobilien Invest SE AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000014_CR_FIRB 7161956 270027z DCM DECOmetal GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000015_CR_FIRB 76350 67493f dm drogerie markt GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000016_CR_FIRB 5299002NFQKOBT1E8569 3570614 156765m DO & CO Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000017_CR_FIRB 5299004ARAOQMGTWCI13 125709 70342w Doppelmayr Seilbahnen GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000018_CR_FIRB 54930060U4XOVED1T359 5536812 223028h EconGas GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000019_CR_FIRB 529900WJZJAEI0VBLP60 Egger Holzwerkstoffe GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000020_CR_FIRB 52990048A4N0S24VG982 159026 42973x Eglo Leuchten GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000021_CR_FIRB 529900N8OA1GVSR5R946 30988 76532y Energie AG Oberösterreich AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000022_CR_FIRB 529900BMPGUGAFYYAV45 6106 126805d Energie Burgenland AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000023_CR_FIRB 529900WID59A60HHYX13 2795493 145825z Erber Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000024_CR_FIRB 529900P4JZBFEVNEAE60 EVN AV Equity EVN AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000025_CR_FIRB 9907106 347483f Felbermayr Holding GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000026_CR_FIRB 549300FQ2ILBH7DJ6I45 1754530 42984m Flughafen Wien Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000027_CR_FIRB 529900RJAN0LNMW7Q775 1312138 89381v HABAU Hoch- und Tiefbaugesellschaft m.b.H. 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BM Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000158_CR_FIRB 5493008CA3NMHYEVT131 VimpelCom Ltd. BM Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000159_CR_FIRB BMG455841020 HAL TRUST BM Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000160_CR_FIRB 5493001QYTIDILBVYO18 Companhia Brasileira de Aluminio BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000161_CR_FIRB 549300TH5Q6VRP8OT012 ABI LI Equity Companhia de Bebidas das Americas (AmBev) BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000162_CR_FIRB 549300EM51WYXFHUY333 Embraer S.A. BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000163_CR_FIRB FIBR3 BZ EQUITY Fibria Celulose SA BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000164_CR_FIRB 5493000J801JZRCMFE49 XPBR SQ Equity Petroleo Brasileiro S.A. — PETROBRAS BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000165_CR_FIRB VALE5 BZ EQUITY Vale SA BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000166_CR_FIRB LXVM6T3LO7QIZ8LUZ688 Votorantim Cimentos S.A. BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000167_CR_FIRB 55S3547PRDP469JRO238 2880814 AGU CT Equity Agrium Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000168_CR_FIRB 4B4HI3CGXMBDC0G6BM51 AC/A CT Equity Air Canada CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000169_CR_FIRB 549300OSW32RVX8CCZ87 ANCUF PQ Equity Alimentation Couche-Tard Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000170_CR_FIRB DR5LKEURSR8SXLM64266 7501889 ALA CT Equity AltaGas Ltd. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000171_CR_FIRB 0O4KBQCJZX82UKGCBV73 ABX CN EQUITY Barrick Gold Corp CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000172_CR_FIRB 5493001I9203PRB5KR45 BCE CT Equity BCE Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000173_CR_FIRB 549300VPM8ERH1Q42198 Bell Canada CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000174_CR_FIRB W7L3VLU8EHQY34Z36697 BBD/B CN EQUITY Bombardier Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000175_CR_FIRB 36ZUFRRMJERSM4Q0S289 746053 BPO CT Equity Brookfield Office Properties Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000176_CR_FIRB 3SU7BEP7TH9YEQOZCS77 CNI UN Equity Canadian National Railway Company CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000177_CR_FIRB 5493008IGIA1HJMDJS40 1722453 CNQ CT Equity Canadian Natural Resources Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000178_CR_FIRB NXIVWPYOIVYXFF6WCZ47 CVE CN EQUITY Cenovus Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000179_CR_FIRB 549300WSRCZY73ZG3090 00326711660005 CGI GROUP INC. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000180_CR_FIRB XYSIJOU3HNVROZWNA008 UFS CT Equity Domtar Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000181_CR_FIRB 98TPTUM4IVMFCZBCUR27 ENB CN EQUITY Enbridge Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000182_CR_FIRB CZ72ZHBVKZXQRV3XFE26 ECA CN EQUITY Encana CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000183_CR_FIRB 549300679TRDUXPT7415 206654303 EPCOR Utilities Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000184_CR_FIRB I2YOHH65IBBT53JFYQ52 G CT Equity Goldcorp Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000185_CR_FIRB B1EEF6ML54YDWRC6ZK53 2015335496 Harvest Operations Corp. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000186_CR_FIRB 549300UEBMAQDN0K0R06 K CN EQUITY Kinross Gold Corp CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000187_CR_FIRB 95RWVLFZX6VGDZNNTN43 MG CN EQUITY Magna International Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000188_CR_FIRB 6Q7WW7FQZR6X22IL2I79 Nexen Energy ULC CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000189_CR_FIRB 549300O4ZJZZOHH4H804 3572862 NBD CT Equity Norbord Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000190_CR_FIRB 5493007M1XGU5E55ZJ25 NOVA Chemicals Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000191_CR_FIRB 549300HDLRTPBQU69P29 BIN CT Equity Progressive Waste Solutions Ltd. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000192_CR_FIRB 549300A0QNNPY14D9106 SCC CT Equity Sears Canada Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000193_CR_FIRB 3XCBVWUPHGBZ5GF7TY15 SU CN EQUITY Suncor Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000194_CR_FIRB NQWTWUIL1PK7V7N5Y468 TLM CN EQUITY Talisman Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000195_CR_FIRB T8KI5SQ2JRWHL7XY0E11 TCK/B CN EQUITY Teck Resources Ltd [Ex-Teck Cominco Ltd] CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000196_CR_FIRB YHKQM2RIPKZYOZ6RVZ46 TK US Equity Teekay Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000197_CR_FIRB L2TEUTQ8OSHMJWVLCE40 T CT Equity TELUS Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000198_CR_FIRB 549300561UZND4C7B569 884903 TOC GF Equity Thomson Reuters Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000199_CR_FIRB HJZQGXYTVV2NWJZLPW74 TOM GY Equity Toyota Credit Canada Inc. CA Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000200_CR_FIRB 5BV01I6231JPDAPMGH09 TRP UN Equity TransCanada PipeLines Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000201_CR_FIRB PRAQ4VOSFIK7OQ8Z2512 4406354 VALE3 BS Equity Vale Canada Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000202_CR_FIRB WT03B8BB1IX8WI9ZGV02 Vermilion Energy Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000203_CR_FIRB 549300WHE4O6UJ2KU013 Yamana Gold Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000204_CR_FIRB 5493003DNMEAO1DT3F51 ABBN VX EQUITY ABB Ltd [Asea Brown Boveri] CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000205_CR_FIRB NI14Y5UMU60O7JE9P611 ADEN VX EQUITY Adecco SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000206_CR_FIRB 549300Q3WREIMQYFBC20 0170576D SW EQUITY Ameropa AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000207_CR_FIRB 5493007KVRV2OKRXFA55 CH-020.3.035.716-8 AML LN Equity Amlin AG CH Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000208_CR_FIRB 529900H7ZPIGI2U3CJ14 AXPO TRADING AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000209_CR_FIRB 213800Y5RWKLDPUTT265 BARN SW EQUITY Barry Callebaut AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000210_CR_FIRB 529900UPDCU6WEL7W167 BALN VX Equity Basler Versicherung AG CH Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000211_CR_FIRB 2816554-6 HRB54517 DE000DCAG010 7705815Z SW EQUITY DEMAG CRANES AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000212_CR_FIRB 5493002MXX2JLKWLE880 567151Z SW EQUITY Duferco SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000213_CR_FIRB 549300I08UA8SMJON743 CH-270.3.002.354-9/ DUFN EB Equity Dufry international AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000214_CR_FIRB 549300ADLU67CYBFIW70 CH-645.1.008.684-9 Elsevier Finance SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000215_CR_FIRB 529900Y8BGAFVVVYVN24 GATE SE Equity gategroup Holding AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000216_CR_FIRB 213800SVRMQA1TD91D41 GIVN VX Equity Givaudan SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000217_CR_FIRB 213800PSSU2QXF1WLR89 GLEN LN EQUITY Glencore International AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000218_CR_FIRB 549300DHSS9U1QKJZG57 KvK 34275373 0000 1002136Z SW EQUITY GUNVOR INTERNATIONAL BV CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000219_CR_FIRB 529900EHPFPYHV6IQO98 HOLN VX EQUITY Holcim Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000220_CR_FIRB 529900Q0YED3805QXQ66 KUEHNE AND NAGEL INTERNATIONAL AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000221_CR_FIRB 52990074N8ID7UPV7A95 LIEBHERR-INTERNATIONAL AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000222_CR_FIRB 549300EFW4H2TCZ71055 Lonza Group AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000223_CR_FIRB KY37LUS27QQX7BB93L28 CH-550.0.067.293-5 CH0038863350 NESN.VX NESTLE SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000224_CR_FIRB 529900I2PEF1FN6N6723 2284161Z SW EQUITY Nord Stream AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000225_CR_FIRB NOVN VX EQUITY Novartis AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000226_CR_FIRB 549300HUJ5CJUX02RS52 OMV SUPPLY & TRADING AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000227_CR_FIRB 5299002JRTT699WFOV74 OMYA (Schweiz) AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000228_CR_FIRB 549300HMJAFUW4NSKI73 Paul Reinhart AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000229_CR_FIRB ROG VX EQUITY Roche Holding Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000230_CR_FIRB 529900PTQ0Z1J44SHZ08 CH-100.3.010.656-7 STLN SE Equity SCHMOLZ + BICKENBACH AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000231_CR_FIRB 549300R3N69ECGYPU434 SIK IX Equity Sika AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000232_CR_FIRB 213800Z8NOHIKRI42W10 NL0000226223 STM FP EQUITY STMICROELECTRONICS NV CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000233_CR_FIRB 5493000KUC3Z24U77V93 SLHN VX Equity Swiss Life Holding AG CH Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000234_CR_FIRB 5493005SL9HHOXS3B739 CHE-102.753.938 SCMN VX Equity Swisscom AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000235_CR_FIRB 549300HTOMQG20JYV568 SYNN VX Equity Syngenta AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000236_CR_FIRB KSVC38RP5WL6C6LJGG03 TYC US Equity Tyco International Ltd. CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000237_CR_FIRB 549300VBJS7MG74G2H60 Weatherford International Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000238_CR_FIRB WOS LN EQUITY Wolseley Plc CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000239_CR_FIRB XTA LN EQUITY Xstrata Plc CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000240_CR_FIRB 50ZCTKCMUDIABGHX3R52 Zurich Insurance Company CH Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000241_CR_FIRB 549300IF4IFG0FS0RM26 AESGENER CC Equity AES Gener S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000242_CR_FIRB 549300NLTGCFV7482429 CENCOSUD CC Equity Cencosud S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000243_CR_FIRB 549300YP3P0JZBLIV197 EMPRESA NACIONAL DEL PETROLEO CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000244_CR_FIRB 549300G475ACIABB4385 USG49215AA73 CMPC CC Equity Inversiones CMPC S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000245_CR_FIRB 549300HX3UUDPEFTG707 LAN CC Equity Latam Airlines Group S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000246_CR_FIRB 549300RUPF4SKMJPUR70 BLT LN Equity Minera Escondida Limitada CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000247_CR_FIRB 600031 CH EQUITY Sany Heavy Industry Co Ltd CN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000248_CR_FIRB A25574TZFLBNK7NWQT47 PRE CT Equity Pacific Rubiales Energy Corp. CO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000249_CR_FIRB 724500JV0VHPRVANL538 5778 ANN4327C1220 HUNTER DOUGLAS NV CW Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000250_CR_FIRB 213800MRTA64ULUE9919 CARBO ONE LIMITED CY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000251_CR_FIRB 549300OEZB4GETCGFX34 GUNVOR GROUP LTD CY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000252_CR_FIRB 549300IVA1PZNX2MN285 0163947D CY EQUITY Mercuria Energy Group Ltd CY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000253_CR_FIRB 2138001LK2Z2HSER4U15 PRS NO EQUITY PROSAFE CY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000254_CR_FIRB 31570010000000137835 1131604 29287391 ALTA, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000255_CR_FIRB 31570010000000116592 657856 25572881 ARMATURY Group a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000256_CR_FIRB 31570010000000075367 765380 28402758 BAK stavební společnost, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000257_CR_FIRB 31570010000000115525 834699 46504940 Cerea, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000258_CR_FIRB 31570010000000034336 1023328 70994226 České dráhy, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000259_CR_FIRB 315700CTFRL3U2DNMO58 633919 25085689 CETELEM ČR, a.s. CZ Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000260_CR_FIRB 529900S5R9YHJHYKKG94 CZ0005112300 CEZ CP EQUITY CEZ a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000261_CR_FIRB 315700XJHXU2PD40RU82 865668 48589837 DEKTRADE a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000262_CR_FIRB 529900C5PL4JGDILRZ94 837043 46678468 HOCHTIEF CZ a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000263_CR_FIRB 31570010000000099520 644725 25322257 IMOS Brno, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000264_CR_FIRB 31570010000000032687 1086806 931 METALIMEX a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000265_CR_FIRB 315700JDC49X4VSP6Z49 601013 14915 Metrostav a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000266_CR_FIRB 31570066GBSS7JYFEL35 817880 45193592 MJM Litovel a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000267_CR_FIRB 31570010000000120084 832322 46342796 OHL ŽS, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000268_CR_FIRB 31570010000000009116 699640 26463318 OTE, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000269_CR_FIRB 31570010000000026285 671247 25860038 Pars nova a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000270_CR_FIRB 315700LTSCT2O45NWM28 805950 43873189 PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000271_CR_FIRB 31570010000000115622 817271 45148155 Primagra, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000272_CR_FIRB 549300KL08IFWLTWLQ52 691287 26271303 Skanska a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000273_CR_FIRB 529900I8XOZDM4ZQSQ21 1025Z CP EQUITY Skoda Auto A.S. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000274_CR_FIRB 31570010000000031135 923751 62623753 ŠKODA TRANSPORTATION a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000275_CR_FIRB 213800Z39ZW4XHAAUA27 725860 27195147 SMP CZ, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000276_CR_FIRB 3157004ICDH3MRKW7534 889798 60193336 Telefónica Czech Republic, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000277_CR_FIRB 31570010000000055191 617997 18050646 TŘINECKÉ ŽELEZÁRNY, a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000278_CR_FIRB 3157007C98ILJK5ST356 609769 15886492 UniCredit Leasing CZ, a.s. CZ Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000279_CR_FIRB 315700EFFOU65ETZ0V16 886003 531766 UNISTAV a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000280_CR_FIRB 31570010000000001356 672337 25877950 VÍTKOVICE HEAVY MACHINERY a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000281_CR_FIRB 31570010000000003490 710607 26823357 VÍTKOVICE POWER ENGINEERING a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000282_CR_FIRB 31570010000000015033 697350 26415623 W.A.G. payment solutions, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000283_CR_FIRB 5493005KH7FO1T5TMX47 1236614-2 ASG GY Equity AachenMuenchener Lebensversicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000284_CR_FIRB 549300JSX0Z4CW0V5023 1319784-3 ADIDAS AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000285_CR_FIRB 549300X1WWPGMS47QQ72 1215807-7 ASG GY Equity Advocard Rechtsschutzversicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000286_CR_FIRB 529900SO83U6ISM6DL85 2832395-4 HRA36525B ALBA Group plc & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000287_CR_FIRB 529900K9B0N5BT694847 1100627-7 ALV GY Equity Allianz SE DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000288_CR_FIRB 529900C058B9OTVFTU36 2033673-1 HRB98981 ASKLEPIOS KLINIKEN GMBH HAMBURG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000289_CR_FIRB 549300FJWANEIJ25D318 1545974-6 Atlas Copco Energas GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000290_CR_FIRB 529900YNBT62HCUPRG10 1106210-6 AUGUST STORCK KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000291_CR_FIRB 5299005SHIN9ZK7GW242 1124841-6 HRB1775 DE0006766504 NDA GY EQUITY Aurubis AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000292_CR_FIRB 529900PXZU3YHO6HMD80 1130123-1 Axel Springer SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000293_CR_FIRB 529900AJX4TCFW0QT666 1104883-2 B. Braun Melsungen Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000294_CR_FIRB 529900PM64WH8AF1E917 1102017-9 HRB6000 DE000BASF111 BAS GR EQUITY BASF SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000295_CR_FIRB 529900XMQYET3NBF2363 2192515-1 HRB101375 DE0005168108 B5A GY EQUITY Bauer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000296_CR_FIRB 549300J4U55H3WP1XT59 1109561-9 BAYN GY EQUITY Bayer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000297_CR_FIRB YEH5ZCD6E441RHVHD759 1103190-3 BMW GY EQUITY Bayerische Motoren Werke AG [BMW AG] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000298_CR_FIRB 529900SM0FDLLYATXU36 1103233-1 BAYWA AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000299_CR_FIRB 5299001BUUGXAREGE533 1103821-3 BTG GR EQUITY Bertelsmann SE & Co. 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KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000313_CR_FIRB 529900R27DL06UVNT076 2344103-3 HRB19360 DAI GR EQUITY Daimler AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000314_CR_FIRB 5299006S0UKN6D9ZP412 2451917-5 DB NETZ AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000315_CR_FIRB 529900I2DLZPTFPENJ05 1106744-4 DEHNER GMBH & CO KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000316_CR_FIRB 5299005A2ZEP6AP7KM81 2537834-0 ANN GF Equity Vonovia SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000317_CR_FIRB 52990063S23N13HU4E98 1818189-1 HRB50000B DBHN GR EQUITY DEUTSCHE BAHN AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000318_CR_FIRB 529900PH63HYJ86ASW55 1107110-7 HRB2168 LHA GY EQUITY DEUTSCHE LUFTHANSA AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000319_CR_FIRB 52990063W8KQHQMF4M43 2623414-6 DPW GF Equity Deutsche Post Finance B.V. DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000320_CR_FIRB 529900ITHU5Y51F1S257 1107106-5 DEUTSCHE SPARKASSEN LEASING AG & CO KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000321_CR_FIRB 549300V9QSIG4WX4GJ96 2185287-6 HRB6794 DTE GY EQUITY DEUTSCHE TELEKOM AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000322_CR_FIRB 529900KSWLV9JYE7NC83 2095980-5 HRB34977 DFS Deutsche Flugsicherung GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000323_CR_FIRB 529900QTO8D2QK2TJG32 1107340-0 Diehl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000324_CR_FIRB 529900Y1AT9MQF6UYT42 2836050-1 HRB203044 DMK DEUTSCHES MILCHKONTOR GMBH BREMEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000325_CR_FIRB 529900YZNQ3MUUZ02M47 1117002-4 HRB242 Douglas Holding AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000326_CR_FIRB 5299004W7VTLPROHR533 1125242-6 HRA8242 DR AUGUST OETKER KG BIELEFELD DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000327_CR_FIRB 529900EWEX125AULXI58 3008027-9 PAH3 GY EQUITY Dr Ing HCF Porsche AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000328_CR_FIRB 5493005UFVHY0PPNKD75 1107708-8 HRB7903HL DE0005550602 DRW3 GY EQUITY Drägerwerk AG & Co. KGaA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000329_CR_FIRB 52990076FKBR9THZ8C62 2779318-1 DYWIDAG-Systems International GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000330_CR_FIRB 529900Z8W8S8J1P7U364 1105067-1 HRA9905 E BREUNINGER GMBH CO STUTTGART DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000331_CR_FIRB Q9MAIUP40P25UFBFG033 1134262-3 HRB22315 EOAN GY EQUITY E.ON SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000332_CR_FIRB 5299000MT7P9STUCL908 1137158-0 Ed. Züblin Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000333_CR_FIRB 529900JSFZ4TS59HKD79 2331844-7 EBK GR EQUITY Energie Baden-Wurttemberg AG [EnBW] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000334_CR_FIRB 549300OQ94C7KRGGC351 2177540-8 ASG GY Equity Envivas Krankenversicherung AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000335_CR_FIRB 529900G1B8AXELNRG982 ALV GY Equity Euler Hermes Deutschland AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000336_CR_FIRB 41GUOJQTALQHLF39XJ34 1518676-0 154407Z GR EQUITY Evonik Industries AG (Evonic) DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000337_CR_FIRB 529900L64X6KZZW19R71 1108854-9 4501Z GR EQUITY EWE AG [Energieversorgung Weser-Ems] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000338_CR_FIRB 529900D7N2PTTZWFWN57 2579145-0 F.S. Fehrer Automotive GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000339_CR_FIRB 529900EI7R9SCEJP4T76 1109776-3 00311027000005 FERROSTAAL GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000340_CR_FIRB 529900WBP9HFX10RKB30 1110203-5 FLUGHAFEN MUNCHEN GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000341_CR_FIRB 529900VHM89GUAJ1RK35 1114926-7 HRB25 1048Z GR EQUITY FRANZ HANIEL & CIE GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000342_CR_FIRB 5299001ERX0K10IZUL40 1110198-7 FRAPORT AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000343_CR_FIRB XDFJ0CYCOO1FXRFTQS51 1110492-4 HRB11852 DE0005785604 FRE GY EQUITY FRESENIUS SE & CO. KGAA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000344_CR_FIRB 5299006NS9FCLFHZVL76 1578686-6 HRB714579 Freudenberg SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000345_CR_FIRB 529900KXMB40SPYJD743 2052428-6 HRB36569B 7013717Z GR EQUITY GAZPROM Germania GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000346_CR_FIRB 549300PHUU0ZZWO8EO07 1122951-5 GEA GR EQUITY GEA Group AG [Global Engineering Alliance] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000347_CR_FIRB 529900JGEOQMCDYOK785 1135188-9 Gelsenwasser AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000348_CR_FIRB 529900F916IVP0TJZK88 1051383-6 HRA11722 GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000349_CR_FIRB 5299006GD4UWSYZOKC28 2877346-3 HRB56040 GXI GY Equity Gerresheimer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000350_CR_FIRB 529900OJM5EX75OD8032 1113335-2 Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000351_CR_FIRB 529900K6BWO03KP4GU58 1113443-4 Giesecke & Devrient Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000352_CR_FIRB 529900J0V7C8Z8MLN980 2943243-2 Gigaset Communications GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000353_CR_FIRB 529900LPAX2H9S4NKU05 1215951-3 Gothaer Finanzholding AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000354_CR_FIRB 529900F4P4RV4Z50PI82 1114066-2 HRB527 GROSSKRAFTWERK MANNHEIM AG MANNHEIM DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000355_CR_FIRB HD52L5PJVBXJUUX8I539 2294348-4 HPL GR EQUITY Hapag-Lloyd AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000356_CR_FIRB 5299007CE1VJWKM99H49 1130882-2 HRB2680KI 4729Z GR EQUITY Hauptgenossenschaft Nord AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000357_CR_FIRB 529900MKHOFQI4A0XC48 2873755-9 HAWE Hydraulik SE DE Large corporate sample non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000358_CR_FIRB 52990022107L9199GO56 2588017-0 HDI Versicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000359_CR_FIRB 529900755OZXM37H4975 1115355-8 Heckler & Koch GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000360_CR_FIRB LZ2C6E0W5W7LQMX5ZI37 1126630-1 HRB330082 DE0006047004 HEI GY EQUITY HEIDELBERGCEMENT AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000361_CR_FIRB 529900ZM98OISTG16932 1115394-7 HDD GY Equity Heidelberger Druckmaschinen AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000362_CR_FIRB 529900PLX4ADJFWIY024 1135805-8 2550Z GR EQUITY Hella KGaA Hueck & Co DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000363_CR_FIRB 52990027B9ARY5AC8476 1115622-1 HELM AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000364_CR_FIRB 549300VZCL1HTH4O4Y49 1115688-2 HRB4724 DE0006048408 HEN3 GY EQUITY HENKEL AG & CO. KGAA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000365_CR_FIRB 5493007EO7JOPWXHBJ27 1740986-3 HRB3364 Heraeus Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000366_CR_FIRB 529900BVZYMVDRRSXY68 1306869-7 HRB390485 3540636Z GR EQUITY HERRENKNECHT AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000367_CR_FIRB 529900O7US4NP0J6XD12 1179777-6 HETTICH HOLDING GMBH & CO OHG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000368_CR_FIRB 529900Y25S8NZIYTT924 1116241-9 HOT GY EQUITY Hochtief AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000369_CR_FIRB 5299008WW53GLXRORN29 1350826-2 HRB2311 HBM GY Equity Hornbach-Baumarkt-AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000370_CR_FIRB 529900LFVU534EBRXD13 1104693-5 HUGO BOSS AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000371_CR_FIRB TSI2PJM6EPETEQ4X1U25 2443536-4 IFX GY Equity Infineon Technologies AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000372_CR_FIRB 529900FFRTWZQXTTUB07 1193155-7 7573220Z GR EQUITY Intersnack Knabber-Gebäck GmbH & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000373_CR_FIRB 529900DJMOF0DTSWHO38 2850239-1 HRB40163 JUWI AG WÖRRSTADT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000374_CR_FIRB 529900YURAYD4IJX2J91 1128982-4 HRB2669 SDF GY Equity K+S Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000375_CR_FIRB 1AW6P2GG0FOINEBZUQ05 VOD LN Equity Kabel Deutschland Vertrieb und Service GmbH. DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000376_CR_FIRB 529900WFRVF4SQ2EV734 1121308-9 HRA102851 509821Z GR EQUITY Kaufland Stiftung & Co. 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KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000381_CR_FIRB 529900MAU9591GT2S236 2849255-1 KraussMaffei Technologies GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000382_CR_FIRB 529900NY2GSZWWUBW049 1120219-9 KRONES Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000383_CR_FIRB 529900BVAET534PD7C28 1119133-5 HRB21016 DE0006292006 KSB3 GY EQUITY KSB Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000384_CR_FIRB 529900VPRFDDIN7BE119 1117324-2 HRB22709 IWKG IX Equity KUKA AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000385_CR_FIRB 529900FR2K4P9L9XLV21 1119187-1 KWS SAAT SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000386_CR_FIRB 529900PTLRE72EMYIJ77 2451186-7 HRB53652 LXS GF Equity Lanxess AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000387_CR_FIRB 5299002HNCMIUBHOMK35 1121223-0 HRB202 DE0005408884 LEO GY EQUITY Leoni AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000388_CR_FIRB 529900EW0ZH7KAZ11H71 1797294-4 Lidl Stiftung & Co. 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AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000391_CR_FIRB 52990098TR1QJBWIYG58 1147145-5 MAHLE GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000392_CR_FIRB 52990018UPG26YRFSM46 1122332-8 HRB179426 DE0005937007 MAN GR EQUITY MAN SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000393_CR_FIRB 5299009Z8B0YE4ECMJ92 1044964-3 Media-Saturn Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000394_CR_FIRB 5299009WLGROB3HKM878 1522457-9 MEGGLE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000395_CR_FIRB 529900OAREIS0MOPTW25 2198479-4 HRB6164 MRK GF Equity Merck KGaA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000396_CR_FIRB 5299001X9L42HXEBCZ51 1188960-7 MEO GY EQUITY Metro AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000397_CR_FIRB 529900JAY79MT50JBH87 MEYER WERFT GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000398_CR_FIRB 213800E45LWMBVNF3R85 3052190-0 NRWGRHRB8959 MNDI LN Equity Mondi Consumer Packaging International AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000399_CR_FIRB 529900807L67JY81RD65 2755947-5 MTX GY Equity MTU Aero Engines AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000400_CR_FIRB 529900ISR2VNZV1C0T93 1182822-5 MVV Energie AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000401_CR_FIRB 529900UXIUW801PQDI37 2597701-8 N-ERGIE AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000402_CR_FIRB 529900HVDYCUWVD0OE76 2551585-9 NORDEX SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000403_CR_FIRB 549300UH52ZS8O00MO03 1125476-0 Osram GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000404_CR_FIRB 529900LMI5FN0KFOE272 1125552-8 HRA62024 OTVR GR EQUITY 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529900BZ1C5S5WQENF25 2820967-4 HRB721056 ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000414_CR_FIRB 529900GB7KCA94ACC940 2531238-0 HRB14525 DE0007037129 RWE GY EQUITY RWE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000415_CR_FIRB 529900Q5SR06C5T8NO26 1128992-3 HRB8372 7015557Z GR EQUITY Salzgitter Mannesmann Handel GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000416_CR_FIRB 529900D6BF99LW9R2E68 1308819-0 SAP GY EQUITY SAP SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000417_CR_FIRB 529900JL0HDVGZMUJF32 3043578-8 Schaeffler Verwaltung Zwei GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000418_CR_FIRB 529900D8QMD1LL0E2393 2800313-5 Schletter GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000419_CR_FIRB 529900DG0F6AGQAP6N55 1131407-7 55234831 SCHOLZ Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000420_CR_FIRB 5299009QTM3SJL9BNR19 2209676-2 Schott AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000421_CR_FIRB 529900ZCRUJ3J5PYWX81 2577577-6 RPW GR EQUITY SENVION GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000422_CR_FIRB 52990038IB31TYK07X63 1129569-8 SGL GY Equity SGL Carbon SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000423_CR_FIRB W38RGI023J3WT1HWRP32 1129508-6 HRB12300B SIE GY EQUITY Siemens Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000424_CR_FIRB 529900M1LIO0SLOBAS50 1532176-3 HRB1562 DE0003304002 SOW GY EQUITY Software AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000425_CR_FIRB 549300WM0X4AUT710770 3278292-2 Springer Science+Business Media Deutschland GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000426_CR_FIRB 529900FMTTLMH0P0DL10 1473528-6 STADA Arzneimittel 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Foundation IRB approach LC_0000431_CR_FIRB 529900S8QNB101D40S72 1130211-4 SZU GY EQUITY Sudzucker AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000432_CR_FIRB 529900D82I6R9601CF26 2819960-2 HRB200436 SYMRISE AG HOLZMINDEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000433_CR_FIRB 529900P710MOUBKZDL27 2269857-5 HEESHRB85143 Techem GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000434_CR_FIRB 529900COI81IT9N2Y682 3009289-4 HRB180660 THÜGA HOLDING GMBH + CO KGAA MÜNCHEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000435_CR_FIRB 549300UDG16DOYUPR330 2411649-3 HRB9092 DE0007500001 TKA GR EQUITY THYSSENKRUPP AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000436_CR_FIRB 529900JBK6KNC4HSW032 1672825-5 Tönnies Holding GmbH & Co. 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KG, AUGSBURG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000442_CR_FIRB 529900AGED6PJE9AVL37 3185940-8 Vier Gas Transport GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000443_CR_FIRB 52990023338VFV5AIN59 1134669-9 HRA3389 VIESSMANN WERKE GMBH CO KG ALLENDORF DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000444_CR_FIRB W24EDTPHEV8NJOD4FA29 1627667-7 VNG-Verbundnetz Gas Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000445_CR_FIRB 5299004TYSI0Z73QUE46 1227804-0 HRB725621 Voith GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000446_CR_FIRB 529900NNUPAGGOMPXZ31 1134796-0 VOW3 GY EQUITY Volkswagen AG [VW] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000447_CR_FIRB 0NURKC5Q3CJYZPPK5046 1134904-0 WACKER CHEMIE AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000448_CR_FIRB 529900KKY5IMBX35M241 2679160-8 HRB7736 Wasser und Gas Westfalen GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000449_CR_FIRB 529900KQ44OJDIDU6J81 1135571-6 WEPA Hygieneprodukte GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000450_CR_FIRB 5299006E92R0717GXP27 3189637-6 HRA16706 0892272D GR EQUITY WINGAS GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000451_CR_FIRB 529900A8LX4KL0YUTH71 2543621-3 WDI GY Equity Wirecard AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000452_CR_FIRB 529900CAYOWB8YIG7X25 1136858-6 ZF FRIEDRICHSHAFEN AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000453_CR_FIRB 549300D2K6PKKKXVNN73 22756214 DK0010244425 MAERSKB DC EQUITY A.P.Møller-Mærsk A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000454_CR_FIRB 63965812 A/S SCHOUW & CO DK Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000455_CR_FIRB 549300ADWYS7RRJ8BG19 14244441 Aalborg Portland A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000456_CR_FIRB 549300Y047DQV30CKT47 49723911 ABENA HOLDING A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000457_CR_FIRB 549300PLP6WVTICKLD32 10526949 ALM. 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Hansen Holding A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000466_CR_FIRB 213800AWZ8U3FVALIO26 26259495 Coop Danmark A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000467_CR_FIRB 213800UW822WLK2HZF47 Copenhagen Airports Denmark ApS DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000468_CR_FIRB 529900BWY373HVUNIC90 28527411 Dagrofa ApS DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000469_CR_FIRB 13878595 Dagrofa S-Engros A/S (Foodservice) DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000470_CR_FIRB 213800FJJH5XFNFIAK90 23256118 Damstahl A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000471_CR_FIRB 5493007I2KABJNYPD639 20165715 DANFOSS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000472_CR_FIRB 59789317 Danish Agro A.M.B.A DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000473_CR_FIRB 21380063C9WS18D6WJ21 26121264 Danish Crown A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000474_CR_FIRB 2138007QUZXQLFGCSV45 24246930 DANSK LANDBRUGS GROVVARESELSKAB A DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000475_CR_FIRB 549300FQY6MX8USM0112 35954716 4166777Z DC EQUITY Dansk Supermarked A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000476_CR_FIRB 549300JUFTJMOTC28B39 28113951 Danske Commodities A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000477_CR_FIRB 213800ZCQ8X5QYJWVQ60 42344613 Det Danske Hedeselskab DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000478_CR_FIRB 549300JZVW1Y1UZ5UK38 14194711 DFDS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000479_CR_FIRB W9NG6WMZIYEU8VEDOG48 36213728 DONG Energy A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000480_CR_FIRB 529900X41C0BSLK67H70 58233528 DK0060079531 DSV DC EQUITY DSV A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000481_CR_FIRB 213800K83X1E9HF1MD69 55828415 DT Group A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000482_CR_FIRB 529900C0U279ORGJC950 45349918 Ecco Sko A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000483_CR_FIRB 213800Z47P2HZJKJSK23 75272014 EGM. 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A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000487_CR_FIRB 549300036WZGCBDPDZ92 GF-Forsikring A/S (Unsolicited Ratings) DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000488_CR_FIRB 5493006R4KC2OI5D3470 56759913 H. Lundbeck A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000489_CR_FIRB 213800HTGI1CTA7CKP20 34728712 Hedegaard A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000490_CR_FIRB 213800NLXK98F6PC2R37 ISS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000491_CR_FIRB 549300RIPHN847476O42 J. 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ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000533_CR_FIRB 95980020140005319366 ESA48012009 A48012009 OLE SM EQUITY DEOLEO SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000534_CR_FIRB 54930063C6K2TNFL6H10 DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000535_CR_FIRB ESA15139314 A15139314 DRC SM EQUITY DRAGADOS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000536_CR_FIRB 529900U1P1JEV71EBO44 ESA28006104 A28006104 4367465Z SM EQUITY EADS CONSTRUCCIONES AERONAUTICAS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000537_CR_FIRB 95980020140005374753 ESA28017895 A28017895 1082z sm equity EL CORTE INGLES S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000538_CR_FIRB 95980020140005491250 A48027056 ENO ELECNOR S.A. 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ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000549_CR_FIRB ESA84173947 A84173947 1234Z SM EQUITY GRUPO ISOLUX CORSAN SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000550_CR_FIRB 5QK37QC7NWOJ8D7WVQ45 ESA48010615 A48010615 IBE SM EQUITY Iberdrola SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000551_CR_FIRB 549300GEL7LRGKK0DG70 Iberia Lineas Aereas de Espana S.A. 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ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000556_CR_FIRB 95980020140005606874 IZASA DISTRIBUCIONES TECNICAS S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000557_CR_FIRB 529900S4UWJNVO9LEH81 A60195278 4374129Z LIDL SUPERMERCADOS S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000558_CR_FIRB UIUPNLHSQI58ZL7O2J82 A78346558 MAP SQ Equity Mapfre Re, Compania de Reaseguros, S.A. ES Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000559_CR_FIRB 95980020140005021479 ESA79075438 A79075438 MEDIASET ESPAÑA COMUNICACION S.A. 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ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000565_CR_FIRB 54930070W8XSY31XK130 ESA78003662 A78003662 REE SM EQUITY Red Electrica de Espana SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000566_CR_FIRB BSYCX13Y0NOTV14V9N85 A78374725 ES0273516007 REP GY Equity Repsol, S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000567_CR_FIRB ESA08000820 A08000820 DMM XT EQUITY S A DAMM ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000568_CR_FIRB 549300QHD5DP0GOPGX63 SOVENA ESPANA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000569_CR_FIRB 213800JEZBUPZKWJGF49 ESA28092583 A28092583 TRE SM EQUITY TECNICAS REUNIDAS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000570_CR_FIRB 549300EEJH4FEPDBBR25 KvK 24269798 0000 TEF SM EQUITY TELEFONICA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000571_CR_FIRB ESA08356727 A08356727 TST SM EQUITY TESTA INMUEBLES EN RENTA S.A. 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549300P8N0P6KDGTJ206 XS0946179529 TY2 GS Equity Citycon OYJ FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000579_CR_FIRB 743700TU2S3DXWGU7H32 0116510-6 XS0973806861 EIA GM Equity Elisa Corporation FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000580_CR_FIRB 7437006ZZI1F7CUA5518 Fingrid Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000581_CR_FIRB 213800SB6EOB8SSK9W63 FI0009003230 FIA1S FH EQUITY Finnair Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000582_CR_FIRB 743700BKTW4EQIVKYY42 FI0009000400 FIS1V FH EQUITY Fiskars Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000583_CR_FIRB 635400IUIZZIUJSAMF76 FI0009007132 FUM1V FH EQUITY Fortum Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000584_CR_FIRB 74370031Y7RK5H88CQ48 FI0009004824 KRA1V FH EQUITY Kemira Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000585_CR_FIRB 743700OX6HSVMCAHPB95 KESKO OYJ FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000586_CR_FIRB 2138001CNF45JP5XZK38 1927400-1 HRB57225 KC4 GR EQUITY Kone GmbH FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000587_CR_FIRB 2138007FRMWVPUDCMA45 FI0009007835 MEO1V FH EQUITY Metso Oyj FI 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deliveries Foundation IRB approach LC_0000597_CR_FIRB 743700IFQI6W89M1IY95 STOCKMANN OYJ ABP FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000598_CR_FIRB 7437000ZP669LKUTZ738 STERV FH EQUITY Stora Enso Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000599_CR_FIRB 743700LQ48IZBTZN4S52 0196656-0 XS1043513529 Teollisuuden Voima Oyj(TVO) FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000600_CR_FIRB 743700PKLY067IZIF588 Tikkurila Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000601_CR_FIRB 213800EC6PW5VU4J9U64 FI0009005987 UPM1V FH EQUITY UPM-Kymmene Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000602_CR_FIRB 743700G7A9J1PHM3X223 FI0009003727 WRT1V FH EQUITY Wärtsilä Oyj Abp FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000603_CR_FIRB 549300TLDC3IQX97WU26 Wihuri Packaging Oy FI Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000604_CR_FIRB 529900M13GM4VSTE6W80 YIT Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000605_CR_FIRB 969500QZC2Q0TK11NV07 AC FP EQUITY Accor SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000606_CR_FIRB 969500PJMBSFHYC37989 ADP FP Equity Aeroports de Paris S.A. 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applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000874_CR_FIRB 549300OPFWKTD6BUFP71 4267536 PPL UN Equity PPL UK DISTRIBUTION HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000875_CR_FIRB 213800U93SZC44VXN635 00668987 GB00B1Z4ST84 PFG LN Equity PROVIDENT FINANCIAL PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000876_CR_FIRB XB3CXKKKED7OMV80FY35 00019457 GB00B19Z1432 PZC LN Equity PZ CUSSONS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000877_CR_FIRB 213800791EF5XP7WW494 2641728 QBE AT Equity QBE European Operations PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries 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applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000937_CR_FIRB 213800IN6LSRGTZSOS29 358949 MRW LN Equity Wm Morrison Supermarkets Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000938_CR_FIRB 549300HTNGX0DU8W1F65 5537577 WPP LN Equity WPP 2008 Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000939_CR_FIRB 635400LNUHA2LDXXV850 GCC ID Equity C&C Group PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000940_CR_FIRB 8NUHUXWN9LG4XBGJ7O17 241565 CAT SE Equity Caterpillar International Finance Limited IE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000941_CR_FIRB 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IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001041_CR_FIRB 8156001B96890989C002 23641842 5411110827 PB TANKERS S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001042_CR_FIRB 5493006293RJBDQWJL92 5944540 169833 PMS IM EQUITY PERMASTEELISA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001043_CR_FIRB 8156000256C2431C2E92 4495509 134077 PIA IM Equity Piaggio & C. S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001044_CR_FIRB 815600A0C9AFC1F2A709 PC IM Equity Pirelli & Co SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001045_CR_FIRB 815600EDDBB07C9BDB90 15591777 2246400218 PODINI HOLDING S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001046_CR_FIRB 815600354DEDBD0BA991 3465665 842633 POST IM EQUITY POSTE ITALIANE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001047_CR_FIRB 8156000FE0A2DC5B7852 16232311 1343952 PRP GR EQUITY PRADA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001048_CR_FIRB 213800VHJ22UE2BRRZ48 3830970 706270410 PROFILGLASS S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001049_CR_FIRB 23687310 1777895 PRY IM EQUITY PRYSMIAN S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001050_CR_FIRB 815600B9FC8D18A5D034 1058024 291350635 RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001051_CR_FIRB 81560086FA79BEDD6B94 13270817 RHIAG — INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001052_CR_FIRB 5012487 8850400154 SACAL — SOCIETA' ALLUMINIO CARISIO — S.P IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001053_CR_FIRB 815600AF08EE2EC2DE92 1035262 8924 226907Z IM EQUITY SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001054_CR_FIRB 815600FC906D230A1420 16077541 86111 SFL IM Equity Safilo SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001055_CR_FIRB 549300PHV8MBDHWB8X12 1086637 788744 SPM IM EQUITY SAIPEM S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001056_CR_FIRB 549300UKR289DF4UXQ47 1013056 525502 SAL SALINI IMPREGILO S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001057_CR_FIRB 6524595 3957900487 SAMMONTANA — S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001058_CR_FIRB 8156006755200B82EB33 1246827 836320150 SAN CARLO GRUPPO ALIMENTARE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001059_CR_FIRB 5299005KJSU2AQUJUH84 1066932 49540 SRS IM EQUITY SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. — RAFFINERIE SARDE IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001060_CR_FIRB 815600D2FC31AF713B07 1012950 166476 SNAI SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001061_CR_FIRB 8156002278562044AF79 16067629 1633443 SRG IM Equity SNAM SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001062_CR_FIRB EOJCGSUI4NX234BL7V57 14234253 1594238 2091Z IM EQUITY SORGENIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001063_CR_FIRB 815600141CFE5F4C4325 19113128 1016401 4473035Z IM EQUITY STRADA DEI PARCHI SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001064_CR_FIRB 815600C3438977CBBE37 1038951 68670397 TAMPIERI FINANCIAL GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001065_CR_FIRB 81560029415DF1381583 1030384 195810262 TECNICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001066_CR_FIRB 815600AC5599D16D9A40 3335773 574643 MT IM EQUITY TECNIMONT S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001067_CR_FIRB 549300W384M3RI3VXU42 IT0003497168 TIT IM EQUITY TELECOM ITALIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001068_CR_FIRB 815600CD7323A82E5092 28935694 1763778 2847328Z IM EQUITY TENOVA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001069_CR_FIRB 1037712 182850362 TERMOSANITARI CORRADINI — S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001070_CR_FIRB 8156009E94ED54DE7C31 TRN IM Equity Terna Rete Elettrica Nazionale SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001071_CR_FIRB 549300IN56S27SDGEI85 18659000 1019536 80698Z IM EQUITY TIRRENO POWER S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001072_CR_FIRB 8156003E86EBA167A868 0946688D IM EQUITY TotalErg SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001073_CR_FIRB 815600FE9E92D9D6C309 3554534 201271 TFI IM EQUITY TREVI — FINANZIARIA INDUSTRIALE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001074_CR_FIRB 4212473Z IM EQUITY UNIECO SOCIETA' COOPERATIVA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001075_CR_FIRB 815600B8027C92F0DA07 4257672 1189360066 VIBAC S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001076_CR_FIRB 549300YSFQKM1C0X4E45 11321265 884361 WIND IM EQUITY WIND TELECOMUNICAZIONI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001077_CR_FIRB 549300DHPOF90OYYD780 5108 JT Equity Bridgestone Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001078_CR_FIRB 549300IZYK3206QECG76 CAT SE Equity Caterpillar Finance Corporation JP Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001079_CR_FIRB 549300MIFE1VEW02GY83 JP3298600002 COSMO OIL COMPANY LTD JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001080_CR_FIRB 549300T6IPOCDWLKC615 6501 JT Equity Hitachi, Ltd. JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001081_CR_FIRB J48DJYXDTLHM30UMYI18 8001 JT Equity Itochu Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001082_CR_FIRB 5493004LQ0B4T7QPQV17 6301 JT Equity Komatsu Ltd. JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001083_CR_FIRB 4P4N3ORD02UGQT1T1W12 0100-01-008776 8002 JT Equity Marubeni Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001084_CR_FIRB KVIPTY4PULAPGC1VVD26 8058 JP EQUITY Mitsubishi Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001085_CR_FIRB 5493008VBQD43X8QCS14 Mitsui Life Insurance Company Limited JP Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001086_CR_FIRB 5493000QYMPFRTEY4K28 6701 JT Equity NEC Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001087_CR_FIRB 7201 JP EQUITY Nissan Motor Co Ltd JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001088_CR_FIRB 5493003BZYYYCDIO0R13 9984 JT Equity SOFTBANK CORP. JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001089_CR_FIRB 5493004SE33MRLPB1W98 2768 JP EQUITY Sojitz Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001090_CR_FIRB 6758 JP EQUITY Sony Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001091_CR_FIRB V82KK8NH1P0JS71FJC05 8053 JP EQUITY Sumitomo Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001092_CR_FIRB 54930074QUY8RD0UZM08 Suntory Holdings Limited JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001093_CR_FIRB 549300ZLMVP4X0OGR454 4502 JT Equity Takeda Pharmaceutical Company Limited JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001094_CR_FIRB 549300LBHTST91VKHO68 6502 JT Equity Toshiba Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001095_CR_FIRB 5493006W3QUS5LMH6R84 TOM GY Equity Toyota Motor Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001096_CR_FIRB 004020 KS Equity Hyundai Steel Co KR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001097_CR_FIRB 000270 KS Equity Kia Motors Corp KR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001098_CR_FIRB 549300MGHLPT1EFHGF84 2007 HK Equity Country Garden Holdings Company Limited KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001099_CR_FIRB 549300IHVJRWVT07S523 3333 HK Equity Evergrande Real Estate Group Limited KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001100_CR_FIRB 5493003DTPH8AMMK4P51 NE UN Equity Noble Corporation KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001101_CR_FIRB 549300FNENFFSMO3GT38 XS0835890350 XPBR SQ Equity Petrobras Global Finance B.V. KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001102_CR_FIRB 213800S7DNJQX6LHTQ21 133818917 AB “Kauno grūdai” LT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001103_CR_FIRB LU1014539529 ALTICE LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001104_CR_FIRB 5493003BU7PAH5RRM092 APAM NA EQUITY Aperam SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001105_CR_FIRB 2EULGUTUI56JI9SAL165 MT LX EQUITY ArcelorMittal SA [AM] LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001106_CR_FIRB 549300GJ79DYFBBF5T83 0307096D LX EQUITY Brandbrew S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001107_CR_FIRB 5493007GVB1I2FDSS786 B0155849 CNHI UN Equity CNH Industrial Finance Europe S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001108_CR_FIRB 549300938QUWMPITJ642 COV US EQUITY Covidien International Finance SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001109_CR_FIRB 5299001R2HL1TAFZ8Z20 ENOVOS INTERNATIONAL SA (FORMER SOTEG) LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001110_CR_FIRB 350807947 FR0000038259 ERF FP EQUITY EUROFINS SCIENTIFIC SE LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001111_CR_FIRB 213800568PRHV2JR9650 XS0357281558 GSPBEX RR Equity Gaz Capital S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001112_CR_FIRB 213800WHKNIC1JQQG433 8GC GS Equity Glencore Finance (Europe) S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001113_CR_FIRB 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001114_CR_FIRB 549300MBM5B61VCW5A23 International Automotive Components Group, S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001115_CR_FIRB RUOKPID0PZ0UWJYU9J61 DE UN Equity John Deere Bank S.A. LU Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001116_CR_FIRB 529900XUC6PXMN6ABU42 TGH GY Equity Logwin AG LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001117_CR_FIRB 549300CTHC1CP86P2G96 MIICF PQ Equity Millicom International Cellular S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001118_CR_FIRB 0755015D LX EQUITY NH FINANCE SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001119_CR_FIRB 213800IUIRBFRNCYVR24 3900394Z LX Equity Nizi International SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001120_CR_FIRB 549300VEJMMZCY6OBU06 PDSA NS Equity Pacific Drilling S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001121_CR_FIRB 529900UUYBCBB7HMVI56 Phoenix PIB Dutch Finance B.V. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001122_CR_FIRB 549300OZSHE4H5BFQA66 QUILVEST SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001123_CR_FIRB 5493000C8J3C3SZYS040 RTL BB Equity RTL Group S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001124_CR_FIRB 5493008JPA4HYMH1HX51 SESG FP EQUITY SES SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001125_CR_FIRB 549300CJ7LW6QSGIL444 Swiss Re Europe S.A. LU Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001126_CR_FIRB 529900BSBZ853DKUP675 TRAXYS SARL LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001127_CR_FIRB 549300RIG2CXWN6IV731 CEMEX S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001128_CR_FIRB 5493008KEVFYPMGTXO33 KOFL MM Equity Coca-Cola FEMSA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001129_CR_FIRB 5493000XJLJ6C4T0PG82 GRUMAB MM Equity GRUMA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001130_CR_FIRB 5493000RIXURZEBFEV60 BIMBOA MM Equity Grupo Bimbo, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001131_CR_FIRB 549300QOAB2GJSFM0381 1234Z MM Equity Grupo Petrotemex SA de CV MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001132_CR_FIRB 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001133_CR_FIRB 549300FW3RGHPHT21D10 ALFAA MM Equity Sigma Alimentos, S.A. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001134_CR_FIRB 5493000MY3DAIB0BP706 TNE940608HS5 USP9084BAD03 ALFAA MM Equity Tenedora Nemak, S.A. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001135_CR_FIRB 549300EMP9DT6Q35HZ31 NL0000852564 AALBERTS INDUSTR NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001136_CR_FIRB 549300J93WR5DPG0P466 KVK 33232124 ABB SS Equity ABB Capital B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001137_CR_FIRB 5493007WHKI5H75YJ358 KVK 34215458 ABE SQ Equity Abertis Infraestructuras Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001138_CR_FIRB 7245007QUMI1FHIQV531 KVK 33235189 Achmea B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001139_CR_FIRB 724500HIKX3QVUQF9G08 KVK 28080300 Achmea Zorgverzekeringen N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001140_CR_FIRB O4QK7KMMK83ITNTHUG69 KVK 27076669 NL0000303709 AGN NA Equity AEGON N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001141_CR_FIRB NL0010672325 AHOLD KON NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001142_CR_FIRB 724500XYIJUGXAA5QD70 KVK 09007809 NL0000009132 AKZA NA EQUITY Akzo Nobel NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001143_CR_FIRB 724500XBZ9QOPTI11U82 KVK 34108286 Alliander N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001144_CR_FIRB 549300KYQ7B0H0K66406 KVK 33055009 AML LN Equity Amlin Europe N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001145_CR_FIRB 724500MCUU6QOFRFEA53 KVK 33256360 0000 792658Z PL EQUITY AMORIM ENERGIA, BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001146_CR_FIRB 7245000UZH70GO047N03 NL0006237562 ARCADIS NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001147_CR_FIRB 7245001I22ND6ZFHX623 KVK 30037466 NL0000334118 ASM NA Equity ASM International N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001148_CR_FIRB 724500Y6DUVHQD6OXN27 KVK 17085815 NL0006034001 ASML NA EQUITY ASML HOLDING N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001149_CR_FIRB 7245004JOPUJ0OOWTU73 KVK 30031823 ASR Schadeverzekering N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001150_CR_FIRB 724500XFMNHF1GFPYJ05 KVK 08125298 3324558Z NA Equity BDR Thermea Group BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001151_CR_FIRB 5299006ZHG3IXU0PNJ56 KvK 27106340 0000 1136Z NA EQUITY BMW Finance N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001152_CR_FIRB NL0000852580 BOSKALIS WESTMIN NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001153_CR_FIRB NL0010776944 BRUNEL INTERNAT NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001154_CR_FIRB 529900AOH3NBA8PZFG65 KvK 32097651 0000 0533866D NA EQUITY Celesio Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001155_CR_FIRB 549300WGC2HZ5J67V817 CNHI IM Equity CNH Industrial NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001156_CR_FIRB 549300BXVNOCYQ83FU09 KVK 34154633 KO UN Equity Coca-Cola HBC Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001157_CR_FIRB NL0000200384 CORE LABORATORIES NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001158_CR_FIRB 549300UNTCLR21YKLL62 KVK 30073501 NL0000288967 Corio N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001159_CR_FIRB NL0009294552 DELTA LLOYD NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001160_CR_FIRB 724500S75737K2SFDA03 KVK 22031457 Delta N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001161_CR_FIRB 213800N8X49KJRTNDM49 KVK 3419663 DGE FP Equity Diageo Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001162_CR_FIRB 529900M7QSB704RUUT95 KVK 34182495 AIR FP Equity Eads Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001163_CR_FIRB 724500KRQECMCRGM1971 KVK 14026250 EBN B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001164_CR_FIRB 5299007L43AQDFOW5739 KvK 34121496 0000 1403Z NA EQUITY EDP FINANCE BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001165_CR_FIRB 724500R5IP6TFKTNRU48 KvK 24306393 2091Z NA Equity Eneco Holding NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001166_CR_FIRB 549300XW2F91G4T4WC42 KVK 34149162 ENL GY Equity ENEL Investment Holding B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001167_CR_FIRB 529900011V8VJ3BUKR64 KVK 17115973 RWE GF Equity Essent N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001168_CR_FIRB NL0000288876 EUROCOMMERCIAL NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001169_CR_FIRB NL0000352565 FUGRO NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001170_CR_FIRB 2138005FTXOJUBQ5J563 KVK 24243533 GAS SQ Equity Gas Natural Fenosa Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001171_CR_FIRB 724500EJ2TDPAITRSJ55 KVK 02089290 GasTerra B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001172_CR_FIRB NL0000400653 GEMALTO NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001173_CR_FIRB 549300L10EVYURBFIH66 KVK 55293980 Global Blue Acquisition B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001174_CR_FIRB 529900SNLFF5M6HJ1T36 KvK 33286563 0000 1004Z NA EQUITY Haniel Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001175_CR_FIRB 724500K5PTPSST86UQ23 KVK 33011433 NL0000009165 HEIA NA Equity Heineken NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001176_CR_FIRB 7245008C9KMJL9P2UI77 KVK 34323653 Hyva Global B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001177_CR_FIRB 724500CR19MQGFWFBZ64 KvK 34217578 0000 0308206D NA EQUITY ICL Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001178_CR_FIRB TLLG0UTU6ZHOG003X735 Imperial Mobility Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001179_CR_FIRB 54930050LBZUR4138I72 KVK 27120438 ING Re (Netherlands) N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001180_CR_FIRB KVK 24311905 2872423Z NA Equity InterGen NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001181_CR_FIRB 724500C9GNBV20UYRX36 KVK 35000363 NL0010672325 AH NA Equity Koninklijke Ahold NV [Royal Ahold NV] NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001182_CR_FIRB 724500V38C5KTDY5BS93 KVK 30058019 NL0000337319 BAMNB NA Equity Koninklijke BAM NBM NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001183_CR_FIRB 724500SNT1MK246AHP04 KVK 14022069 NL0000009827 DSM NA EQUITY Koninklijke DSM N.V NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001184_CR_FIRB 549300YO0JZHAL7FVP81 KVK 02045200 NL0000009082 KPN NA Equity Koninklijke KPN NV [Royal KPN NV] NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001185_CR_FIRB H1FJE8H61JGM1JSGM897 KVK 17001910 NL0000009538 PHIA NA Equity Koninklijke Philips Electronics N.V. 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NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001190_CR_FIRB 549300J6QSW38QNOJK61 KVK 57924562 LYB International Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001191_CR_FIRB BN6WCCZ8OVP3ITUUVN49 KVK 24473890 DLY GB Equity LyondellBasell Industries N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001192_CR_FIRB 635400TMCKVEU87EJ582 KVK 24321697 METINVEST B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001193_CR_FIRB 529900PF6F1OHRZVU341 KvK 33178683 0000 1169Z NA EQUITY Metro Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001194_CR_FIRB 6354007MKEEGGVUMXO83 KVK 34239108 New World Resources N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001195_CR_FIRB 724500RKMOD48AIWKD94 KvK 24307569 0000 3893886Z NA EQUITY NIDERA B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001196_CR_FIRB 54930062JS29A5N4GO82 KVK 34248449 Nielsen Holdings N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001197_CR_FIRB 724500GQV9YLNSWECU41 KVK 17179668 Nord Gold N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001198_CR_FIRB 724500TXS5HH3GY4UW42 KVK 30124358 NS Groep N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001199_CR_FIRB 5299000CMF80GY2U0U47 KVK 16074305 NL0010395208 NUO NA Equity Nutreco Holding NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001200_CR_FIRB 724500HT4YW45B1Y7859 KVK 57585083 OAK Leaf B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001201_CR_FIRB 549300NCMRGIBJYUOE57 NL0010558797 OCI NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001202_CR_FIRB 724500IM9A059TQLBX63 OCI Nitrogen BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001203_CR_FIRB 72450053F5WRDY8CDZ66 KVK 24291478 OI US Equity OI European Group B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001204_CR_FIRB Q47A62EK6GMSID3Y8C39 KVK 17133742 XS0788529096 PCAR US Equity PACCAR Financial Europe B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001205_CR_FIRB 549300N522D3SS8MKV65 KvK 24320769 0000 3617372Z NA EQUITY PETROBRAS NETHERLANDS BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001206_CR_FIRB 549300VGHFJJ58HE2B54 KVK 17008551 PHIA NA Equity Philips Electronics NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001207_CR_FIRB 529900N9UJEHN9UPXN50 PHOENIX PIB FINANCE BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001208_CR_FIRB 724500Q41FHN0P1GPC53 KVK 27168968 NL0009739416 TNT LI Equity PostNL N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001209_CR_FIRB 54930036WK3GMCN17Z57 QIA GY Equity Qiagen NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001210_CR_FIRB 7245009EAAUUQJ0U4T57 KVK 33216172 NL0000379121 RAND NA EQUITY RANDSTAD HOLDING NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001211_CR_FIRB 549300XO8R7MPISUO753 KVK 33155037 NL0006144495 Reed Elsevier NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001212_CR_FIRB 5493002YCY6HTK0OUR29 KVK 24251372 XS0202649934 REP GY Equity Repsol International Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001213_CR_FIRB KVK 34179503 GB00B03MM408 RDSA NA EQUITY ROYAL DUTCH SHELL PLC NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001214_CR_FIRB 5493002N51KZCVBDMS27 24114856 NL0006055329 ROYAL IMTECH NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001215_CR_FIRB 213800LBMMAIG1FQP389 KVK 14105351 SABIC AB Equity SABIC Capital I B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001216_CR_FIRB NL0000360618 SBM OFFSHORE NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001217_CR_FIRB 529900KEH8410ESH1483 KVK 53761790 Schaeffler Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001218_CR_FIRB 724500DX7Q1A19SPY530 KVK 34166584 Schiphol Nederland B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001219_CR_FIRB 7245001TBT3NI9SPNJ75 SHV Netherlands NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001220_CR_FIRB TAFO772JB70PDRN5VS48 KvK 27092998 0000 1223Z NA EQUITY Siemens Financieringsmaatschappij N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001221_CR_FIRB 724500E9ZG6JMH6E2I14 NL0000817179 SLIGRO FOOD GROUP NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001222_CR_FIRB 724500ZTKJYJMWVLWJ82 KVK 34297413 SRLEV N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001223_CR_FIRB 5493002SSXOL85X3XC87 KVK 58623701 Syncreon Group B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001224_CR_FIRB 724500LTUWK3JQG63903 KVK 09083317 TenneT Holding B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001225_CR_FIRB 7245008G22FOV7TYYJ34 KVK 06045666 NL0000852523 TWEKA NA EQUITY TKH Group NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001226_CR_FIRB 724500978QL7NKMLTQ37 KVK 34210949 TMF Group Holding B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001227_CR_FIRB NL0009739424 TNT EXPRESS NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001228_CR_FIRB 724500L44K67W7UW1C59 KVK 34224566 NL0000387058 TOM2 NA EQUITY TOMTOM N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001229_CR_FIRB 724500OPA8GZSQUNSR96 KVK 33194984 TOM GY Equity Toyota Motor Finance (Netherlands) B.V. 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NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001238_CR_FIRB 5JB3IE65ZU13TA0DGN10 Würth Finance International B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001239_CR_FIRB NL0006294290 ZIGGO NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001240_CR_FIRB BWO NO Equity BW Offshore Shipholding Ltd NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001241_CR_FIRB 5493004ZHCILEMZLBS85 00304772770005 FERD AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001242_CR_FIRB 5493009F6KP3UMLPOY27 931186744 ICA Norge AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001243_CR_FIRB 549300ZLJDXBXUNCY824 936738540 National Oilwell Varco Norway AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001244_CR_FIRB 549300N1SDN71ZZ8BO45 NHY NO Equity Norsk Hydro ASA NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001245_CR_FIRB 529900J8VSH14TP5VD23 ODFJELL SE NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001246_CR_FIRB 213800T66DRTE6O6BV87 916235291 PGS NO Equity Petroleum Geo-Services ASA NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001247_CR_FIRB 529900TH4OAW7WYG1777 987059699 Statkraft AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001248_CR_FIRB OW6OFBNCKXC4US5C7523 923609016 STL NO Equity Statoil ASA NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001249_CR_FIRB R7NJHU48LTCIOB9BVU57 CNU NZ Equity Chorus Limited NZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001250_CR_FIRB 259400GYHYZPQ0HTMT82 CIE PW Equity Ciech S.A. 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PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001257_CR_FIRB Q1ECZWEVT6ZTFERCPG94 PLTLKPL00017 OPL PW EQUITY TELEKOMUNIKACJA POLSKA SA PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001258_CR_FIRB 213800RQXBBZ6KSP1I72 500311390 AMORIM & IRMAOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001259_CR_FIRB 2138002PLGLYW8EP7248 AMORIM HOLDING II SGPS SA PT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001260_CR_FIRB 213800V5Z38TLIRQW516 500700834 ANA AEROPORTOS PORTUGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001261_CR_FIRB 502607920 AUCHAN PORTUGAL HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001262_CR_FIRB 54930011KNBNPPKW7528 500038015 AUTO SUECO LDA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001263_CR_FIRB 549300RU6UYW1UMYOP92 500194670 BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001264_CR_FIRB PTBRI0AM0000 BRI PL EQUITY BRISA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001265_CR_FIRB 549300FREK460JU7RG08 500060266 CELULOSE BEIRA INDUSTRIAL-CELBI SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001266_CR_FIRB 549300TF1SUYCFUO3840 503309362 COLEP PORTUGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001267_CR_FIRB 507195515 CONTROLINVESTE SGPS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001268_CR_FIRB 213800X28CMB8LAIT849 502557400 CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001269_CR_FIRB 549300RGQV4M16FESU23 500832234 CUF QUIMICOS INDUSTRIAS, SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001270_CR_FIRB 529900CLC3WDMGI9VH80 PTEDP0AM0009 EDP PL EQUITY EDP — Energias de Portugal S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001271_CR_FIRB 529900LOXJVWGOH84656 503293695 EDP — GESTÃO DA PRODUÇÃO DE ENERGIA SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001272_CR_FIRB 504885367 ESPIRITO SANTO SAUDE SGPS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001273_CR_FIRB 2138003319Y7NM75FG53 504499777 PTGALIOE0009 GALP PL Equity GALP ENERGIA SGPS, S.A. 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PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001279_CR_FIRB 5493003NN4LXUF8JA244 Ocidental Companhia Portuguesa de Seguros de Vida, S.A. PT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001280_CR_FIRB 54930071D35BVUPC5942 502604751 OPTIMUS-COMUNICACOES S.A PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001281_CR_FIRB 507979265 OPWAY — SGPS, SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001282_CR_FIRB 213800ZWKG61JG7ZCF61 500697370 PETROLEOS PORTUGAL PETROGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001283_CR_FIRB 259400DRC6WOXNVW8B57 500829993 500829993 90413Z PL EQUITY PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001284_CR_FIRB 549300UNIB7M2AXUXS35 PTPTI0AM0006 PTCL TQ EQUITY Portucel S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001285_CR_FIRB 549300FR1FN48IGHR915 PTREL0AM0008 RENE PL Equity REN-Redes Energeticas Nacionais, SGPS, S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001286_CR_FIRB 500246963 REPSOL PORTUGUESA SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001287_CR_FIRB 5493002X2CCY60HWCU94 500243590 SECIL COMP GERAL CAL CIMENTO SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001288_CR_FIRB 549300PXZF74GVQM6867 500058580 SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001289_CR_FIRB 549300EZYIURQ5RGSE56 500278571 SOVENA OILSEEDS PORTUGAL, SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001290_CR_FIRB 549300KFJPELBPMQH079 500833532 SOVENA PORTUGAL CONSUMER GOODS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001291_CR_FIRB 95980020140005813290 505042037 SUMOL+COMPAL MARCAS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001292_CR_FIRB 500097488 TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001293_CR_FIRB 549300CNE5R74B3XKF57 505266202 UNICER BEBIDAS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001294_CR_FIRB 503933139 503933139 3646175Z PL EQUITY UNILEVER JERÓNIMO MARTINS, LDA. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001295_CR_FIRB 213800IDK8UTYDSFOG74 502544180 VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001296_CR_FIRB 500302200 500302200 0265472D PL EQUITY ZAGOPE — CONSTRUÇÕES E ENGENHARIA S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001297_CR_FIRB 549300VOFQC1SPGTZM19 503039063 ZON TV CABO PORTUGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001298_CR_FIRB 549300D3EIDZJB62TR20 21183 ORDS QD Equity Ooredoo Q.S.C. 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applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001320_CR_FIRB 549300VOTS5OZ82UTG69 SE0005934320 SE0005934320 Corp HEMSÖ FASTIGHETS AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001321_CR_FIRB 549300WJFW6ILNI4TA80 5561904771 SE0000103699 HEXAB SS EQUITY Hexagon AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001322_CR_FIRB 52990080SH3454F0QE68 5560013301 SE0000109290 HOLMB SS EQUITY Holmen AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001323_CR_FIRB 549300GYQIIJ3UXB7655 SE0001662222 HUSQB SS EQUITY HUSQVARNA AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach 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corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001343_CR_FIRB 635400TTYKE8EIWDS617 SECUB SS Equity Securitas AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001344_CR_FIRB 5493004WOSC31U83UG49 5561063834 SKAB SS EQUITY Skanska Financial Services SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001345_CR_FIRB 549300MA1BZYJU87BW55 5560339086 SE0000113250 SKAB SS EQUITY Skanska Sverige AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001346_CR_FIRB 549300X6MQ0GG8BRY481 SKF sverige AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001347_CR_FIRB 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applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001352_CR_FIRB 549300FW5JDRV1IJ0M67 SCAB SS Equity Svenska Cellulosa AB [SCA] SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001353_CR_FIRB 529900ZERGNJBEQEX179 55679708180004 SWEDAVIA AB SWEDAVIA EKONOMI SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001354_CR_FIRB 5493005DU3003SGUC166 SWEDISH HOSPITAL PARTNERS AB, SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001355_CR_FIRB 529900YVXCGNWAUYZG78 SE0000310336 SWMA SS EQUITY Swedish Match AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001356_CR_FIRB 213800EKD193RVI9HL76 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Credit risk and free deliveries Foundation IRB approach LC_0001361_CR_FIRB 5493007LNZSEWN5KTV42 SE0005769270 SE0005769270 Corp Vasakronan SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001362_CR_FIRB 549300T5RZ1HA5HZ3109 VATT SS Equity Vattenfall AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001363_CR_FIRB 549300HGV012CNC8JD22 SE0000115420 VOLVB SS EQUITY Volvo AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001364_CR_FIRB 54930083GODGBHODQ153 189744 Global A&T Electronics Ltd. SG Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001365_CR_FIRB 33D7DTWH8BNIUWE0IF81 OLAM SP Equity Olam International Ltd SG Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001366_CR_FIRB 7536988Z SK EQUITY Volkswagen Slovakia A.S. 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US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001372_CR_FIRB 549300T0GJTEK811VI53 WPI US EQUITY Actavis, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001373_CR_FIRB 549300QKBENKLBXQ8968 PA724325 AET US Equity Aetna Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001374_CR_FIRB LYOM0B2GCF1JWXK5ZG04 AGCO UN Equity AGCO Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001375_CR_FIRB QUIX8Y7A2WP0XRMW7G29 A UN Equity Agilent Technologies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001376_CR_FIRB 9PO87UV78U1JHLR68X04 8685 JT Equity AIG Financial Products Corp. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001377_CR_FIRB 7QEON6Y1RL5XR3R1W237 APD US Equity Air Products & Chemicals Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001378_CR_FIRB ABPN11VOHLHX6QR7XQ48 AA US Equity Alcoa Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001379_CR_FIRB XSGZFLO9YTNO9VCQV219 MO US Equity Altria Group Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001380_CR_FIRB ZXTILKJKG63JELOEG630 DE2620453 AMZN US Equity Amazon.com, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001381_CR_FIRB IWUQB36BXD6OWD6X4T14 DE0332421 AAL UW Equity American Airlines, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001382_CR_FIRB B6Q2VFHD1797Q7NZ3E43 CAC0951492 7267 JT Equity American Honda Finance Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001383_CR_FIRB 5493006ORUSIL88JOE18 AMT US Equity American Tower Corp [ex- American Tower System] US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001384_CR_FIRB 549300D3L3G0R4U4VT04 APH US Equity Amphenol Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001385_CR_FIRB B78FQ7XBQFLP4AYJ6F79 APC US Equity Anadarko Petroleum Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001386_CR_FIRB 72ZZ1XRHOOU9P9X16K08 APA US Equity Apache Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001387_CR_FIRB HWUPKR0MPOU8FGXBT394 CAC0806592 AAPL US Equity Apple Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001388_CR_FIRB 42YMHYH0XMHJEXDUB065 ARAMARK Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001389_CR_FIRB W47HVZ7Q6FXL86RELH91 DE0717711 ACI US Equity Arch Coal, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001390_CR_FIRB 549300LO13MQ9HYSTR83 DE0152524 ADM US Equity Archer-Daniels-Midland Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001391_CR_FIRB 0C0SZC7H22UWI2NA3R46 ARRS UW Equity Arris Group, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001392_CR_FIRB 549300YNNLBXT8N8R512 NYCARREUS ARW US Equity Arrow Electronics, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001393_CR_FIRB 6O4MRU8C1MS0K34UQF79 KY0580261 ASH US Equity Ashland Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001394_CR_FIRB 549300Z40J86GGSTL398 DE2018584 T* MM Equity AT&T Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001395_CR_FIRB QVLWEGTD2S8GJMO8D383 ATO US Equity Atmos Energy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001396_CR_FIRB HGBOLILQXWER4SAL2I23 ADP US Equity Automatic Data Processing US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001397_CR_FIRB GA3JGKJ41LJKXDN23E90 Autozone Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001398_CR_FIRB XN8R4HH1TVC1XOCL5P21 CAR US EQUITY Avis Budget Car Rental LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001399_CR_FIRB XJI53DCPL7QABOWK4Z75 NYCAVNTUS AVT US Equity Avnet, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001400_CR_FIRB 5493007RY69UEB1F1B45 AVP US Equity Avon Products, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001401_CR_FIRB MF62XBVMNYTYMC18DL76 DE2416636 BA/ LN Equity BAE Systems Holdings Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001402_CR_FIRB BHI US EQUITY Baker Hughes Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001403_CR_FIRB EWRDABCN7XBHM37LIA98 DE2072335 Beam Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001404_CR_FIRB HL5XPTVRV0O8TUN5LL90 MN1K-1056 BBY US Equity Best Buy Co., Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001405_CR_FIRB KK5MZM9DIXLXZL9DZL15 DE2322568 BMW HB Equity BMW US Capital, LLC US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001406_CR_FIRB 549300DSFX2IE88NSX47 BWA US Equity BorgWarner Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001407_CR_FIRB Y6ZDD9FP4P8JSSJMW954 DE0874815 BSX UN Equity Boston Scientific Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001408_CR_FIRB 549300GMUCJ08527GQ81 IN182869-107 BP/ LN Equity BP Corporation North America Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001409_CR_FIRB 549300YYMNSW7KWZH127 BP/ LN Equity BP Products North America Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001410_CR_FIRB HLYYNH7UQUORYSJQCN42 BMY US EQUITY Bristol Myers Squibb Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001411_CR_FIRB 5493007M0RIN8HY3MM77 BG US Equity Bunge Limited US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001412_CR_FIRB Y7ET3D9SDOFUZ515FE28 DE0799956 CA US Equity CA, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001413_CR_FIRB 43R4VPJBXTU2O15HEF41 Calpine Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001414_CR_FIRB 5493007JDSMX8Z5Z1902 CPB US Equity Campbell Soup Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001415_CR_FIRB CCU46N3GJMF4OK4N7U60 OH535613 CAH US Equity Cardinal Health, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001416_CR_FIRB QXZYQNMR4JZ5RIRN4T31 3091Z US Equity Cargill Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001417_CR_FIRB EDBQKYOPJUCJKLOJDE72 DE0921323 CAT SE Equity Caterpillar Financial Services Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001418_CR_FIRB WRJR7GS4GTRECRRTVX92 CAT US EQUITY Caterpillar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001419_CR_FIRB 5KYC8KF17ROCY24M3H09 DE2106821 C5S GM Equity CBS Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001420_CR_FIRB CD30XVRLT4QO00B1C706 DE3780476 CE UN Equity Celanese US Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001421_CR_FIRB 4SIHMF0MOSTTL8CD0X64 CELG US Equity Celgene Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001422_CR_FIRB 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001423_CR_FIRB 8E6NF1YAL0WT6CWXXV93 CSCO US EQUITY Cisco Systems Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001424_CR_FIRB 549300IA9XFBAGNIBW29 CMS Energy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001425_CR_FIRB B0QU0GIVGFFMCOP5RJ72 DE4789658 CKK GB Equity Coca-Cola Enterprises, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001426_CR_FIRB 2V9V7M0RUQG9M2J4IC47 Colfax Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001427_CR_FIRB YMEGZFW4SBUSS5BQXF88 DE0156313 CL US Equity Colgate-Palmolive Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001428_CR_FIRB 51M0QTTNCGUN7KFCFZ59 PA3039985 CTP GB Equity Comcast Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001429_CR_FIRB 549300OQS2LO07ZJ7N73 DE0406521 CMC US Equity Commercial Metals Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001430_CR_FIRB 6113F6JQLWIUGTBN1L36 CSC US equity Computer Sciences Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001431_CR_FIRB 54930035UDEIH090K650 DE0818944 CAG US Equity ConAgra Foods, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001432_CR_FIRB SYHS7HRDXLL4I0IQ8776 CXO US EQUITY Concho Resources Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001433_CR_FIRB 6VJJ5GQWIRDQ06DUXG89 DE0064324 COP US Equity ConocoPhillips Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001434_CR_FIRB 549300JK3KH8PWM3B226 DE2277631 CNX UN Equity CONSOL Energy Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001435_CR_FIRB 29DX7H14B9S6O3FD6V18 CTO GM Equity Costco Wholesale Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001436_CR_FIRB 549300BO9IWPF3S48F93 COTY US EQUITY Coty Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001437_CR_FIRB TVRMNZKRGA8LPW6XPG60 Cox Enterprises Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001438_CR_FIRB RPPGGRL1J75WGF2DFO04 PA3337938 CCK US Equity Crown Americas LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001439_CR_FIRB ZUNI8PYC725B6H8JU438 IN194062-043 CMI UN Equity Cummins Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001440_CR_FIRB S4BKK9OTCEWQ3YHPFM11 DHR US EQUITY Danaher Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001441_CR_FIRB PWFTNG3EI0Y73OXWDH08 DE US EQUITY Deere & Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001442_CR_FIRB 3E70L4WYANTIWWIPHC81 DELL US EQUITY Dell Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001443_CR_FIRB Q2CCMS6R0AS67HJMBN42 DAL US EQUITY Delta Air Lines Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001444_CR_FIRB 54930042348RKR3ZPN35 DE2155705 DVN US Equity Devon Energy Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001445_CR_FIRB F14FQJ2EEHW5VPYUHL14 DO US Equity Diamond Offshore Drilling, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001446_CR_FIRB 549300Z1UGYT5725XB67 DE3535468 DTV TQ Equity DIRECTV Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001447_CR_FIRB ILUL7B6Z54MRYCF6H308 D US EQUITY Dominion Resources Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001448_CR_FIRB 549300FMC2ALGA7N9E80 DE0412823 DOV UN Equity Dover Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001449_CR_FIRB ZQUIP1CSZO8LXRBSOU78 DOW US EQUITY Dow Chemical Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001450_CR_FIRB 549300IX8SD6XXD71I78 DTE US EQUITY DTE Energy Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001451_CR_FIRB FDPVHDGJ1IQZFK9KH630 DE2345566 EMN UN Equity Eastman Chemical Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001452_CR_FIRB 0NZWDMRCE180888QQE14 ETN US EQUITY Eaton Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001453_CR_FIRB OML71K8X303XQONU6T67 DE2871352 EBAY US Equity eBay Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001454_CR_FIRB FRDRIPF3EKNDJ2CQJL29 LLY US EQUITY Eli Lilly & Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001455_CR_FIRB FGLT0EWZSUIRRITFOA30 EMR UN Equity Emerson Electric Co. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001456_CR_FIRB GHFPUH0OZ5JLGJXWCO16 ESV UN Equity ENSCO International Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001457_CR_FIRB 4XM3TW50JULSLG8BNC79 ETR US EQUITY Entergy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001458_CR_FIRB 549300EVUN2BTLJ3GT74 DE2911438 EQIX US Equity Equinix, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001459_CR_FIRB 549300RO2XES74KQGG63 XLS US EQUITY Exelis Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001460_CR_FIRB 3SOUA6IRML7435B56G12 EXC US EQUITY Exelon Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001461_CR_FIRB CI7MUJI4USF3V0NJ1H64 WA601975803 EXPE UW Equity Expedia, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001462_CR_FIRB J3WHBG0MTS7O8ZVMDC91 NJ3793794100 XOM US Equity Exxon Mobil Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001463_CR_FIRB 549300E707U7WNPZN687 FDX US EQUITY FedEx Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001464_CR_FIRB 6WQI0GK1PRFVBA061U48 GA0110597 FIS UN Equity Fidelity National Information Services, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001465_CR_FIRB 549300NPYMLM4NHTOF27 First Solar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001466_CR_FIRB 549300SVYJS666PQJH88 OH953140 FE US Equity FirstEnergy Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001467_CR_FIRB 6Y0GK87T6V7NJKZJVM41 NYCDRRCUS FLS US Equity Flowserve Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001468_CR_FIRB CQ7WZ4NOFWT7FAE6Q943 FLR US EQUITY Fluor Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001469_CR_FIRB CKDHZ2X64EEBQCSP7013 FMC US Equity FMC Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001470_CR_FIRB EMQFUEY7DV1MVNKAUT87 DE3315658 FTI US Equity FMC Technologies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001471_CR_FIRB 20S05OYHG0MQM4VUIC57 F US EQUITY Ford Motor Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001472_CR_FIRB 2MNR4Q42DBL85U7RD221 Forest Oil Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001473_CR_FIRB A0WMBJD47C49E2JJOM88 DE4594648 FRE GY Equity Fresenius US Finance I, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001474_CR_FIRB 549300FNRIXILI56M704 0196414D US EQUITY Gavilon LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001475_CR_FIRB 9C1X8XOOTYY2FNYTVH06 GD US EQUITY General Dynamics Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001476_CR_FIRB 3C7474T6CDKPR9K6YT90 NYCGECYUS GNE FP Equity General Electric Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001477_CR_FIRB 2TGYMUGI08PO8X8L6150 GIS US Equity General Mills, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001478_CR_FIRB 549300PDWRZX0BR28B12 DE4717789 GM UN Equity General Motors Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001479_CR_FIRB L2EVHWFHVAQK72TMH265 DE4275413 Georgia-Pacific LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001480_CR_FIRB 5493002BI0S2ZQUY3437 GT US EQUITY Goodyear Tire & Rubber Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001481_CR_FIRB 7ZW8QJWVPR4P1J1KQY45 GOOG US EQUITY Google Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001482_CR_FIRB ENYF8GB5SMQZ25S06U51 DE2681775 HAL UN Equity Halliburton Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001483_CR_FIRB KAO98FK89NPNNPQGUZ43 DE0497602 HSC US Equity Harsco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001484_CR_FIRB 549300NUB6D2R1ITYR45 HAS US Equity Hasbro, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001485_CR_FIRB 549300PD0C69OJ0NLB27 766481Z US EQUITY Hertz Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001486_CR_FIRB UASVRYNXNK17ULIGK870 DE0097017 AHC GB Equity Hess Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001487_CR_FIRB WHKXQACZ14C5XRO8LW03 HPQ US EQUITY Hewlett-Packard Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001488_CR_FIRB 5493003STKEZ2S0RNU91 HNZ US EQUITY HJ Heinz Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001489_CR_FIRB ISRPG12PN4EIEOEMW547 DE2061772 HON UN Equity Honeywell International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001490_CR_FIRB KNX4USFCNGPY45LOCE31 4335 HK Equity Intel Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001491_CR_FIRB VGRQXHF3J8VDLUA7XE92 IBM US EQUITY International Business Machines (IBM Corp) US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001492_CR_FIRB F9HV8ZL85LRIQ6D60098 NVC7491-1980 IGT UN Equity International Game Technology US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001493_CR_FIRB 824LMFJDH41EY779Q875 IP US EQUITY International Paper Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001494_CR_FIRB 5493008IUOJ5VWTRC333 Interpublic Group of Cos US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001495_CR_FIRB 24F6LSZD18II6ICG6S41 Itron Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001496_CR_FIRB YB2O5TUONPB3W1X7WJ88 ITT US EQUITY ITT Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001497_CR_FIRB KD833U13JEIGETBW2749 JAH US EQUITY Jarden Corp (fka Alltrista Corp) US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001498_CR_FIRB 549300XR6O4ACB0KLV08 JFB Firth Rixson, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001499_CR_FIRB E0KSF7PFQ210NWI8Z391 DE UN Equity John Deere Capital Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001500_CR_FIRB 549300G0CFPGEF6X2043 NJ5106301000 JNJ GQ Equity Johnson & Johnson US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001501_CR_FIRB 3LB2NG8VUULSCV2NO430 JCI US EQUITY Johnson Controls Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001502_CR_FIRB LONOZNOJYIBXOHXWDB86 K US EQUITY Kellogg Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001503_CR_FIRB AGX0G2MXE54NFNNICD28 KU1 US EQUITY Kentucky Utilities Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001504_CR_FIRB MP3J6QPYPGN75NVW2S34 KMB UN Equity Kimberly-Clark Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001505_CR_FIRB 549300PDHUGWPWGOT525 DE2301470 Kinder Morgan Energy Partners, L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001506_CR_FIRB 5493005158BXZWGOX572 3097Z US EQUITY Koch Industries Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001507_CR_FIRB 549300JF6LPRTRJ0FH50 KSS UN Equity Kohl's Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001508_CR_FIRB V1BYR0MM295ZFWYYS367 KRFT US EQUITY Kraft Foods Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001509_CR_FIRB GR3KVMWVCR54YWQNXU90 DE0933796 LTD GF Equity L Brands, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001510_CR_FIRB LINE US EQUITY Linn Energy LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001511_CR_FIRB 5493007B9BM9ZXJINO78 DE4009151 LYV UN Equity Live Nation Entertainment, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001512_CR_FIRB DPRBOZP0K5RM2YE8UU08 LMT US EQUITY Lockheed Martin Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001513_CR_FIRB WAFCR4OKGSC504WU3E95 NC0087443 LOW UN Equity Lowe's Companies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001514_CR_FIRB 2RTSLGQ89VMY18RHX631 Manitowoc Co Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001515_CR_FIRB 1FRVQX2CRLGC1XLP5727 DE3395371 MRO US Equity Marathon Oil Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001516_CR_FIRB 3BNYRYQHD39K4LCKQF12 DE4750998 MPC UN Equity Marathon Petroleum Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001517_CR_FIRB 225YDZ14ZO8E1TXUSU86 DE2798413 MAR US Equity Marriott International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001518_CR_FIRB 54930073HKEO6GZBSS03 4614Z US EQUITY Mars Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001519_CR_FIRB 549300XMP3KDCKJXIU47 DE0706226 MMC UN Equity Marsh & McLennan Companies, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001520_CR_FIRB 5GCSNMQXHEYA1JO8QN11 DE0585027 MAS US Equity Masco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001521_CR_FIRB AR5L2ODV9HN37376R084 DE3390142 MA US Equity MasterCard Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001522_CR_FIRB 549300VELLG24KHTJ564 DE0673809 MAT US Equity Mattel, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001523_CR_FIRB UE2136O97NLB5BYP9H04 MCD US EQUITY McDonald's Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001524_CR_FIRB 549300WZWOM80UCFSF54 DE2417015 MCK US Equity McKesson Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001525_CR_FIRB 4DL8C98Z5G5IXZLH3578 MWV US Equity MeadWestvaco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001526_CR_FIRB D56MRZY2INAN94ZONZ37 MDT US EQUITY Medtronic Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001527_CR_FIRB 4YV9Y5M8S0BRK1RP0397 MRK US EQUITY Merck & Co Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001528_CR_FIRB INR2EJN1ERAN0W5ZP974 WA600413485 MSF NA Equity Microsoft Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001529_CR_FIRB 54930073LBBH6ZCBE225 TAP US EQUITY Molson Coors Brewing Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001530_CR_FIRB 549300DV9GIB88LZ5P30 VA05501796 KTF GF Equity Mondelez International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001531_CR_FIRB NONUZEX43GHIPSVDD938 DE3174788 MON US Equity Monsanto Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001532_CR_FIRB 6S552MUG6KGJVEBSEC55 DE0789650 MTLA GF Equity Motorola Solutions, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001533_CR_FIRB MOM4570XTJ5YYX7JKH83 DE2977161 NG/ LN Equity National Grid USA US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001534_CR_FIRB 549300VSP3RIX7FGDZ51 NEM US EQUITY Newmont Mining Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001535_CR_FIRB UMI46YPGBLUE4VGNNT48 NEE UN Equity NextEra Energy Capital Holdings, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001536_CR_FIRB 549300Z2ZSKKGUE3J147 NKE US EQUITY Nike Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001537_CR_FIRB ZHUWIE4VK4MIYES0UG62 IN2000033100151 NI UN Equity NiSource Finance Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001538_CR_FIRB 7D6DIU2QXTUJRFNNJA49 CAC1059173 7201 JT Equity Nissan Motor Acceptance Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001539_CR_FIRB 02VFQXG2D1LR5ZH3K186 NBL UN Equity Noble Energy, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001540_CR_FIRB 549300S3IZB5P35KNV16 WA178071138 JWN US Equity Nordstrom, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001541_CR_FIRB RIMU48P07456QXSO0R61 NOC US EQUITY Northrop Grumman Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001542_CR_FIRB 6B6FQLPMMKB14LX6NY57 Novelis Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001543_CR_FIRB 549300GGJCRSI2TIEJ46 NUE UN Equity Nucor Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001544_CR_FIRB IM7X0T3ECJW4C1T7ON55 OXY US EQUITY Occidental Petroleum US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001545_CR_FIRB 52990006VBKYFQMQJX90 KvK 34311273 0000 OILT UD EQUITY Oiltanking Finance B.V. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001546_CR_FIRB HKUPACFHSSASQK8HLS17 OMC US EQUITY Omnicom Group US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001547_CR_FIRB 1Z4GXXU7ZHVWFCD8TV52 DE2457805 ORCL* MM Equity Oracle Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001548_CR_FIRB 549300TOPQ8NG4HGVK16 Owens Corning US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001549_CR_FIRB PH3S12DWZBHHQKVYZ297 WA177005077 PCAR US Equity PACCAR Financial Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001550_CR_FIRB KDTEY8BWE486IKZ3CC07 PCAR US EQUITY Paccar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001551_CR_FIRB SGY07Y7FNYBNLM6Z1M11 OR085297-86 BRK/A US Equity PacifiCorp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001552_CR_FIRB 5493002CONDB4N2HKI23 PH US EQUITY Parker Hannifin Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001553_CR_FIRB EJCO258LNNVSKAR2JX59 DE2864939 BTU US Equity Peabody Energy Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001554_CR_FIRB FJSUNZKFNQ5YPJ5OT455 NC0198463 PEP SE Equity PepsiCo, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001555_CR_FIRB 765LHXWGK1KXCLTFYQ30 PFE US EQUITY Pfizer Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001556_CR_FIRB 8YQ2GSDWYZXO2EDN3511 PG&E Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001557_CR_FIRB HL3H1H2BGXWVG3BSWR90 VA0670281-5 PMI SE Equity Philip Morris International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001558_CR_FIRB TWSEY0NEDUDCKS27AH81 Pinnacle West Capital Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001559_CR_FIRB 549300N2O26NW4ST6W55 DE0101728 PBI US Equity Pitney Bowes Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001560_CR_FIRB 5MRSWZYSSE4064ED3F25 Plains Exploration & Production Co LP US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001561_CR_FIRB 549300BKPEP01R3V6C59 PA284424 PPG UN Equity PPG Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001562_CR_FIRB ZU69GUVJQGZ6Z1UOOO79 PX US EQUITY Praxair Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001563_CR_FIRB 6S3X7J22E861RNTJSA74 3252Z US EQUITY President & Fellows of Harvard College US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001564_CR_FIRB 2572IBTT8CCZW6AU4141 PG US EQUITY Procter & Gamble Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001565_CR_FIRB 5PRBRS5FEH7NREC8OR45 NJ0100802453 PRU US Equity Prudential Financial, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001566_CR_FIRB PUSS41EMO3E6XXNV3U28 PEG US EQUITY Public Service Enterprise Group Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001567_CR_FIRB 123WALMHY1GZXG2YDL90 PVH UN Equity PVH Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001568_CR_FIRB 8MCWUBXQ0WE04KMXBX50 DE2249088 DGX UN Equity Quest Diagnostics Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001569_CR_FIRB HO1QNWM0IXBZ0QSMMO20 RL UN Equity Ralph Lauren Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001570_CR_FIRB YR6K3WJN0KKLUPZSNL57 DE0472015 RTN US Equity Raytheon Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001571_CR_FIRB NKNQHM6BLECKVOQP7O46 RSG US EQUITY Republic Services Group US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001572_CR_FIRB PQQ60KVT5SJX0ETQT497 RKT US Equity Rock-Tenn Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001573_CR_FIRB VH3R4HHBHH12O0EXZJ88 ROK US Equity Rockwell Automation, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001574_CR_FIRB 549300LJXD867XMVE759 ROP UN Equity Roper Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001575_CR_FIRB K2NEH8QNVW44JIWK7Z55 C-38863 RCL NO Equity Royal Caribbean Cruises Ltd. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001576_CR_FIRB 549300TJCKW4BRXPJ474 RPM US Equity RPM International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001577_CR_FIRB 549300VXRTBPBK07QT94 0398293Z US EQUITY Ruby Pipeline LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001578_CR_FIRB ZXJ6Y2OSPZXIVGRILD15 FL590739250 R US Equity Ryder System, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001579_CR_FIRB 549300NKZ6VCN5P3K723 DE2096948 SWY US Equity Safeway Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001580_CR_FIRB RLTHESQ0RNFQJWPBJN60 DE2258732 SGMS UW Equity Scientific Games International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001581_CR_FIRB Q0M0CZB4YN6JZ65WXI09 SEE US EQUITY Sealed Air Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001582_CR_FIRB PBBKGKLRK5S5C0Y4T545 CAC1991515 SRE US Equity Sempra Energy US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001583_CR_FIRB KAF673KJXD92C8KSLU49 SLGN US EQUITY Silgan Holdings Inc [fka Silgan Corp] US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001584_CR_FIRB MR92GTD0MJTTTTQDVG45 DE2360269 Simon Property Group, L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001585_CR_FIRB HHWAT5TDOYZMM26KKQ73 SNA US Equity Snap-on Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001586_CR_FIRB 549300FC3G3YU2FBZD92 Southern Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001587_CR_FIRB EFWMP121W54QV9MGOP87 DE4116263 SWN US Equity Southwestern Energy Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001588_CR_FIRB P761FCI0CPOG24I8JE10 SPW US Equity SPX Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001589_CR_FIRB 549300DJ09SMTO561131 SWK US Equity Stanley Black & Decker, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001590_CR_FIRB XQM2JINI1UL7642TU573 SPLS US Equity Staples, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001591_CR_FIRB 5493002F0SC4JTBU5137 MI148492 SYK US Equity Stryker Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001592_CR_FIRB 549300TXO070764WUH65 SPWR US EQUITY Sunpower Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001593_CR_FIRB YF6ZV0M6AU4FY94MK914 SYMC US Equity Symantec Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001594_CR_FIRB 5RGWIFLMGH3YS7KWI652 SYY US Equity Sysco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001595_CR_FIRB 8WDDFXB5T1Z6J0XC1L66 TGT US Equity Target Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001596_CR_FIRB 6HL0C5LCIE4TN8UZHL06 DE2980513 TRP UN Equity TC PipeLines, LP US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001597_CR_FIRB UUL85LWXB4NGSWWXIQ25 TFX US Equity Teleflex Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001598_CR_FIRB YAWJZJYEQ7M1SYMOS462 DE2106001 TEX UN Equity Terex Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001599_CR_FIRB CMTK1YBYNLPLIS3QLI53 TSO US EQUITY Tesoro Petroleum US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001600_CR_FIRB 549300VFZ8XJ9NUPU221 The Estee Lauder Companies US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001601_CR_FIRB HCHV7422L5HDJZCRFL38 DE0558016 TMO US Equity Thermo Fisher Scientific Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001602_CR_FIRB KNG3XRAA0RHN9H62OK76 TWX US EQUITY Time Warner Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001603_CR_FIRB B0I35MLPFXZSE70ASS73 TKR US EQUITY Timken Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001604_CR_FIRB 549300V2JRLO5DIFGE82 DE3058821 DTE GF Equity T-Mobile USA, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001605_CR_FIRB R1JB4KXN77XFCXOQKV49 DE7324254 TRN US Equity Trinity Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001606_CR_FIRB 3NWOXIHJSQCX0SM5Z749 DE3589359 TRW US Equity TRW Automotive Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001607_CR_FIRB G8NWFN4YP7CR6FOP4886 Tupperware Brands Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001608_CR_FIRB WD6L6041MNRW1JE49D58 TSN US Equity Tyson Foods, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001609_CR_FIRB MYF1DAS6G5WY7PRWCU78 DE0945814 ULVR LN Equity Unilever Capital Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001610_CR_FIRB K1OQBWM7XEOO08LDNP29 DE0890080 UAL UN Equity United Airlines, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001611_CR_FIRB D01LMJZU09ULLNCY6Z23 UPS US EQUITY United Parcel Service Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001612_CR_FIRB JNLUVFYJT1OZSIQ24U47 X UN Equity United States Steel Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001613_CR_FIRB I07WOS4YJ0N7YRFE7309 UTX US EQUITY United Technologies Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001614_CR_FIRB 549300VSXHFQVR770L55 DE4426189 Univar Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001615_CR_FIRB 549300BZXZ66F6DTIF20 VA0016487-1 UVV US Equity Universal Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001616_CR_FIRB 5493004XNBKB5SFUJI60 DE0932960 AAL UW Equity US Airways, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001617_CR_FIRB KOO0397YRO83WY5MGD97 VRX CT Equity Valeant Pharmaceuticals International US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001618_CR_FIRB 549300XTO5VR8SKV1V74 VLO US EQUITY Valero Energy Corp US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001619_CR_FIRB 2S72QS2UO2OESLG6Y829 VZ US EQUITY Verizon Communications Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001620_CR_FIRB CWAJJ9DJ5Z7P057HV541 VFC US EQUITY VF Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001621_CR_FIRB X0ST5BPF0CZG9FE5OV61 VIA US EQUITY Viacom Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001622_CR_FIRB 549300OBVCU4IRZFZ230 Virgin Media Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001623_CR_FIRB CQKUMNNZVDJLRYV2PT43 Virginia Electric & Power Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001624_CR_FIRB 549300JZ4OKEHW3DPJ59 V US Equity Visa Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001625_CR_FIRB 549300BMOJ05INE4YK86 DE2669712 Vornado Realty L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001626_CR_FIRB 549300UUPJ2NXDB68M19 DE0911551 VW Credit, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001627_CR_FIRB Y87794H0US1R65VBXU25 WMT US EQUITY Wal-Mart Stores Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001628_CR_FIRB 7260JQNI6SCF9FIV2392 DIS US EQUITY Walt Disney Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001629_CR_FIRB IQN3XTJNANI73KWRED03 Walter Energy Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001630_CR_FIRB 549300YX8JIID70NFS41 WM US EQUITY Waste Management US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001631_CR_FIRB 3CYEJKBUJZO3UW777J80 DE3797582 WEA Finance LLC US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001632_CR_FIRB WHENKOULSSK7WUM60H03 WHR US EQUITY Whirlpool Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001633_CR_FIRB D3W7PCXCBRQLL17DZ313 World Fuel Services Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001634_CR_FIRB T4VNTWMFQ7JQB65L7T35 DE3664441 WYN UN Equity Wyndham Worldwide Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001635_CR_FIRB LGJNMI9GH8XIDG5RCM61 MN37-AA XEL US Equity Xcel Energy Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001636_CR_FIRB 4KF48RN45X1OO8UBLY20 XRX UN Equity Xerox Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001637_CR_FIRB 6EY4K7ZMF9UX1CU6KC79 XIX GF Equity Xilinx, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001638_CR_FIRB 549300DF5MV96DRYLQ48 XYL US EQUITY Xylem Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001639_CR_FIRB 2P2YLDVPES3BXQ1FRB91 DE3343799 ZMH US Equity Zimmer Holdings, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001640_CR_FIRB 549300HD9Q1LOC9KLJ48 ZTS UN Equity Zoetis Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001641_CR_FIRB 5493007CO5W5OBFG7L21 RETAIL ESTATES NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001642_CR_FIRB 549300QSUNKAEBMYIR16 RAVAGO S.A. BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001643_CR_FIRB 549300O3SGMD4K45DN61 BE 0404621642 ALCATEL-LUCENT BELL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001644_CR_FIRB 54930031IF9XW7PCY637 BE 0403992231 Atlas Copco Airpower BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001645_CR_FIRB 549300PR82EONF1NKE18 BE 0473566965 BELFIMA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001646_CR_FIRB 549300UOBXCS79E82606 BE 0404535431 Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001647_CR_FIRB 549300VSM2RG55U2QU15 BE 0400853488 BRUSSELS AIRLINES BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001648_CR_FIRB 5493007ZLRNTTT9B6384 Carrefour Finance SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001649_CR_FIRB 529900P0HVIO92I8AU52 BE 0422362447 COCKERILL MAINTENANCE & INGENIERIE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001650_CR_FIRB 549300VWVXR1GOHG0E16 BE 0425702910 COFELY FABRICOM sa BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001651_CR_FIRB 5493003N7PPOYDZI1G90 BE 0400464795 COMPAGNIE D'ENTREPRISES CFE — AANNEMINGSMAATSCHAPPIJ CFE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001652_CR_FIRB 5299009GDDJ20VCTA286 BE 0404411707 CONTINENTAL BENELUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001653_CR_FIRB 549300NF0J86QSGBSV95 BE 0413572663 DELDO AUTOBANDEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001654_CR_FIRB 549300KT827RUL680A73 BE0428741087 D'IETEREN Treasury BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001655_CR_FIRB 5493000G720YN71E2S86 BE 0435305514 DREDGING INTERNATIONAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001656_CR_FIRB 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applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001666_CR_FIRB 5493004EAZQ20FYJKT70 BE 0438202052 greif services belgium BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001667_CR_FIRB 5299004FBX5DGG463D98 BE 0430060188 HERAEUS ELECTRO — NITE INTERNATIONAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001668_CR_FIRB 5493002TTO3072KC6L60 BE 0402220594 Hewlett — Packard Belgium BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001669_CR_FIRB 549300VI27GGJFIOCP26 BE 0440113348 INTERNATIONAL FINANCE CENTER CFE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001670_CR_FIRB 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applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001693_CR_FIRB 549300J5X4E65PJHE355 BE 0464538245 VPK SERVICES BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001694_CR_FIRB 5493002MUOV04NSPT571 2796756-1 RBC INVESTOR SERVICES TRUST CA Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001695_CR_FIRB 549300G6ZUFBJVLAJQ46 MERCURIA ENERGY TRADING SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001696_CR_FIRB 5299009K1FINARYDEC72 RENAULT FINANCE SA CH Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001697_CR_FIRB 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Credit risk and free deliveries Foundation IRB approach LC_0001706_CR_FIRB 213800SKZTSE2L1BII69 THAMES WATER UTILITIES CAYMAN FINANCE LIMITED KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001707_CR_FIRB 0YQH6LCEF474UTUV4B96 KvK 34313428 0000 ENEL FINANCE INTERNATIONAL N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001708_CR_FIRB 4ME66GO1Q4T87C52WS37 KvK 33134831 0000 GENERAL ELECTRIC INTERNATIONAL INC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001709_CR_FIRB 1310Z AR Equity Argentina AR Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001710_CR_FIRB 1525Z AU Equity Australia AU Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001711_CR_FIRB 1480Z AV Equity Austria AT Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001712_CR_FIRB 43886Z BD Equity Bangladesh BD Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001713_CR_FIRB 111136Z BB Equity Belgium BE Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001714_CR_FIRB 1323Z BZ Equity Brazil BR Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001715_CR_FIRB 129225Z BU Equity Bulgaria BG Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001716_CR_FIRB 80710Z CN Equity Canada CA Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001717_CR_FIRB 45793Z CI Equity Chile CL Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001718_CR_FIRB PRCH CH Equity China CN Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001719_CR_FIRB 1153Z CB Equity Colombia CO Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001720_CR_FIRB 1040Z CP Equity Czech Republic CZ Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001721_CR_FIRB 1271Z DC Equity Denmark DK Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001722_CR_FIRB 1083Z EY Equity Egypt EG Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001723_CR_FIRB 1000Z ET Equity Estonia EE Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001724_CR_FIRB 1306Z FH Equity Finland FI Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001725_CR_FIRB 223727Z FP Equity France FR Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001726_CR_FIRB 3413Z GR Equity Germany DE Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001727_CR_FIRB 1004Z GA Equity Greece GR Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001728_CR_FIRB 1182Z HB Equity Hungary HU Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001729_CR_FIRB 1504Z IN Equity India IN Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001730_CR_FIRB 1133Z IJ Equity Indonesia ID Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001731_CR_FIRB 1266Z ID Equity Ireland IE Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001732_CR_FIRB 3343943Z IT Equity Israel IL Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001733_CR_FIRB 2103Z IM Equity Italy IT Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001734_CR_FIRB JAPZ JP Equity Japan JP Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001735_CR_FIRB 1001Z KN Equity Kenya KE Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001736_CR_FIRB 3344606Z LR Equity Latvia LV Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001737_CR_FIRB 1092Z LH Equity Lithuania LT Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001738_CR_FIRB 1110Z LX Equity Luxembourg LU Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001739_CR_FIRB 1124Z MK Equity Malaysia MY Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001740_CR_FIRB 5753Z US Equity Malta MT Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001741_CR_FIRB 1426Z MM Equity Mexico MX Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001742_CR_FIRB 1096Z MC Equity Morocco MA Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001743_CR_FIRB 1533Z NA Equity Netherlands NL Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001744_CR_FIRB 46443Z NZ Equity New Zealand NZ Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001745_CR_FIRB 1233Z NO Equity Norway NO Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001746_CR_FIRB 279379Z PM Equity Philippines PH Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001747_CR_FIRB 1084Z PW Equity Poland PL Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001748_CR_FIRB 1174Z PL Equity Portugal PT Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001749_CR_FIRB 1089Z RO Equity Romania RO Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001750_CR_FIRB 4458Z RU Equity Russia RU Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001751_CR_FIRB 3344642Z AB Equity Saudi Arabia SA Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001752_CR_FIRB 1545Z SP Equity Singapore SG Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001753_CR_FIRB 1023Z SK Equity Slovakia SK Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001754_CR_FIRB 1091Z SV Equity Slovenia SI Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001755_CR_FIRB 50184Z SJ Equity South Africa ZA Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001756_CR_FIRB ROKZ KS Equity South Korea KR Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001757_CR_FIRB 1841Z SM Equity Spain ES Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001758_CR_FIRB 204283Z EK Equity Sudan SD Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001759_CR_FIRB 1179Z SS Equity Sweden SE Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001760_CR_FIRB 344758Z SW Equity Switzerland CH Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001761_CR_FIRB 116657Z TT Equity Taiwan TW Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001762_CR_FIRB 1179Z TB Equity Thailand TH Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001763_CR_FIRB 114144Z TI Equity Turkey TR Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001764_CR_FIRB 1089Z UZ Equity Ukraine UA Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001765_CR_FIRB 3344698Z UH Equity United Arab Emirates AE Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001766_CR_FIRB 6152Z LN Equity United Kingdom GB Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001768_CR_FIRB 6152Z LN Equity United States US Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001769_CR_FIRB 1069Z VC Equity Venezuela VE Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001770_CR_FIRB 231715Z VN Equity Vietnam VN Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001771_CR_FIRB ZTMSNXROF84AHWJNKQ93 INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT US Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001772_CR_FIRB QKL54NQY28TCDAI75F60 INTERNATIONAL FINANCE CORPORATION US Sovereign sample General governments Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001773_CR_FIRB BFXS5XCH7N0Y05NIXW11 3531454Z NA EQUITY ABN Amro NL Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001774_CR_FIRB CNE100000Q43 1288 HK EQUITY Agricultural Bank of China CN Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001775_CR_FIRB 3U8WV1YX2VMUHH7Z1Q21 IE0000197834 ALBK ID EQUITY ALLIED IRISH BANKS PLC IE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001776_CR_FIRB 5299009N55YRQC69CN08 GRS015013006 ALPHA GA EQUITY Alpha Bank GR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001777_CR_FIRB JHE42UYNWWTJB8YTTU19 AU000000ANZ3 ANZ AU EQUITY ANZ AU Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001778_CR_FIRB 549300CTUU1RFXHQJE44 US0594603039 BBD US EQUITY Banco Bradesco BR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001779_CR_FIRB JU1U6S0DG9YLT7N8ZV32 PTBCP0AM0007 BCP PL EQUITY BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) PT Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001780_CR_FIRB QE0Q0253K88YAGNPE356 BRBBASACNOR3 BBAS3 BZ EQUITY Banco Do Brasil BR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001781_CR_FIRB 5493006P8PDBI8LC0O96 IT0005002883 BP IM EQUITY Banco Popolare IT Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001782_CR_FIRB 9DJT3UXIJIZJI4WXO774 US0605051046 BAC US EQUITY Bank of America Corp. US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001783_CR_FIRB 54930053HGCFWVHYZX42 CNE1000001Z5 3988 HK EQUITY Bank of China CN Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001784_CR_FIRB CNE100000205 3328 HK EQUITY Bank of Communications CN Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001785_CR_FIRB CO6GC26LCGGRTUESIP55 HK0023000190 23 HK EQUITY Bank of East Asia Ltd. HK Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001786_CR_FIRB Q2GQA2KF6XJ24W42G291 IE0030606259 BKIR ID EQUITY BANK OF IRELAND IE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001787_CR_FIRB NQQ6HPCNCCU6TUTQYE16 CA0636711016 BMO CN EQUITY Bank of Montreal CA Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001788_CR_FIRB WFLLPEPC7FZXENRZV188 US0640581007 BK US EQUITY Bank of New York Mellon Corp. US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001789_CR_FIRB L3I9ZG2KFGXZ61BMYR72 CA0641491075 BNS CN EQUITY Bank of Nova Scotia CA Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001790_CR_FIRB 549300685QG7DJS55M76 ES0113307021 BKIA SM EQUITY Bankia ES Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001791_CR_FIRB VWMYAEQSTOPNV0SUGU82 ES0113679I37 BKT SM EQUITY BANKINTER ES Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001792_CR_FIRB G5GSEF7VJP5I7OUK5573 GB0031348658 BARC LN EQUITY Barclays Plc GB Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001794_CR_FIRB VDYMYTQGZZ6DU0912C88 1103165-5 BLGZ GR EQUITY Bayerische Landesbank DE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001795_CR_FIRB K8MS7FD7N5Z2WQ51AZ71 ES0113211835 BBVA SM EQUITY BBVA ES Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001796_CR_FIRB A5GWLFH3KM7YV2SFQL84 CCBG BB EQUITY Belfius (Ex-Dexia bank) BE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001797_CR_FIRB R0MUWSFPU8MPRO8K5P83 FR0000131104 BNP FP EQUITY BNP Paribas FR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001798_CR_FIRB 9695005MSX1OYEMGDF46 3692594z fp equity BPCE FR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001799_CR_FIRB 7CUNS533WID6K7DGFI87 ES0140609019 CABK SM EQUITY CaixaBank ES Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001800_CR_FIRB 2IGI19DL77OX0HC3ZE78 CA1360691010 CM CN EQUITY Canadian Imperial Bank of Commerce CA Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001801_CR_FIRB CNE1000001Q4 998 HK EQUITY China CITIC Bank CN Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001802_CR_FIRB 5493001KQW6DM7KEDR62 CNE1000002H1 939 HK EQUITY China Construction CN Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001803_CR_FIRB CNE100000SL4 601818 CH EQUITY China Everbright Bank CN Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001804_CR_FIRB 549300MKO5B60FFIHF58 CNE1000002M1 3968 HK EQUITY China Merchants Bank CN Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001805_CR_FIRB 549300HBUGSQD1VCXG94 CNE100000HF9 1988 HK EQUITY China Minsheng Banking Corp., Ltd. CN Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001806_CR_FIRB 6SHGI4ZSSLCXXQSBB395 US1729674242 C US EQUITY Citigroup US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001807_CR_FIRB 851WYGNLUQLFZBSYGB56 1106139-7 DE000CBK1001 CBK GY EQUITY Commerzbank DE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001808_CR_FIRB MSFSBD3QN1GSN7Q6C537 AU000000CBA7 CBA AU EQUITY Commonwealth AU Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001809_CR_FIRB 969500TJ5KRTCJQWXH05 FR0000045072 ACA FP EQUITY Crédit Agricole FR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001810_CR_FIRB 9695000CG7B84NLR5984 CMUT FP EQUITY Crédit Mutuel FR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001811_CR_FIRB ANGGYXNX0JLX3X63JN86 CH0012138530 CSGN VX EQUITY Credit Suisse CH Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001812_CR_FIRB MAES062Z21O4RZ2U7M96 DK0010274414 DANSKE DC EQUITY Danske Bank DK Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001813_CR_FIRB 7LTWFZYICNSX8D621K86 1106989-5 DE0005140008 DBk GY EQUITY Deutsche Bank DE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001814_CR_FIRB 549300GKFG0RYRRQ1414 NO0010031479 DNB NO EQUITY DNB NOR NO Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001815_CR_FIRB 529900HNOAA1KXQJUQ27 1107041-4 DE0008343104 DGBK GR EQUITY DZ BANK AG Deutsche Zentral-Genossenschaftsbank DE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001816_CR_FIRB JEUVK5RWVJEN8W0C9M24 GRS323003004 EUROB GA EQUITY EFG EUROBANK ERGASIAS GR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001817_CR_FIRB PQOH26KWDF7CG10L6792 AT0000652011 EBS AV EQUITY Erste Group Bank AG AT Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001818_CR_FIRB 549300GGF3CSCFS5UT61 PTBES0AM0007 BES PL EQUITY ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) PT Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001819_CR_FIRB THRNG6BD57P9QWTQLG42 US3167731005 FITB US EQUITY Fifth Third Bancorp US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001820_CR_FIRB 784F5XWPLTWKTBV3E584 US38141G1040 GS US EQUITY Goldman Sachs Group US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001821_CR_FIRB MLU0ZO3ML4LN2LL2TL39 GB0005405286 HSBA LN EQUITY HSBC Holdings GB Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001823_CR_FIRB CNE000001QZ7 601166 CH EQUITY Industrial Bank of China CN Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001824_CR_FIRB 5493002ERZU2K9PZDL40 CNE1000003G1 1398 HK EQUITY Industrial Commercial Bank of China CN Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001825_CR_FIRB 3TK20IVIUJ8J3ZU0QE75 NL0000303600 INGA NA EQUITY ING NL Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001826_CR_FIRB 2W8N8UU78PMDQKZENC08 IT0000072618 ISP IM EQUITY Intesa IT Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001827_CR_FIRB 635400DTNHVYGZODKQ93 ILOA ID EQUITY Permanent TSB Group Holdings Plc IE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001828_CR_FIRB BZO2P8KHO2O10H5QQ663 BRITUBACNPR1 ITUB4 BZ EQUITY Itaú Unibanco Holding BR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001829_CR_FIRB 8I5DZWZKVSZI1NUHU748 US46625H1005 JPM US EQUITY JPMorgan Chase & Co. US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001830_CR_FIRB 3M5E1GQGKL17HI6CPN30 DK0010307958 JYSK DC EQUITY Jyske Bank DK Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001831_CR_FIRB 213800X3Q9LSAKRUWY91 BE0003565737 KBC BB EQUITY KBC BE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001832_CR_FIRB 549300XXMOJSIW8P4769 KR7060000007 060000 KS EQUITY Kookmin Bank KR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001833_CR_FIRB B81CK4ESI35472RHJ606 1001144-3 2525Z GR EQUITY Landesbank Baden-Württemberg DE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001834_CR_FIRB 549300PPXHEU2JF0AM85 GB0008706128 LLOY LN EQUITY Lloyds Banking Group GB Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001836_CR_FIRB 4ZHCHI4KYZG2WVRT8631 AU000000MQG1 MQG AU EQUITY Macquarie AU Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001837_CR_FIRB PSNL19R2RXX5U3QWHI44 IT0000062957 mb im equity Mediobanca SpA IT Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001838_CR_FIRB JP3902900004 8306 JP EQUITY Mitsubishi UFJ Financial Group JP Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001839_CR_FIRB RB0PEZSDGCO3JS6CEU02 JP3885780001 8411 JP EQUITY Mizuho Financial Group JP Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001840_CR_FIRB J4CP7MHCXR8DAQMKIL78 IT0001334587 BMPS IM EQUITY Monte Dei Paschi IT Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001841_CR_FIRB IGJSJL3JD5P30I6NJZ34 US6174464486 MS US EQUITY Morgan Stanley US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001842_CR_FIRB F8SB4JFBSYQFRQEH3Z21 AU000000NAB4 NAB AU EQUITY National Australia Bank AU Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001843_CR_FIRB 549300XFX12G42QIKN82 0916972D LN EQUITY Nationwide Building Society GB Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001845_CR_FIRB 549300B3CEAHYG7K8164 JP3762600009 8604 JP EQUITY Nomura Holdings JP Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001846_CR_FIRB DSNHHQ2B9X5N6OUJ1236 1124864-8 2531Z GR EQUITY Norddeutsche Landesbank DE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001847_CR_FIRB 6SCPQ280AIY8EP3XFW53 SE0000427361 NDA SS EQUITY Nordea SE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001848_CR_FIRB 549300GLF98S992BC502 US6658591044 NTRS US EQUITY Northern Trust Corp. US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001849_CR_FIRB 7437003B5WFBOIEFY714 OP Osuuskunta FI Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001850_CR_FIRB CFGNEKW0P8842LEUIA51 US6934751057 PNC US EQUITY PNC Financial Services Group US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001851_CR_FIRB DG3RU1DBUFHT4ZF9WN62 682055Z NA EQUITY Rabobank NL Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001852_CR_FIRB EVOYOND2GGP3UHGGE885 AT0000606306 RBI AV EQUITY Raiffeisen Zentralbank Österreich AG AT Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001853_CR_FIRB ES7IP3U3RHIGC71XBU11 CA7800871021 RY CN EQUITY Royal Bank of Canada CA Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001854_CR_FIRB 2138005O9XJIJN4JPN90 GB00B7T77214 RBS LN EQUITY Royal Bank of Scotland GB Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001856_CR_FIRB 5493006QMFDDMYWIAM13 ES0113900J37 SAN SM EQUITY Santander ES Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001857_CR_FIRB 549300WE6TAF5EEWQS81 RU0009029540 SBER RX EQUITY Sberbank RU Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001858_CR_FIRB F3JS33DEI6XQ4ZBPTN86 SE0000148884 SEBA SS EQUITY SEB SE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001859_CR_FIRB CNE0000011B7 600000 CH EQUITY Shanghai Pudong Development Bank CN Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001860_CR_FIRB O2RNE8IBXP4R0TD8PU41 FR0000130809 GLE FP EQUITY Société Générale FR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001861_CR_FIRB U4LOSYZ7YG4W3S5F2G91 GB0004082847 STAN LN EQUITY Standard Chartered Group GB Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001863_CR_FIRB 5493001JZ37UBBZF6L49 INE062A01012 SBIN IN EQUITY State Bank of India IN Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001864_CR_FIRB 549300ZFEEJ2IP5VME73 US8574771031 STT US EQUITY State Street Corp US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001865_CR_FIRB JP3890350006 8316 JP EQUITY Sumitomo Mitsui Financial Group JP Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001866_CR_FIRB 7E1PDLW1JL6TS0BS1G03 US8679141031 STI US EQUITY SunTrust Banks Inc. 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applicable Credit risk and free deliveries Foundation IRB approach IN_0001896_CR_FIRB 1VUV7VQFKUOQSJ21A208 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK FR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001897_CR_FIRB F4G136OIPBYND1F41110 DEXIA CREDIT LOCAL FR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001898_CR_FIRB KX1WK48MPD4Y2NCUIZ63 NATIXIS SA FR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001899_CR_FIRB QP3XKRKS0CX2T3O07L95 02857033 CARGILL GLOBAL FUNDING PLC GB Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001900_CR_FIRB 549300ZT0RVWCG8T4L55 03196171 CLERICAL MEDICAL INVESTMENT GROUP LTD GB Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001901_CR_FIRB TXDSU46SXBWIGJ8G8E98 00995939 RBC EUROPE GB Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001902_CR_FIRB 0LC1OXN013FUKQASJB58 1466050-0 ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED GG Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001903_CR_FIRB 2HI3YI5320L3RW6NJ957 1116658-4 THE HONGKONG AND SHA HK Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001904_CR_FIRB N1FBEDJ5J41VKZLO2475 3445100Z ID Equity CITIBANK EUROPE PLC IE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001905_CR_FIRB 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LU Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001910_CR_FIRB 5493006YXS1U5GIHE750 European Investment Bank LU Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001911_CR_FIRB 549300X34UUBDEUL1Z91 XHB GR EQUITY HSBC BANK MALTA PLC MT Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001912_CR_FIRB G8ZTNESVNKW4NN761W05 KvK 33170459 0000 ABN AMRO CLEARING BANK NV NL Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001913_CR_FIRB X3CZP3CK64YBHON1LE12 KvK 33002587 1594 THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE NL Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001914_CR_FIRB HZSN7FQBPO5IEWYIGC72 ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE NZ Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001915_CR_FIRB 54930044PULMORCKB765 SAUDI ARABIAN MONETARY AGENCY SA Institutions sample Central banks Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001916_CR_FIRB CWZ8NZDH5SKY12Q4US31 Citibank AS TR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001917_CR_FIRB B4TYDEB6GKMZO031MB27 Bank of America NA US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001918_CR_FIRB HPFHU0OQ28E4N0NFVK49 BANK OF NEW YORK MELLON US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001919_CR_FIRB E57ODZWZ7FF32TWEFA76 Citibank NA US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001920_CR_FIRB 7H6GLXDRUGQFU57RNE97 KvK 33278302 0000 JPMorgan Chase Bank N US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001921_CR_FIRB 571474TGEMMWANRLN572 1203023-5 STATE STREET BANK AND TRUST COMPANY BOSTON — MASSACHUSETTS US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000001_CR_AIRB 1040 58237v 0296104D AV EQUITY ALPINE Bau GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000002_CR_AIRB 5299005VO3GJ18GL5F14 8670870 310593f AMAG Austria Metall AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000003_CR_AIRB 549300VZKC61IR5U8G96 26972 50935f AT0000730007 ANDR AV EQUITY ANDRITZ AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000004_CR_AIRB 529900LMTI8YSE62EI88 LHA GF Equity AUSTRIAN AIRLINES AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000005_CR_AIRB 5299004QD601B8U1HD44 131830 109445z Austrian Gaming Industries GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000006_CR_AIRB 529900J7EWWGQ375DL84 2410 53507m AVL List GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000007_CR_AIRB 226424 58036y Bauunternehmung Granit Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000008_CR_AIRB 160431 89102h BENE AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000009_CR_AIRB 529900ZAFSOBVFCKF263 319670d 0456855D AV EQUITY Benteler International Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000010_CR_AIRB 5299000SY4448XU04857 847216 86959g CAG Holding GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000011_CR_AIRB 5299003V84MVB5A3C324 5762600 231192p CARBONES HOLDING GMBH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000012_CR_AIRB 529900G8XM6H1XVZBJ73 67504 99639d Casinos Austria Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000013_CR_AIRB 529900VN62L73X2OJX85 5200326 212163f conwert Immobilien Invest SE AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000014_CR_AIRB 7161956 270027z DCM DECOmetal GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000015_CR_AIRB 76350 67493f dm drogerie markt GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000016_CR_AIRB 5299002NFQKOBT1E8569 3570614 156765m DO & CO Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000017_CR_AIRB 5299004ARAOQMGTWCI13 125709 70342w Doppelmayr Seilbahnen GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000018_CR_AIRB 54930060U4XOVED1T359 5536812 223028h EconGas GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000019_CR_AIRB 529900WJZJAEI0VBLP60 Egger Holzwerkstoffe GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000020_CR_AIRB 52990048A4N0S24VG982 159026 42973x Eglo Leuchten GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000021_CR_AIRB 529900N8OA1GVSR5R946 30988 76532y Energie AG Oberösterreich AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000022_CR_AIRB 529900BMPGUGAFYYAV45 6106 126805d Energie Burgenland AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000023_CR_AIRB 529900WID59A60HHYX13 2795493 145825z Erber Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000024_CR_AIRB 529900P4JZBFEVNEAE60 EVN AV Equity EVN AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000025_CR_AIRB 9907106 347483f Felbermayr Holding GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000026_CR_AIRB 549300FQ2ILBH7DJ6I45 1754530 42984m Flughafen Wien Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000027_CR_AIRB 529900RJAN0LNMW7Q775 1312138 89381v HABAU Hoch- und Tiefbaugesellschaft m.b.H. 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AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000032_CR_AIRB 5299008ARRNJFPBNTM78 4155033 178368g Kapsch BusinessCom AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000033_CR_AIRB 529900A9NX1TM65N4176 21369 99133i KELAG-Kärntner Elektrizitäts-Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000034_CR_AIRB 1376136 94579m Leiner Immobilien GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000035_CR_AIRB 25798 32725a Leyrer + Graf Baugesellschaft m.b.H. 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CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000186_CR_AIRB 549300UEBMAQDN0K0R06 K CN EQUITY Kinross Gold Corp CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000187_CR_AIRB 95RWVLFZX6VGDZNNTN43 MG CN EQUITY Magna International Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000188_CR_AIRB 6Q7WW7FQZR6X22IL2I79 Nexen Energy ULC CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000189_CR_AIRB 549300O4ZJZZOHH4H804 3572862 NBD CT Equity Norbord Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000190_CR_AIRB 5493007M1XGU5E55ZJ25 NOVA Chemicals Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000191_CR_AIRB 549300HDLRTPBQU69P29 BIN CT Equity Progressive Waste Solutions Ltd. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000192_CR_AIRB 549300A0QNNPY14D9106 SCC CT Equity Sears Canada Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000193_CR_AIRB 3XCBVWUPHGBZ5GF7TY15 SU CN EQUITY Suncor Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000194_CR_AIRB NQWTWUIL1PK7V7N5Y468 TLM CN EQUITY Talisman Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000195_CR_AIRB T8KI5SQ2JRWHL7XY0E11 TCK/B CN EQUITY Teck Resources Ltd [Ex-Teck Cominco Ltd] CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000196_CR_AIRB YHKQM2RIPKZYOZ6RVZ46 TK US Equity Teekay Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000197_CR_AIRB L2TEUTQ8OSHMJWVLCE40 T CT Equity TELUS Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000198_CR_AIRB 549300561UZND4C7B569 884903 TOC GF Equity Thomson Reuters Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000199_CR_AIRB HJZQGXYTVV2NWJZLPW74 TOM GY Equity Toyota Credit Canada Inc. CA Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000200_CR_AIRB 5BV01I6231JPDAPMGH09 TRP UN Equity TransCanada PipeLines Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000201_CR_AIRB PRAQ4VOSFIK7OQ8Z2512 4406354 VALE3 BS Equity Vale Canada Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000202_CR_AIRB WT03B8BB1IX8WI9ZGV02 Vermilion Energy Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000203_CR_AIRB 549300WHE4O6UJ2KU013 Yamana Gold Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000204_CR_AIRB 5493003DNMEAO1DT3F51 ABBN VX EQUITY ABB Ltd [Asea Brown Boveri] CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000205_CR_AIRB NI14Y5UMU60O7JE9P611 ADEN VX EQUITY Adecco SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000206_CR_AIRB 549300Q3WREIMQYFBC20 0170576D SW EQUITY Ameropa AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000207_CR_AIRB 5493007KVRV2OKRXFA55 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deliveries Advanced IRB approach LC_0000212_CR_AIRB 5493002MXX2JLKWLE880 567151Z SW EQUITY Duferco SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000213_CR_AIRB 549300I08UA8SMJON743 CH-270.3.002.354-9/ DUFN EB Equity Dufry international AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000214_CR_AIRB 549300ADLU67CYBFIW70 CH-645.1.008.684-9 Elsevier Finance SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000215_CR_AIRB 529900Y8BGAFVVVYVN24 GATE SE Equity gategroup Holding AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000216_CR_AIRB 213800SVRMQA1TD91D41 GIVN VX Equity Givaudan SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000217_CR_AIRB 213800PSSU2QXF1WLR89 GLEN LN EQUITY Glencore International AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000218_CR_AIRB 549300DHSS9U1QKJZG57 KvK 34275373 0000 1002136Z SW EQUITY GUNVOR INTERNATIONAL BV CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000219_CR_AIRB 529900EHPFPYHV6IQO98 HOLN VX EQUITY Holcim Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000220_CR_AIRB 529900Q0YED3805QXQ66 KUEHNE AND NAGEL INTERNATIONAL AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000221_CR_AIRB 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LC_0000226_CR_AIRB 549300HUJ5CJUX02RS52 OMV SUPPLY & TRADING AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000227_CR_AIRB 5299002JRTT699WFOV74 OMYA (Schweiz) AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000228_CR_AIRB 549300HMJAFUW4NSKI73 Paul Reinhart AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000229_CR_AIRB ROG VX EQUITY Roche Holding Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000230_CR_AIRB 529900PTQ0Z1J44SHZ08 CH-100.3.010.656-7 STLN SE Equity SCHMOLZ + BICKENBACH AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced 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applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000236_CR_AIRB KSVC38RP5WL6C6LJGG03 TYC US Equity Tyco International Ltd. 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CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000246_CR_AIRB 549300RUPF4SKMJPUR70 BLT LN Equity Minera Escondida Limitada CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000247_CR_AIRB 600031 CH EQUITY Sany Heavy Industry Co Ltd CN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000248_CR_AIRB A25574TZFLBNK7NWQT47 PRE CT Equity Pacific Rubiales Energy Corp. CO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000249_CR_AIRB 724500JV0VHPRVANL538 5778 ANN4327C1220 HUNTER DOUGLAS NV CW Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000250_CR_AIRB 213800MRTA64ULUE9919 CARBO ONE LIMITED CY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000251_CR_AIRB 549300OEZB4GETCGFX34 GUNVOR GROUP LTD CY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000252_CR_AIRB 549300IVA1PZNX2MN285 0163947D CY EQUITY Mercuria Energy Group Ltd CY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000253_CR_AIRB 2138001LK2Z2HSER4U15 PRS NO EQUITY PROSAFE CY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000254_CR_AIRB 31570010000000137835 1131604 29287391 ALTA, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000255_CR_AIRB 31570010000000116592 657856 25572881 ARMATURY Group a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000256_CR_AIRB 31570010000000075367 765380 28402758 BAK stavební společnost, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000257_CR_AIRB 31570010000000115525 834699 46504940 Cerea, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000258_CR_AIRB 31570010000000034336 1023328 70994226 České dráhy, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000259_CR_AIRB 315700CTFRL3U2DNMO58 633919 25085689 CETELEM ČR, a.s. CZ Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000260_CR_AIRB 529900S5R9YHJHYKKG94 CZ0005112300 CEZ CP EQUITY CEZ a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000261_CR_AIRB 315700XJHXU2PD40RU82 865668 48589837 DEKTRADE a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000262_CR_AIRB 529900C5PL4JGDILRZ94 837043 46678468 HOCHTIEF CZ a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000263_CR_AIRB 31570010000000099520 644725 25322257 IMOS Brno, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000264_CR_AIRB 31570010000000032687 1086806 931 METALIMEX a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000265_CR_AIRB 315700JDC49X4VSP6Z49 601013 14915 Metrostav a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000266_CR_AIRB 31570066GBSS7JYFEL35 817880 45193592 MJM Litovel a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000267_CR_AIRB 31570010000000120084 832322 46342796 OHL ŽS, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000268_CR_AIRB 31570010000000009116 699640 26463318 OTE, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000269_CR_AIRB 31570010000000026285 671247 25860038 Pars nova a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000270_CR_AIRB 315700LTSCT2O45NWM28 805950 43873189 PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000271_CR_AIRB 31570010000000115622 817271 45148155 Primagra, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000272_CR_AIRB 549300KL08IFWLTWLQ52 691287 26271303 Skanska a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000273_CR_AIRB 529900I8XOZDM4ZQSQ21 1025Z CP EQUITY Skoda Auto A.S. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000274_CR_AIRB 31570010000000031135 923751 62623753 ŠKODA TRANSPORTATION a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000275_CR_AIRB 213800Z39ZW4XHAAUA27 725860 27195147 SMP CZ, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000276_CR_AIRB 3157004ICDH3MRKW7534 889798 60193336 Telefónica Czech Republic, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000277_CR_AIRB 31570010000000055191 617997 18050646 TŘINECKÉ ŽELEZÁRNY, a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000278_CR_AIRB 3157007C98ILJK5ST356 609769 15886492 UniCredit Leasing CZ, a.s. CZ Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000279_CR_AIRB 315700EFFOU65ETZ0V16 886003 531766 UNISTAV a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000280_CR_AIRB 31570010000000001356 672337 25877950 VÍTKOVICE HEAVY MACHINERY a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000281_CR_AIRB 31570010000000003490 710607 26823357 VÍTKOVICE POWER ENGINEERING a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000282_CR_AIRB 31570010000000015033 697350 26415623 W.A.G. payment solutions, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000283_CR_AIRB 5493005KH7FO1T5TMX47 1236614-2 ASG GY Equity AachenMuenchener Lebensversicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000284_CR_AIRB 549300JSX0Z4CW0V5023 1319784-3 ADIDAS AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000285_CR_AIRB 549300X1WWPGMS47QQ72 1215807-7 ASG GY Equity Advocard Rechtsschutzversicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000286_CR_AIRB 529900SO83U6ISM6DL85 2832395-4 HRA36525B ALBA Group plc & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000287_CR_AIRB 529900K9B0N5BT694847 1100627-7 ALV GY Equity Allianz SE DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000288_CR_AIRB 529900C058B9OTVFTU36 2033673-1 HRB98981 ASKLEPIOS KLINIKEN GMBH HAMBURG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000289_CR_AIRB 549300FJWANEIJ25D318 1545974-6 Atlas Copco Energas GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000290_CR_AIRB 529900YNBT62HCUPRG10 1106210-6 AUGUST STORCK KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000291_CR_AIRB 5299005SHIN9ZK7GW242 1124841-6 HRB1775 DE0006766504 NDA GY EQUITY Aurubis AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000292_CR_AIRB 529900PXZU3YHO6HMD80 1130123-1 Axel Springer SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000293_CR_AIRB 529900AJX4TCFW0QT666 1104883-2 B. Braun Melsungen Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000294_CR_AIRB 529900PM64WH8AF1E917 1102017-9 HRB6000 DE000BASF111 BAS GR EQUITY BASF SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000295_CR_AIRB 529900XMQYET3NBF2363 2192515-1 HRB101375 DE0005168108 B5A GY EQUITY Bauer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000296_CR_AIRB 549300J4U55H3WP1XT59 1109561-9 BAYN GY EQUITY Bayer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000297_CR_AIRB YEH5ZCD6E441RHVHD759 1103190-3 BMW GY EQUITY Bayerische Motoren Werke AG [BMW AG] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000298_CR_AIRB 529900SM0FDLLYATXU36 1103233-1 BAYWA AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000299_CR_AIRB 5299001BUUGXAREGE533 1103821-3 BTG GR EQUITY Bertelsmann SE & Co. 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KGAA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000344_CR_AIRB 5299006NS9FCLFHZVL76 1578686-6 HRB714579 Freudenberg SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000345_CR_AIRB 529900KXMB40SPYJD743 2052428-6 HRB36569B 7013717Z GR EQUITY GAZPROM Germania GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000346_CR_AIRB 549300PHUU0ZZWO8EO07 1122951-5 GEA GR EQUITY GEA Group AG [Global Engineering Alliance] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000347_CR_AIRB 529900JGEOQMCDYOK785 1135188-9 Gelsenwasser AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000348_CR_AIRB 529900F916IVP0TJZK88 1051383-6 HRA11722 GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000349_CR_AIRB 5299006GD4UWSYZOKC28 2877346-3 HRB56040 GXI GY Equity Gerresheimer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000350_CR_AIRB 529900OJM5EX75OD8032 1113335-2 Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000351_CR_AIRB 529900K6BWO03KP4GU58 1113443-4 Giesecke & Devrient Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000352_CR_AIRB 529900J0V7C8Z8MLN980 2943243-2 Gigaset Communications GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000353_CR_AIRB 529900LPAX2H9S4NKU05 1215951-3 Gothaer Finanzholding AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000354_CR_AIRB 529900F4P4RV4Z50PI82 1114066-2 HRB527 GROSSKRAFTWERK MANNHEIM AG MANNHEIM DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000355_CR_AIRB HD52L5PJVBXJUUX8I539 2294348-4 HPL GR EQUITY Hapag-Lloyd AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000356_CR_AIRB 5299007CE1VJWKM99H49 1130882-2 HRB2680KI 4729Z GR EQUITY Hauptgenossenschaft Nord AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000357_CR_AIRB 529900MKHOFQI4A0XC48 2873755-9 HAWE Hydraulik SE DE Large corporate sample non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000358_CR_AIRB 52990022107L9199GO56 2588017-0 HDI Versicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000359_CR_AIRB 529900755OZXM37H4975 1115355-8 Heckler & Koch GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000360_CR_AIRB LZ2C6E0W5W7LQMX5ZI37 1126630-1 HRB330082 DE0006047004 HEI GY EQUITY HEIDELBERGCEMENT AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000361_CR_AIRB 529900ZM98OISTG16932 1115394-7 HDD GY Equity Heidelberger Druckmaschinen AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000362_CR_AIRB 529900PLX4ADJFWIY024 1135805-8 2550Z GR EQUITY Hella KGaA Hueck & Co DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000363_CR_AIRB 52990027B9ARY5AC8476 1115622-1 HELM AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000364_CR_AIRB 549300VZCL1HTH4O4Y49 1115688-2 HRB4724 DE0006048408 HEN3 GY EQUITY HENKEL AG & CO. KGAA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000365_CR_AIRB 5493007EO7JOPWXHBJ27 1740986-3 HRB3364 Heraeus Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000366_CR_AIRB 529900BVZYMVDRRSXY68 1306869-7 HRB390485 3540636Z GR EQUITY HERRENKNECHT AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000367_CR_AIRB 529900O7US4NP0J6XD12 1179777-6 HETTICH HOLDING GMBH & CO OHG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000368_CR_AIRB 529900Y25S8NZIYTT924 1116241-9 HOT GY EQUITY Hochtief AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000369_CR_AIRB 5299008WW53GLXRORN29 1350826-2 HRB2311 HBM GY Equity Hornbach-Baumarkt-AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000370_CR_AIRB 529900LFVU534EBRXD13 1104693-5 HUGO BOSS AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000371_CR_AIRB TSI2PJM6EPETEQ4X1U25 2443536-4 IFX GY Equity Infineon Technologies AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000372_CR_AIRB 529900FFRTWZQXTTUB07 1193155-7 7573220Z GR EQUITY Intersnack Knabber-Gebäck GmbH & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000373_CR_AIRB 529900DJMOF0DTSWHO38 2850239-1 HRB40163 JUWI AG WÖRRSTADT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000374_CR_AIRB 529900YURAYD4IJX2J91 1128982-4 HRB2669 SDF GY Equity K+S Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000375_CR_AIRB 1AW6P2GG0FOINEBZUQ05 VOD LN Equity Kabel Deutschland Vertrieb und Service GmbH. DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000376_CR_AIRB 529900WFRVF4SQ2EV734 1121308-9 HRA102851 509821Z GR EQUITY Kaufland Stiftung & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000377_CR_AIRB 529900CQ31CN6GV5LL52 2821686-9 NRWDUHRB20486 KCO GY Equity Kloeckner & Co. S.E. DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000378_CR_AIRB 5299001GRRO0Z25YZT52 1130169-4 Knorr-Bremse AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000379_CR_AIRB 529900IQ90WSXBWSTD78 1131272-5 KOENIG & BAUER AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000380_CR_AIRB 529900LUYJ0V8SOOT260 1173404-3 HRA4415 3612759z gr equity KRAFTVERKEHR NAGEL GMBH & CO. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000381_CR_AIRB 529900MAU9591GT2S236 2849255-1 KraussMaffei Technologies GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000382_CR_AIRB 529900NY2GSZWWUBW049 1120219-9 KRONES Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000383_CR_AIRB 529900BVAET534PD7C28 1119133-5 HRB21016 DE0006292006 KSB3 GY EQUITY KSB Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000384_CR_AIRB 529900VPRFDDIN7BE119 1117324-2 HRB22709 IWKG IX Equity KUKA AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000385_CR_AIRB 529900FR2K4P9L9XLV21 1119187-1 KWS SAAT SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000386_CR_AIRB 529900PTLRE72EMYIJ77 2451186-7 HRB53652 LXS GF Equity Lanxess AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000387_CR_AIRB 5299002HNCMIUBHOMK35 1121223-0 HRB202 DE0005408884 LEO GY EQUITY Leoni AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000388_CR_AIRB 529900EW0ZH7KAZ11H71 1797294-4 Lidl Stiftung & Co. 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AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000391_CR_AIRB 52990098TR1QJBWIYG58 1147145-5 MAHLE GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000392_CR_AIRB 52990018UPG26YRFSM46 1122332-8 HRB179426 DE0005937007 MAN GR EQUITY MAN SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000393_CR_AIRB 5299009Z8B0YE4ECMJ92 1044964-3 Media-Saturn Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000394_CR_AIRB 5299009WLGROB3HKM878 1522457-9 MEGGLE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach 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ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000567_CR_AIRB ESA08000820 A08000820 DMM XT EQUITY S A DAMM ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000568_CR_AIRB 549300QHD5DP0GOPGX63 SOVENA ESPANA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000569_CR_AIRB 213800JEZBUPZKWJGF49 ESA28092583 A28092583 TRE SM EQUITY TECNICAS REUNIDAS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000570_CR_AIRB 549300EEJH4FEPDBBR25 KvK 24269798 0000 TEF SM EQUITY TELEFONICA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000571_CR_AIRB ESA08356727 A08356727 TST SM EQUITY TESTA INMUEBLES EN RENTA S.A. ES Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000572_CR_AIRB 549300FM9ZIJB5FCS825 TWINS ALIMENTACION SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000573_CR_AIRB 95980020140005462150 ESA79524054 A79524054 571979Z URBASER S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000574_CR_AIRB 5299008CBH6EAEH1VZ37 ESA28293348 A28293348 WORLD DUTY FREE GROUP S.A.U., ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000575_CR_AIRB 743700FHGZEV5UGCB005 FI0009010391 AHL1V FH EQUITY Ahlstrom Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000576_CR_AIRB 529900Q14KI1SCMIMO82 Bayer Nordic SE FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000577_CR_AIRB 5493002B0GOVF42KWX33 Cargotec Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000578_CR_AIRB 549300P8N0P6KDGTJ206 XS0946179529 TY2 GS Equity Citycon OYJ FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000579_CR_AIRB 743700TU2S3DXWGU7H32 0116510-6 XS0973806861 EIA GM Equity Elisa Corporation FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000580_CR_AIRB 7437006ZZI1F7CUA5518 Fingrid Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000581_CR_AIRB 213800SB6EOB8SSK9W63 FI0009003230 FIA1S FH EQUITY Finnair Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000582_CR_AIRB 743700BKTW4EQIVKYY42 FI0009000400 FIS1V FH EQUITY Fiskars Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000583_CR_AIRB 635400IUIZZIUJSAMF76 FI0009007132 FUM1V FH EQUITY Fortum Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000584_CR_AIRB 74370031Y7RK5H88CQ48 FI0009004824 KRA1V FH EQUITY Kemira Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000585_CR_AIRB 743700OX6HSVMCAHPB95 KESKO OYJ FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000586_CR_AIRB 2138001CNF45JP5XZK38 1927400-1 HRB57225 KC4 GR EQUITY Kone GmbH FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000587_CR_AIRB 2138007FRMWVPUDCMA45 FI0009007835 MEO1V FH EQUITY Metso Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000588_CR_AIRB 5493009GY1X8GQ66AM14 FI0009013296 NES1V FH EQUITY Neste Oil Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000589_CR_AIRB 549300A0JPRWG1KI7U06 FI0009000681 NOK1V FH EQUITY Nokia Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000590_CR_AIRB 743700YQIO8Y4L4WKR40 Nokian Renkaat Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000591_CR_AIRB 74370061PO7C10E3PA54 Norilsk Nickel Harjavalta Oy FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000592_CR_AIRB 5493009YRUJJDCFF0R80 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LC_0000597_CR_AIRB 743700IFQI6W89M1IY95 STOCKMANN OYJ ABP FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000598_CR_AIRB 7437000ZP669LKUTZ738 STERV FH EQUITY Stora Enso Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000599_CR_AIRB 743700LQ48IZBTZN4S52 0196656-0 XS1043513529 Teollisuuden Voima Oyj(TVO) FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000600_CR_AIRB 743700PKLY067IZIF588 Tikkurila Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000601_CR_AIRB 213800EC6PW5VU4J9U64 FI0009005987 UPM1V FH EQUITY UPM-Kymmene Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000602_CR_AIRB 743700G7A9J1PHM3X223 FI0009003727 WRT1V FH EQUITY Wärtsilä Oyj Abp FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000603_CR_AIRB 549300TLDC3IQX97WU26 Wihuri Packaging Oy FI Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000604_CR_AIRB 529900M13GM4VSTE6W80 YIT Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000605_CR_AIRB 969500QZC2Q0TK11NV07 AC FP EQUITY Accor SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000606_CR_AIRB 969500PJMBSFHYC37989 ADP FP Equity Aeroports de Paris S.A. 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applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000947_CR_AIRB 635400RKRK5EGXSPC782 EXPN LN EQUITY Experian Finance Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000948_CR_AIRB 635400YN51CDCGBYFZ31 Fyffes plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000949_CR_AIRB 5493008VFFOIPWCZJK45 IE0000669501 GLB ID EQUITY Glanbia Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000950_CR_AIRB 635400BE9SBAG61DJ963 GFTU LN Equity Grafton Group PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000951_CR_AIRB 6354007LIXWZ5WPPT308 519799 GRF SQ Equity Grifols World Wide Operations 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IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000973_CR_AIRB 8156000962B2EB41FE28 5988397 1497770 4525791Z IM EQUITY ACCIAIERIA ARVEDI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000974_CR_AIRB 8156004FCECE0879E118 15161747 191346 7570364Z IM EQUITY ACCIAIERIE VALBRUNA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000975_CR_AIRB 549300Q3448N041CTH56 11341891 882486 XS0495012428 ACE IM Equity Acea SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000976_CR_AIRB 8156008183686996C911 25090618 3567090232 ACQUE VERONESI S.C.A R.L. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000977_CR_AIRB 8156007259ABDEA3F444 15214381 971268 Aeroporti di Roma S.p.A IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000978_CR_AIRB 549300H2RFDYI3YP5R63 13960200 263011 337973Z NA EQUITY AGUSTAWESTLAND S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000979_CR_AIRB 529900EKXEGSRCGAAC89 14856155 2791070044 4519735Z ALSTOM FERROVIARIA S.P.A. 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IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000983_CR_AIRB 815600049A1F9AFE6666 4140157 1192794 MN IM EQUITY ARNOLDO MONDADORI EDITORE SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000984_CR_AIRB 8156000BEB8FC062F442 1020333 120591 2168Z IM EQUITY ARTSANA — SOCIETA' PER AZIONI IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000985_CR_AIRB 549300X5UKJVE386ZB61 6914312 6204 XS1014759648 ASG GY Equity Assicurazioni Generali SpA IT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000986_CR_AIRB 81560001F41A81948348 AST IM EQUITY Astaldi SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000987_CR_AIRB 8156008DEC771409C487 18631331 1023691 AU9 GF Equity Atlantia S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000988_CR_AIRB 5299003D9N2698I3C257 1367700 188902 AGL IM EQUITY AUTOGRILL S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000989_CR_AIRB 815600149448CEB9B230 19402720 1037417 3653719Z IM EQUITY AUTOSTRADE PER L' ITALIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000990_CR_AIRB 26926563 1057205 3889748Z IM EQUITY AVIO S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000991_CR_AIRB 529900RRESEDV68K0S54 28770346 235460 BLLA IM EQUITY BARILLA INIZIATIVE S.R.L. 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IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000997_CR_AIRB 815600F3213951394367 40014779 2001719 Cerved Group S.p.A. 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IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001006_CR_AIRB WOCMU6HCI0OJWNPRZS33 ENEL IM EQUITY Enel SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001007_CR_AIRB BUCRF72VH5RBN7X3VL35 IT0003132476 ENI IM EQUITY ENI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001008_CR_AIRB 81560081EE079FBED395 19377159 3544950961 ENOVA S.R.L. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001009_CR_AIRB 549300JJBVOOKOBCTX09 2153515 354265 ERG IM EQUITY ERG S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001010_CR_AIRB 549300AZQ4Z5UGY0Q555 1002458 91712 EXO IM EQUITY EXOR S.P.A. IT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001011_CR_AIRB 8156004CE82074779D19 13870596 1664630223 FEDRIGONI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001012_CR_AIRB 549300J4SXC5ALCJM731 1448Z IM Equity Ferrovie dello Stato SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001013_CR_AIRB 5493004C1SL445NFDR90 F IM EQUITY Fiat SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001014_CR_AIRB 8156001B8AD051794959 FINAVAL S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001015_CR_AIRB 529900X4EEX1U9LN3U39 1053767 7031 FNC IM EQUITY FINMECCANICA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001016_CR_AIRB 815600C3CCA800EF5D96 1134215 FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001017_CR_AIRB 815600E12249DD563C29 26650695 1143814 Gamenet S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001018_CR_AIRB 81560098DBDD66154985 GRANDI NAVI VELOCI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001019_CR_AIRB 8156001250E819E30127 GCN IM EQUITY Gruppo Coin SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001020_CR_AIRB 8156001294017C870346 11027526 10022100159 GRUPPO FINELCO SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001021_CR_AIRB 8156005113BD16699393 24907200 RM1117269 LTO IX Equity GTECH S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001022_CR_AIRB 15541251 1638878 4004268Z IM EQUITY H3G S.P.A IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001023_CR_AIRB 8156009414FD99443B48 3201267 363550 HER IM EQUITY HERA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001024_CR_AIRB 815600D86992FDA7B908 1035363 149288 IMA IM EQUITY I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001025_CR_AIRB 815600A7D7C7A85F8B51 2733792 1168660262 I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001026_CR_AIRB 81560033824BE53C7D28 3585262 1303501215 IMAP EXPORT S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001027_CR_AIRB 549300KTGKED5E25JR59 IND IM EQUITY Indesit Co SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001028_CR_AIRB 213800M4YYCP6E8YUX94 2714789 2589327 IPLOM S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001029_CR_AIRB 8156001EBD33FD474E60 10431674 281364 IRE IM EQUITY IREN S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001030_CR_AIRB 8156009D23D0FDC70C93 1007005 50 ITM IM Equity Italcementi S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001031_CR_AIRB 815600236A6B5AE5B406 26754254 167186 Linea Group Holding S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001032_CR_AIRB 549300I1NMOBS4B1LT88 IT0001479374 LUX IM EQUITY LUXOTTICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001033_CR_AIRB 7003703 481230266 MANGIAROTTI S.P.A. 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IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001041_CR_AIRB 8156001B96890989C002 23641842 5411110827 PB TANKERS S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001042_CR_AIRB 5493006293RJBDQWJL92 5944540 169833 PMS IM EQUITY PERMASTEELISA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001043_CR_AIRB 8156000256C2431C2E92 4495509 134077 PIA IM Equity Piaggio & C. S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001044_CR_AIRB 815600A0C9AFC1F2A709 PC IM Equity Pirelli & Co SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001045_CR_AIRB 815600EDDBB07C9BDB90 15591777 2246400218 PODINI HOLDING S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001046_CR_AIRB 815600354DEDBD0BA991 3465665 842633 POST IM EQUITY POSTE ITALIANE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001047_CR_AIRB 8156000FE0A2DC5B7852 16232311 1343952 PRP GR EQUITY PRADA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001048_CR_AIRB 213800VHJ22UE2BRRZ48 3830970 706270410 PROFILGLASS S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001049_CR_AIRB 23687310 1777895 PRY IM EQUITY PRYSMIAN S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001050_CR_AIRB 815600B9FC8D18A5D034 1058024 291350635 RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001051_CR_AIRB 81560086FA79BEDD6B94 13270817 RHIAG — INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001052_CR_AIRB 5012487 8850400154 SACAL — SOCIETA' ALLUMINIO CARISIO — S.P IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001053_CR_AIRB 815600AF08EE2EC2DE92 1035262 8924 226907Z IM EQUITY SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001054_CR_AIRB 815600FC906D230A1420 16077541 86111 SFL IM Equity Safilo SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001055_CR_AIRB 549300PHV8MBDHWB8X12 1086637 788744 SPM IM EQUITY SAIPEM S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001056_CR_AIRB 549300UKR289DF4UXQ47 1013056 525502 SAL SALINI IMPREGILO S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001057_CR_AIRB 6524595 3957900487 SAMMONTANA — S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001058_CR_AIRB 8156006755200B82EB33 1246827 836320150 SAN CARLO GRUPPO ALIMENTARE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001059_CR_AIRB 5299005KJSU2AQUJUH84 1066932 49540 SRS IM EQUITY SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. — RAFFINERIE SARDE IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001060_CR_AIRB 815600D2FC31AF713B07 1012950 166476 SNAI SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001061_CR_AIRB 8156002278562044AF79 16067629 1633443 SRG IM Equity SNAM SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001062_CR_AIRB EOJCGSUI4NX234BL7V57 14234253 1594238 2091Z IM EQUITY SORGENIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001063_CR_AIRB 815600141CFE5F4C4325 19113128 1016401 4473035Z IM EQUITY STRADA DEI PARCHI SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001064_CR_AIRB 815600C3438977CBBE37 1038951 68670397 TAMPIERI FINANCIAL GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001065_CR_AIRB 81560029415DF1381583 1030384 195810262 TECNICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001066_CR_AIRB 815600AC5599D16D9A40 3335773 574643 MT IM EQUITY TECNIMONT S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001067_CR_AIRB 549300W384M3RI3VXU42 IT0003497168 TIT IM EQUITY TELECOM ITALIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001068_CR_AIRB 815600CD7323A82E5092 28935694 1763778 2847328Z IM EQUITY TENOVA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001069_CR_AIRB 1037712 182850362 TERMOSANITARI CORRADINI — S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001070_CR_AIRB 8156009E94ED54DE7C31 TRN IM Equity Terna Rete Elettrica Nazionale SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001071_CR_AIRB 549300IN56S27SDGEI85 18659000 1019536 80698Z IM EQUITY TIRRENO POWER S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001072_CR_AIRB 8156003E86EBA167A868 0946688D IM EQUITY TotalErg SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001073_CR_AIRB 815600FE9E92D9D6C309 3554534 201271 TFI IM EQUITY TREVI — FINANZIARIA INDUSTRIALE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001074_CR_AIRB 4212473Z IM EQUITY UNIECO SOCIETA' COOPERATIVA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001075_CR_AIRB 815600B8027C92F0DA07 4257672 1189360066 VIBAC S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001076_CR_AIRB 549300YSFQKM1C0X4E45 11321265 884361 WIND IM EQUITY WIND TELECOMUNICAZIONI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001077_CR_AIRB 549300DHPOF90OYYD780 5108 JT Equity Bridgestone Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001078_CR_AIRB 549300IZYK3206QECG76 CAT SE Equity Caterpillar Finance Corporation JP Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001079_CR_AIRB 549300MIFE1VEW02GY83 JP3298600002 COSMO OIL COMPANY LTD JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001080_CR_AIRB 549300T6IPOCDWLKC615 6501 JT Equity Hitachi, Ltd. JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001081_CR_AIRB J48DJYXDTLHM30UMYI18 8001 JT Equity Itochu Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001082_CR_AIRB 5493004LQ0B4T7QPQV17 6301 JT Equity Komatsu Ltd. JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001083_CR_AIRB 4P4N3ORD02UGQT1T1W12 0100-01-008776 8002 JT Equity Marubeni Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001084_CR_AIRB KVIPTY4PULAPGC1VVD26 8058 JP EQUITY Mitsubishi Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001085_CR_AIRB 5493008VBQD43X8QCS14 Mitsui Life Insurance Company Limited JP Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001086_CR_AIRB 5493000QYMPFRTEY4K28 6701 JT Equity NEC Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001087_CR_AIRB 7201 JP EQUITY Nissan Motor Co Ltd JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001088_CR_AIRB 5493003BZYYYCDIO0R13 9984 JT Equity SOFTBANK CORP. JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001089_CR_AIRB 5493004SE33MRLPB1W98 2768 JP EQUITY Sojitz Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001090_CR_AIRB 6758 JP EQUITY Sony Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001091_CR_AIRB V82KK8NH1P0JS71FJC05 8053 JP EQUITY Sumitomo Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001092_CR_AIRB 54930074QUY8RD0UZM08 Suntory Holdings Limited JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001093_CR_AIRB 549300ZLMVP4X0OGR454 4502 JT Equity Takeda Pharmaceutical Company Limited JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001094_CR_AIRB 549300LBHTST91VKHO68 6502 JT Equity Toshiba Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001095_CR_AIRB 5493006W3QUS5LMH6R84 TOM GY Equity Toyota Motor Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001096_CR_AIRB 004020 KS Equity Hyundai Steel Co KR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001097_CR_AIRB 000270 KS Equity Kia Motors Corp KR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001098_CR_AIRB 549300MGHLPT1EFHGF84 2007 HK Equity Country Garden Holdings Company Limited KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001099_CR_AIRB 549300IHVJRWVT07S523 3333 HK Equity Evergrande Real Estate Group Limited KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001100_CR_AIRB 5493003DTPH8AMMK4P51 NE UN Equity Noble Corporation KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001101_CR_AIRB 549300FNENFFSMO3GT38 XS0835890350 XPBR SQ Equity Petrobras Global Finance B.V. KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001102_CR_AIRB 213800S7DNJQX6LHTQ21 133818917 AB “Kauno grūdai” LT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001103_CR_AIRB LU1014539529 ALTICE LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001104_CR_AIRB 5493003BU7PAH5RRM092 APAM NA EQUITY Aperam SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001105_CR_AIRB 2EULGUTUI56JI9SAL165 MT LX EQUITY ArcelorMittal SA [AM] LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001106_CR_AIRB 549300GJ79DYFBBF5T83 0307096D LX EQUITY Brandbrew S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001107_CR_AIRB 5493007GVB1I2FDSS786 B0155849 CNHI UN Equity CNH Industrial Finance Europe S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001108_CR_AIRB 549300938QUWMPITJ642 COV US EQUITY Covidien International Finance SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001109_CR_AIRB 5299001R2HL1TAFZ8Z20 ENOVOS INTERNATIONAL SA (FORMER SOTEG) LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001110_CR_AIRB 350807947 FR0000038259 ERF FP EQUITY EUROFINS SCIENTIFIC SE LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001111_CR_AIRB 213800568PRHV2JR9650 XS0357281558 GSPBEX RR Equity Gaz Capital S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001112_CR_AIRB 213800WHKNIC1JQQG433 8GC GS Equity Glencore Finance (Europe) S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001113_CR_AIRB 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001114_CR_AIRB 549300MBM5B61VCW5A23 International Automotive Components Group, S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001115_CR_AIRB RUOKPID0PZ0UWJYU9J61 DE UN Equity John Deere Bank S.A. LU Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001116_CR_AIRB 529900XUC6PXMN6ABU42 TGH GY Equity Logwin AG LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001117_CR_AIRB 549300CTHC1CP86P2G96 MIICF PQ Equity Millicom International Cellular S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001118_CR_AIRB 0755015D LX EQUITY NH FINANCE SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001119_CR_AIRB 213800IUIRBFRNCYVR24 3900394Z LX Equity Nizi International SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001120_CR_AIRB 549300VEJMMZCY6OBU06 PDSA NS Equity Pacific Drilling S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001121_CR_AIRB 529900UUYBCBB7HMVI56 Phoenix PIB Dutch Finance B.V. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001122_CR_AIRB 549300OZSHE4H5BFQA66 QUILVEST SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001123_CR_AIRB 5493000C8J3C3SZYS040 RTL BB Equity RTL Group S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001124_CR_AIRB 5493008JPA4HYMH1HX51 SESG FP EQUITY SES SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001125_CR_AIRB 549300CJ7LW6QSGIL444 Swiss Re Europe S.A. LU Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001126_CR_AIRB 529900BSBZ853DKUP675 TRAXYS SARL LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001127_CR_AIRB 549300RIG2CXWN6IV731 CEMEX S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001128_CR_AIRB 5493008KEVFYPMGTXO33 KOFL MM Equity Coca-Cola FEMSA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001129_CR_AIRB 5493000XJLJ6C4T0PG82 GRUMAB MM Equity GRUMA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001130_CR_AIRB 5493000RIXURZEBFEV60 BIMBOA MM Equity Grupo Bimbo, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001131_CR_AIRB 549300QOAB2GJSFM0381 1234Z MM Equity Grupo Petrotemex SA de CV MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001132_CR_AIRB 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001133_CR_AIRB 549300FW3RGHPHT21D10 ALFAA MM Equity Sigma Alimentos, S.A. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001134_CR_AIRB 5493000MY3DAIB0BP706 TNE940608HS5 USP9084BAD03 ALFAA MM Equity Tenedora Nemak, S.A. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001135_CR_AIRB 549300EMP9DT6Q35HZ31 NL0000852564 AALBERTS INDUSTR NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001136_CR_AIRB 549300J93WR5DPG0P466 KVK 33232124 ABB SS Equity ABB Capital B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001137_CR_AIRB 5493007WHKI5H75YJ358 KVK 34215458 ABE SQ Equity Abertis Infraestructuras Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001138_CR_AIRB 7245007QUMI1FHIQV531 KVK 33235189 Achmea B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001139_CR_AIRB 724500HIKX3QVUQF9G08 KVK 28080300 Achmea Zorgverzekeringen N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001140_CR_AIRB O4QK7KMMK83ITNTHUG69 KVK 27076669 NL0000303709 AGN NA Equity AEGON N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001141_CR_AIRB NL0010672325 AHOLD KON NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001142_CR_AIRB 724500XYIJUGXAA5QD70 KVK 09007809 NL0000009132 AKZA NA EQUITY Akzo Nobel NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001143_CR_AIRB 724500XBZ9QOPTI11U82 KVK 34108286 Alliander N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001144_CR_AIRB 549300KYQ7B0H0K66406 KVK 33055009 AML LN Equity Amlin Europe N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001145_CR_AIRB 724500MCUU6QOFRFEA53 KVK 33256360 0000 792658Z PL EQUITY AMORIM ENERGIA, BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001146_CR_AIRB 7245000UZH70GO047N03 NL0006237562 ARCADIS NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001147_CR_AIRB 7245001I22ND6ZFHX623 KVK 30037466 NL0000334118 ASM NA Equity ASM International N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001148_CR_AIRB 724500Y6DUVHQD6OXN27 KVK 17085815 NL0006034001 ASML NA EQUITY ASML HOLDING N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001149_CR_AIRB 7245004JOPUJ0OOWTU73 KVK 30031823 ASR Schadeverzekering N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001150_CR_AIRB 724500XFMNHF1GFPYJ05 KVK 08125298 3324558Z NA Equity BDR Thermea Group BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001151_CR_AIRB 5299006ZHG3IXU0PNJ56 KvK 27106340 0000 1136Z NA EQUITY BMW Finance N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001152_CR_AIRB NL0000852580 BOSKALIS WESTMIN NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001153_CR_AIRB NL0010776944 BRUNEL INTERNAT NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001154_CR_AIRB 529900AOH3NBA8PZFG65 KvK 32097651 0000 0533866D NA EQUITY Celesio Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001155_CR_AIRB 549300WGC2HZ5J67V817 CNHI IM Equity CNH Industrial NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001156_CR_AIRB 549300BXVNOCYQ83FU09 KVK 34154633 KO UN Equity Coca-Cola HBC Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001157_CR_AIRB NL0000200384 CORE LABORATORIES NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001158_CR_AIRB 549300UNTCLR21YKLL62 KVK 30073501 NL0000288967 Corio N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001159_CR_AIRB NL0009294552 DELTA LLOYD NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001160_CR_AIRB 724500S75737K2SFDA03 KVK 22031457 Delta N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001161_CR_AIRB 213800N8X49KJRTNDM49 KVK 3419663 DGE FP Equity Diageo Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001162_CR_AIRB 529900M7QSB704RUUT95 KVK 34182495 AIR FP Equity Eads Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001163_CR_AIRB 724500KRQECMCRGM1971 KVK 14026250 EBN B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001164_CR_AIRB 5299007L43AQDFOW5739 KvK 34121496 0000 1403Z NA EQUITY EDP FINANCE BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001165_CR_AIRB 724500R5IP6TFKTNRU48 KvK 24306393 2091Z NA Equity Eneco Holding NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001166_CR_AIRB 549300XW2F91G4T4WC42 KVK 34149162 ENL GY Equity ENEL Investment Holding B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001167_CR_AIRB 529900011V8VJ3BUKR64 KVK 17115973 RWE GF Equity Essent N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001168_CR_AIRB NL0000288876 EUROCOMMERCIAL NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001169_CR_AIRB NL0000352565 FUGRO NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001170_CR_AIRB 2138005FTXOJUBQ5J563 KVK 24243533 GAS SQ Equity Gas Natural Fenosa Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001171_CR_AIRB 724500EJ2TDPAITRSJ55 KVK 02089290 GasTerra B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001172_CR_AIRB NL0000400653 GEMALTO NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001173_CR_AIRB 549300L10EVYURBFIH66 KVK 55293980 Global Blue Acquisition B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001174_CR_AIRB 529900SNLFF5M6HJ1T36 KvK 33286563 0000 1004Z NA EQUITY Haniel Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001175_CR_AIRB 724500K5PTPSST86UQ23 KVK 33011433 NL0000009165 HEIA NA Equity Heineken NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001176_CR_AIRB 7245008C9KMJL9P2UI77 KVK 34323653 Hyva Global B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001177_CR_AIRB 724500CR19MQGFWFBZ64 KvK 34217578 0000 0308206D NA EQUITY ICL Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001178_CR_AIRB TLLG0UTU6ZHOG003X735 Imperial Mobility Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001179_CR_AIRB 54930050LBZUR4138I72 KVK 27120438 ING Re (Netherlands) N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001180_CR_AIRB KVK 24311905 2872423Z NA Equity InterGen NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001181_CR_AIRB 724500C9GNBV20UYRX36 KVK 35000363 NL0010672325 AH NA Equity Koninklijke Ahold NV [Royal Ahold NV] NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001182_CR_AIRB 724500V38C5KTDY5BS93 KVK 30058019 NL0000337319 BAMNB NA Equity Koninklijke BAM NBM NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001183_CR_AIRB 724500SNT1MK246AHP04 KVK 14022069 NL0000009827 DSM NA EQUITY Koninklijke DSM N.V NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001184_CR_AIRB 549300YO0JZHAL7FVP81 KVK 02045200 NL0000009082 KPN NA Equity Koninklijke KPN NV [Royal KPN NV] NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001185_CR_AIRB H1FJE8H61JGM1JSGM897 KVK 17001910 NL0000009538 PHIA NA Equity Koninklijke Philips Electronics N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001186_CR_AIRB 724500HZ4BN317I12G68 KVK 06016321 KTC NA Equity Koninklijke Ten Cate NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001187_CR_AIRB 724500UL634GFV1KYF10 KVK 24295332 NL0009432491 VPK NA Equity Koninklijke Vopak NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001188_CR_AIRB 529900WQGOTJDYG9NP76 KVK 09151956 LXS GF Equity Lanxess Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001189_CR_AIRB 5H8RMHHYTWIP1RKLCE38 KvK 34115238 0000 2177Z NA EQUITY Linde Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001190_CR_AIRB 549300J6QSW38QNOJK61 KVK 57924562 LYB International Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001191_CR_AIRB BN6WCCZ8OVP3ITUUVN49 KVK 24473890 DLY GB Equity LyondellBasell Industries N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001192_CR_AIRB 635400TMCKVEU87EJ582 KVK 24321697 METINVEST B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001193_CR_AIRB 529900PF6F1OHRZVU341 KvK 33178683 0000 1169Z NA EQUITY Metro Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001194_CR_AIRB 6354007MKEEGGVUMXO83 KVK 34239108 New World Resources N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001195_CR_AIRB 724500RKMOD48AIWKD94 KvK 24307569 0000 3893886Z NA EQUITY NIDERA B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001196_CR_AIRB 54930062JS29A5N4GO82 KVK 34248449 Nielsen Holdings N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001197_CR_AIRB 724500GQV9YLNSWECU41 KVK 17179668 Nord Gold N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001198_CR_AIRB 724500TXS5HH3GY4UW42 KVK 30124358 NS Groep N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001199_CR_AIRB 5299000CMF80GY2U0U47 KVK 16074305 NL0010395208 NUO NA Equity Nutreco Holding NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001200_CR_AIRB 724500HT4YW45B1Y7859 KVK 57585083 OAK Leaf B.V. 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NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001205_CR_AIRB 549300N522D3SS8MKV65 KvK 24320769 0000 3617372Z NA EQUITY PETROBRAS NETHERLANDS BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001206_CR_AIRB 549300VGHFJJ58HE2B54 KVK 17008551 PHIA NA Equity Philips Electronics NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001207_CR_AIRB 529900N9UJEHN9UPXN50 PHOENIX PIB FINANCE BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001208_CR_AIRB 724500Q41FHN0P1GPC53 KVK 27168968 NL0009739416 TNT LI Equity PostNL N.V. 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PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001279_CR_AIRB 5493003NN4LXUF8JA244 Ocidental Companhia Portuguesa de Seguros de Vida, S.A. 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applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001348_CR_AIRB 529900329VS14ZIML164 5560163429 SE0000171100 SSABA SS EQUITY SSAB AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001349_CR_AIRB 529900J0C48FH28HNQ19 5563137933 SE0000120669 SSABA SS EQUITY SSAB Emea AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001350_CR_AIRB 213800CWLTI7WZCC2R35 5560010802 1081Z SS EQUITY Stena AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001351_CR_AIRB 5299005HSK597UX55629 SVEASKOG FÖRVALTNINGS AKTIEBOLAG SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001352_CR_AIRB 549300FW5JDRV1IJ0M67 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Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001362_CR_AIRB 549300T5RZ1HA5HZ3109 VATT SS Equity Vattenfall AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001363_CR_AIRB 549300HGV012CNC8JD22 SE0000115420 VOLVB SS EQUITY Volvo AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001364_CR_AIRB 54930083GODGBHODQ153 189744 Global A&T Electronics Ltd. 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US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001372_CR_AIRB 549300T0GJTEK811VI53 WPI US EQUITY Actavis, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001373_CR_AIRB 549300QKBENKLBXQ8968 PA724325 AET US Equity Aetna Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001374_CR_AIRB LYOM0B2GCF1JWXK5ZG04 AGCO UN Equity AGCO Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001375_CR_AIRB QUIX8Y7A2WP0XRMW7G29 A UN Equity Agilent Technologies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001376_CR_AIRB 9PO87UV78U1JHLR68X04 8685 JT Equity AIG Financial Products Corp. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001377_CR_AIRB 7QEON6Y1RL5XR3R1W237 APD US Equity Air Products & Chemicals Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001378_CR_AIRB ABPN11VOHLHX6QR7XQ48 AA US Equity Alcoa Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001379_CR_AIRB XSGZFLO9YTNO9VCQV219 MO US Equity Altria Group Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001380_CR_AIRB ZXTILKJKG63JELOEG630 DE2620453 AMZN US Equity Amazon.com, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001381_CR_AIRB IWUQB36BXD6OWD6X4T14 DE0332421 AAL UW Equity American Airlines, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001382_CR_AIRB B6Q2VFHD1797Q7NZ3E43 CAC0951492 7267 JT Equity American Honda Finance Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001383_CR_AIRB 5493006ORUSIL88JOE18 AMT US Equity American Tower Corp [ex- American Tower System] US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001384_CR_AIRB 549300D3L3G0R4U4VT04 APH US Equity Amphenol Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001385_CR_AIRB B78FQ7XBQFLP4AYJ6F79 APC US Equity Anadarko Petroleum Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001386_CR_AIRB 72ZZ1XRHOOU9P9X16K08 APA US Equity Apache Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001387_CR_AIRB HWUPKR0MPOU8FGXBT394 CAC0806592 AAPL US Equity Apple Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001388_CR_AIRB 42YMHYH0XMHJEXDUB065 ARAMARK Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001389_CR_AIRB W47HVZ7Q6FXL86RELH91 DE0717711 ACI US Equity Arch Coal, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001390_CR_AIRB 549300LO13MQ9HYSTR83 DE0152524 ADM US Equity Archer-Daniels-Midland Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001391_CR_AIRB 0C0SZC7H22UWI2NA3R46 ARRS UW Equity Arris Group, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001392_CR_AIRB 549300YNNLBXT8N8R512 NYCARREUS ARW US Equity Arrow Electronics, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001393_CR_AIRB 6O4MRU8C1MS0K34UQF79 KY0580261 ASH US Equity Ashland Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001394_CR_AIRB 549300Z40J86GGSTL398 DE2018584 T* MM Equity AT&T Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001395_CR_AIRB QVLWEGTD2S8GJMO8D383 ATO US Equity Atmos Energy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001396_CR_AIRB HGBOLILQXWER4SAL2I23 ADP US Equity Automatic Data Processing US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001397_CR_AIRB GA3JGKJ41LJKXDN23E90 Autozone Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001398_CR_AIRB XN8R4HH1TVC1XOCL5P21 CAR US EQUITY Avis Budget Car Rental LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001399_CR_AIRB XJI53DCPL7QABOWK4Z75 NYCAVNTUS AVT US Equity Avnet, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001400_CR_AIRB 5493007RY69UEB1F1B45 AVP US Equity Avon Products, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001401_CR_AIRB MF62XBVMNYTYMC18DL76 DE2416636 BA/ LN Equity BAE Systems Holdings Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001402_CR_AIRB BHI US EQUITY Baker Hughes Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001403_CR_AIRB EWRDABCN7XBHM37LIA98 DE2072335 Beam Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001404_CR_AIRB HL5XPTVRV0O8TUN5LL90 MN1K-1056 BBY US Equity Best Buy Co., Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001405_CR_AIRB KK5MZM9DIXLXZL9DZL15 DE2322568 BMW HB Equity BMW US Capital, LLC US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001406_CR_AIRB 549300DSFX2IE88NSX47 BWA US Equity BorgWarner Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001407_CR_AIRB Y6ZDD9FP4P8JSSJMW954 DE0874815 BSX UN Equity Boston Scientific Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001408_CR_AIRB 549300GMUCJ08527GQ81 IN182869-107 BP/ LN Equity BP Corporation North America Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001409_CR_AIRB 549300YYMNSW7KWZH127 BP/ LN Equity BP Products North America Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001410_CR_AIRB HLYYNH7UQUORYSJQCN42 BMY US EQUITY Bristol Myers Squibb Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001411_CR_AIRB 5493007M0RIN8HY3MM77 BG US Equity Bunge Limited US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001412_CR_AIRB Y7ET3D9SDOFUZ515FE28 DE0799956 CA US Equity CA, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001413_CR_AIRB 43R4VPJBXTU2O15HEF41 Calpine Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001414_CR_AIRB 5493007JDSMX8Z5Z1902 CPB US Equity Campbell Soup Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001415_CR_AIRB CCU46N3GJMF4OK4N7U60 OH535613 CAH US Equity Cardinal Health, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001416_CR_AIRB QXZYQNMR4JZ5RIRN4T31 3091Z US Equity Cargill Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001417_CR_AIRB EDBQKYOPJUCJKLOJDE72 DE0921323 CAT SE Equity Caterpillar Financial Services Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001418_CR_AIRB WRJR7GS4GTRECRRTVX92 CAT US EQUITY Caterpillar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001419_CR_AIRB 5KYC8KF17ROCY24M3H09 DE2106821 C5S GM Equity CBS Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001420_CR_AIRB CD30XVRLT4QO00B1C706 DE3780476 CE UN Equity Celanese US Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001421_CR_AIRB 4SIHMF0MOSTTL8CD0X64 CELG US Equity Celgene Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001422_CR_AIRB 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001423_CR_AIRB 8E6NF1YAL0WT6CWXXV93 CSCO US EQUITY Cisco Systems Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001424_CR_AIRB 549300IA9XFBAGNIBW29 CMS Energy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001425_CR_AIRB B0QU0GIVGFFMCOP5RJ72 DE4789658 CKK GB Equity Coca-Cola Enterprises, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001426_CR_AIRB 2V9V7M0RUQG9M2J4IC47 Colfax Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001427_CR_AIRB YMEGZFW4SBUSS5BQXF88 DE0156313 CL US Equity Colgate-Palmolive Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001428_CR_AIRB 51M0QTTNCGUN7KFCFZ59 PA3039985 CTP GB Equity Comcast Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001429_CR_AIRB 549300OQS2LO07ZJ7N73 DE0406521 CMC US Equity Commercial Metals Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001430_CR_AIRB 6113F6JQLWIUGTBN1L36 CSC US equity Computer Sciences Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001431_CR_AIRB 54930035UDEIH090K650 DE0818944 CAG US Equity ConAgra Foods, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001432_CR_AIRB SYHS7HRDXLL4I0IQ8776 CXO US EQUITY Concho Resources Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001433_CR_AIRB 6VJJ5GQWIRDQ06DUXG89 DE0064324 COP US Equity ConocoPhillips Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001434_CR_AIRB 549300JK3KH8PWM3B226 DE2277631 CNX UN Equity CONSOL Energy Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001435_CR_AIRB 29DX7H14B9S6O3FD6V18 CTO GM Equity Costco Wholesale Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001436_CR_AIRB 549300BO9IWPF3S48F93 COTY US EQUITY Coty Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001437_CR_AIRB TVRMNZKRGA8LPW6XPG60 Cox Enterprises Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001438_CR_AIRB RPPGGRL1J75WGF2DFO04 PA3337938 CCK US Equity Crown Americas LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001439_CR_AIRB ZUNI8PYC725B6H8JU438 IN194062-043 CMI UN Equity Cummins Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001440_CR_AIRB S4BKK9OTCEWQ3YHPFM11 DHR US EQUITY Danaher Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001441_CR_AIRB PWFTNG3EI0Y73OXWDH08 DE US EQUITY Deere & Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001442_CR_AIRB 3E70L4WYANTIWWIPHC81 DELL US EQUITY Dell Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001443_CR_AIRB Q2CCMS6R0AS67HJMBN42 DAL US EQUITY Delta Air Lines Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001444_CR_AIRB 54930042348RKR3ZPN35 DE2155705 DVN US Equity Devon Energy Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001445_CR_AIRB F14FQJ2EEHW5VPYUHL14 DO US Equity Diamond Offshore Drilling, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001446_CR_AIRB 549300Z1UGYT5725XB67 DE3535468 DTV TQ Equity DIRECTV Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001447_CR_AIRB ILUL7B6Z54MRYCF6H308 D US EQUITY Dominion Resources Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001448_CR_AIRB 549300FMC2ALGA7N9E80 DE0412823 DOV UN Equity Dover Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001449_CR_AIRB ZQUIP1CSZO8LXRBSOU78 DOW US EQUITY Dow Chemical Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001450_CR_AIRB 549300IX8SD6XXD71I78 DTE US EQUITY DTE Energy Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001451_CR_AIRB FDPVHDGJ1IQZFK9KH630 DE2345566 EMN UN Equity Eastman Chemical Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001452_CR_AIRB 0NZWDMRCE180888QQE14 ETN US EQUITY Eaton Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001453_CR_AIRB OML71K8X303XQONU6T67 DE2871352 EBAY US Equity eBay Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001454_CR_AIRB FRDRIPF3EKNDJ2CQJL29 LLY US EQUITY Eli Lilly & Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001455_CR_AIRB FGLT0EWZSUIRRITFOA30 EMR UN Equity Emerson Electric Co. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001456_CR_AIRB GHFPUH0OZ5JLGJXWCO16 ESV UN Equity ENSCO International Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001457_CR_AIRB 4XM3TW50JULSLG8BNC79 ETR US EQUITY Entergy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001458_CR_AIRB 549300EVUN2BTLJ3GT74 DE2911438 EQIX US Equity Equinix, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001459_CR_AIRB 549300RO2XES74KQGG63 XLS US EQUITY Exelis Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001460_CR_AIRB 3SOUA6IRML7435B56G12 EXC US EQUITY Exelon Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001461_CR_AIRB CI7MUJI4USF3V0NJ1H64 WA601975803 EXPE UW Equity Expedia, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001462_CR_AIRB J3WHBG0MTS7O8ZVMDC91 NJ3793794100 XOM US Equity Exxon Mobil Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001463_CR_AIRB 549300E707U7WNPZN687 FDX US EQUITY FedEx Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001464_CR_AIRB 6WQI0GK1PRFVBA061U48 GA0110597 FIS UN Equity Fidelity National Information Services, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001465_CR_AIRB 549300NPYMLM4NHTOF27 First Solar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001466_CR_AIRB 549300SVYJS666PQJH88 OH953140 FE US Equity FirstEnergy Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001467_CR_AIRB 6Y0GK87T6V7NJKZJVM41 NYCDRRCUS FLS US Equity Flowserve Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001468_CR_AIRB CQ7WZ4NOFWT7FAE6Q943 FLR US EQUITY Fluor Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001469_CR_AIRB CKDHZ2X64EEBQCSP7013 FMC US Equity FMC Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001470_CR_AIRB EMQFUEY7DV1MVNKAUT87 DE3315658 FTI US Equity FMC Technologies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001471_CR_AIRB 20S05OYHG0MQM4VUIC57 F US EQUITY Ford Motor Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001472_CR_AIRB 2MNR4Q42DBL85U7RD221 Forest Oil Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001473_CR_AIRB A0WMBJD47C49E2JJOM88 DE4594648 FRE GY Equity Fresenius US Finance I, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001474_CR_AIRB 549300FNRIXILI56M704 0196414D US EQUITY Gavilon LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001475_CR_AIRB 9C1X8XOOTYY2FNYTVH06 GD US EQUITY General Dynamics Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001476_CR_AIRB 3C7474T6CDKPR9K6YT90 NYCGECYUS GNE FP Equity General Electric Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001477_CR_AIRB 2TGYMUGI08PO8X8L6150 GIS US Equity General Mills, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001478_CR_AIRB 549300PDWRZX0BR28B12 DE4717789 GM UN Equity General Motors Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001479_CR_AIRB L2EVHWFHVAQK72TMH265 DE4275413 Georgia-Pacific LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001480_CR_AIRB 5493002BI0S2ZQUY3437 GT US EQUITY Goodyear Tire & Rubber Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001481_CR_AIRB 7ZW8QJWVPR4P1J1KQY45 GOOG US EQUITY Google Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001482_CR_AIRB ENYF8GB5SMQZ25S06U51 DE2681775 HAL UN Equity Halliburton Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001483_CR_AIRB KAO98FK89NPNNPQGUZ43 DE0497602 HSC US Equity Harsco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001484_CR_AIRB 549300NUB6D2R1ITYR45 HAS US Equity Hasbro, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001485_CR_AIRB 549300PD0C69OJ0NLB27 766481Z US EQUITY Hertz Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001486_CR_AIRB UASVRYNXNK17ULIGK870 DE0097017 AHC GB Equity Hess Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001487_CR_AIRB WHKXQACZ14C5XRO8LW03 HPQ US EQUITY Hewlett-Packard Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001488_CR_AIRB 5493003STKEZ2S0RNU91 HNZ US EQUITY HJ Heinz Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001489_CR_AIRB ISRPG12PN4EIEOEMW547 DE2061772 HON UN Equity Honeywell International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001490_CR_AIRB KNX4USFCNGPY45LOCE31 4335 HK Equity Intel Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001491_CR_AIRB VGRQXHF3J8VDLUA7XE92 IBM US EQUITY International Business Machines (IBM Corp) US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001492_CR_AIRB F9HV8ZL85LRIQ6D60098 NVC7491-1980 IGT UN Equity International Game Technology US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001493_CR_AIRB 824LMFJDH41EY779Q875 IP US EQUITY International Paper Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001494_CR_AIRB 5493008IUOJ5VWTRC333 Interpublic Group of Cos US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001495_CR_AIRB 24F6LSZD18II6ICG6S41 Itron Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001496_CR_AIRB YB2O5TUONPB3W1X7WJ88 ITT US EQUITY ITT Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001497_CR_AIRB KD833U13JEIGETBW2749 JAH US EQUITY Jarden Corp (fka Alltrista Corp) US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001498_CR_AIRB 549300XR6O4ACB0KLV08 JFB Firth Rixson, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001499_CR_AIRB E0KSF7PFQ210NWI8Z391 DE UN Equity John Deere Capital Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001500_CR_AIRB 549300G0CFPGEF6X2043 NJ5106301000 JNJ GQ Equity Johnson & Johnson US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001501_CR_AIRB 3LB2NG8VUULSCV2NO430 JCI US EQUITY Johnson Controls Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001502_CR_AIRB LONOZNOJYIBXOHXWDB86 K US EQUITY Kellogg Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001503_CR_AIRB AGX0G2MXE54NFNNICD28 KU1 US EQUITY Kentucky Utilities Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001504_CR_AIRB MP3J6QPYPGN75NVW2S34 KMB UN Equity Kimberly-Clark Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001505_CR_AIRB 549300PDHUGWPWGOT525 DE2301470 Kinder Morgan Energy Partners, L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001506_CR_AIRB 5493005158BXZWGOX572 3097Z US EQUITY Koch Industries Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001507_CR_AIRB 549300JF6LPRTRJ0FH50 KSS UN Equity Kohl's Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001508_CR_AIRB V1BYR0MM295ZFWYYS367 KRFT US EQUITY Kraft Foods Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001509_CR_AIRB GR3KVMWVCR54YWQNXU90 DE0933796 LTD GF Equity L Brands, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001510_CR_AIRB LINE US EQUITY Linn Energy LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001511_CR_AIRB 5493007B9BM9ZXJINO78 DE4009151 LYV UN Equity Live Nation Entertainment, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001512_CR_AIRB DPRBOZP0K5RM2YE8UU08 LMT US EQUITY Lockheed Martin Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001513_CR_AIRB WAFCR4OKGSC504WU3E95 NC0087443 LOW UN Equity Lowe's Companies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001514_CR_AIRB 2RTSLGQ89VMY18RHX631 Manitowoc Co Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001515_CR_AIRB 1FRVQX2CRLGC1XLP5727 DE3395371 MRO US Equity Marathon Oil Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001516_CR_AIRB 3BNYRYQHD39K4LCKQF12 DE4750998 MPC UN Equity Marathon Petroleum Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001517_CR_AIRB 225YDZ14ZO8E1TXUSU86 DE2798413 MAR US Equity Marriott International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001518_CR_AIRB 54930073HKEO6GZBSS03 4614Z US EQUITY Mars Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001519_CR_AIRB 549300XMP3KDCKJXIU47 DE0706226 MMC UN Equity Marsh & McLennan Companies, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001520_CR_AIRB 5GCSNMQXHEYA1JO8QN11 DE0585027 MAS US Equity Masco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001521_CR_AIRB AR5L2ODV9HN37376R084 DE3390142 MA US Equity MasterCard Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001522_CR_AIRB 549300VELLG24KHTJ564 DE0673809 MAT US Equity Mattel, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001523_CR_AIRB UE2136O97NLB5BYP9H04 MCD US EQUITY McDonald's Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001524_CR_AIRB 549300WZWOM80UCFSF54 DE2417015 MCK US Equity McKesson Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001525_CR_AIRB 4DL8C98Z5G5IXZLH3578 MWV US Equity MeadWestvaco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001526_CR_AIRB D56MRZY2INAN94ZONZ37 MDT US EQUITY Medtronic Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001527_CR_AIRB 4YV9Y5M8S0BRK1RP0397 MRK US EQUITY Merck & Co Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001528_CR_AIRB INR2EJN1ERAN0W5ZP974 WA600413485 MSF NA Equity Microsoft Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001529_CR_AIRB 54930073LBBH6ZCBE225 TAP US EQUITY Molson Coors Brewing Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001530_CR_AIRB 549300DV9GIB88LZ5P30 VA05501796 KTF GF Equity Mondelez International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001531_CR_AIRB NONUZEX43GHIPSVDD938 DE3174788 MON US Equity Monsanto Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001532_CR_AIRB 6S552MUG6KGJVEBSEC55 DE0789650 MTLA GF Equity Motorola Solutions, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001533_CR_AIRB MOM4570XTJ5YYX7JKH83 DE2977161 NG/ LN Equity National Grid USA US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001534_CR_AIRB 549300VSP3RIX7FGDZ51 NEM US EQUITY Newmont Mining Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001535_CR_AIRB UMI46YPGBLUE4VGNNT48 NEE UN Equity NextEra Energy Capital Holdings, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001536_CR_AIRB 549300Z2ZSKKGUE3J147 NKE US EQUITY Nike Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001537_CR_AIRB ZHUWIE4VK4MIYES0UG62 IN2000033100151 NI UN Equity NiSource Finance Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001538_CR_AIRB 7D6DIU2QXTUJRFNNJA49 CAC1059173 7201 JT Equity Nissan Motor Acceptance Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001539_CR_AIRB 02VFQXG2D1LR5ZH3K186 NBL UN Equity Noble Energy, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001540_CR_AIRB 549300S3IZB5P35KNV16 WA178071138 JWN US Equity Nordstrom, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001541_CR_AIRB RIMU48P07456QXSO0R61 NOC US EQUITY Northrop Grumman Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001542_CR_AIRB 6B6FQLPMMKB14LX6NY57 Novelis Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001543_CR_AIRB 549300GGJCRSI2TIEJ46 NUE UN Equity Nucor Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001544_CR_AIRB IM7X0T3ECJW4C1T7ON55 OXY US EQUITY Occidental Petroleum US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001545_CR_AIRB 52990006VBKYFQMQJX90 KvK 34311273 0000 OILT UD EQUITY Oiltanking Finance B.V. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001546_CR_AIRB HKUPACFHSSASQK8HLS17 OMC US EQUITY Omnicom Group US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001547_CR_AIRB 1Z4GXXU7ZHVWFCD8TV52 DE2457805 ORCL* MM Equity Oracle Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001548_CR_AIRB 549300TOPQ8NG4HGVK16 Owens Corning US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001549_CR_AIRB PH3S12DWZBHHQKVYZ297 WA177005077 PCAR US Equity PACCAR Financial Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001550_CR_AIRB KDTEY8BWE486IKZ3CC07 PCAR US EQUITY Paccar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001551_CR_AIRB SGY07Y7FNYBNLM6Z1M11 OR085297-86 BRK/A US Equity PacifiCorp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001552_CR_AIRB 5493002CONDB4N2HKI23 PH US EQUITY Parker Hannifin Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001553_CR_AIRB EJCO258LNNVSKAR2JX59 DE2864939 BTU US Equity Peabody Energy Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001554_CR_AIRB FJSUNZKFNQ5YPJ5OT455 NC0198463 PEP SE Equity PepsiCo, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001555_CR_AIRB 765LHXWGK1KXCLTFYQ30 PFE US EQUITY Pfizer Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001556_CR_AIRB 8YQ2GSDWYZXO2EDN3511 PG&E Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001557_CR_AIRB HL3H1H2BGXWVG3BSWR90 VA0670281-5 PMI SE Equity Philip Morris International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001558_CR_AIRB TWSEY0NEDUDCKS27AH81 Pinnacle West Capital Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001559_CR_AIRB 549300N2O26NW4ST6W55 DE0101728 PBI US Equity Pitney Bowes Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001560_CR_AIRB 5MRSWZYSSE4064ED3F25 Plains Exploration & Production Co LP US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001561_CR_AIRB 549300BKPEP01R3V6C59 PA284424 PPG UN Equity PPG Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001562_CR_AIRB ZU69GUVJQGZ6Z1UOOO79 PX US EQUITY Praxair Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001563_CR_AIRB 6S3X7J22E861RNTJSA74 3252Z US EQUITY President & Fellows of Harvard College US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001564_CR_AIRB 2572IBTT8CCZW6AU4141 PG US EQUITY Procter & Gamble Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001565_CR_AIRB 5PRBRS5FEH7NREC8OR45 NJ0100802453 PRU US Equity Prudential Financial, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001566_CR_AIRB PUSS41EMO3E6XXNV3U28 PEG US EQUITY Public Service Enterprise Group Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001567_CR_AIRB 123WALMHY1GZXG2YDL90 PVH UN Equity PVH Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001568_CR_AIRB 8MCWUBXQ0WE04KMXBX50 DE2249088 DGX UN Equity Quest Diagnostics Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001569_CR_AIRB HO1QNWM0IXBZ0QSMMO20 RL UN Equity Ralph Lauren Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001570_CR_AIRB YR6K3WJN0KKLUPZSNL57 DE0472015 RTN US Equity Raytheon Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001571_CR_AIRB NKNQHM6BLECKVOQP7O46 RSG US EQUITY Republic Services Group US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001572_CR_AIRB PQQ60KVT5SJX0ETQT497 RKT US Equity Rock-Tenn Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001573_CR_AIRB VH3R4HHBHH12O0EXZJ88 ROK US Equity Rockwell Automation, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001574_CR_AIRB 549300LJXD867XMVE759 ROP UN Equity Roper Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001575_CR_AIRB K2NEH8QNVW44JIWK7Z55 C-38863 RCL NO Equity Royal Caribbean Cruises Ltd. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001576_CR_AIRB 549300TJCKW4BRXPJ474 RPM US Equity RPM International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001577_CR_AIRB 549300VXRTBPBK07QT94 0398293Z US EQUITY Ruby Pipeline LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001578_CR_AIRB ZXJ6Y2OSPZXIVGRILD15 FL590739250 R US Equity Ryder System, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001579_CR_AIRB 549300NKZ6VCN5P3K723 DE2096948 SWY US Equity Safeway Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001580_CR_AIRB RLTHESQ0RNFQJWPBJN60 DE2258732 SGMS UW Equity Scientific Games International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001581_CR_AIRB Q0M0CZB4YN6JZ65WXI09 SEE US EQUITY Sealed Air Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001582_CR_AIRB PBBKGKLRK5S5C0Y4T545 CAC1991515 SRE US Equity Sempra Energy US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001583_CR_AIRB KAF673KJXD92C8KSLU49 SLGN US EQUITY Silgan Holdings Inc [fka Silgan Corp] US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001584_CR_AIRB MR92GTD0MJTTTTQDVG45 DE2360269 Simon Property Group, L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001585_CR_AIRB HHWAT5TDOYZMM26KKQ73 SNA US Equity Snap-on Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001586_CR_AIRB 549300FC3G3YU2FBZD92 Southern Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001587_CR_AIRB EFWMP121W54QV9MGOP87 DE4116263 SWN US Equity Southwestern Energy Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001588_CR_AIRB P761FCI0CPOG24I8JE10 SPW US Equity SPX Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001589_CR_AIRB 549300DJ09SMTO561131 SWK US Equity Stanley Black & Decker, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001590_CR_AIRB XQM2JINI1UL7642TU573 SPLS US Equity Staples, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001591_CR_AIRB 5493002F0SC4JTBU5137 MI148492 SYK US Equity Stryker Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001592_CR_AIRB 549300TXO070764WUH65 SPWR US EQUITY Sunpower Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001593_CR_AIRB YF6ZV0M6AU4FY94MK914 SYMC US Equity Symantec Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001594_CR_AIRB 5RGWIFLMGH3YS7KWI652 SYY US Equity Sysco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001595_CR_AIRB 8WDDFXB5T1Z6J0XC1L66 TGT US Equity Target Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001596_CR_AIRB 6HL0C5LCIE4TN8UZHL06 DE2980513 TRP UN Equity TC PipeLines, LP US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001597_CR_AIRB UUL85LWXB4NGSWWXIQ25 TFX US Equity Teleflex Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001598_CR_AIRB YAWJZJYEQ7M1SYMOS462 DE2106001 TEX UN Equity Terex Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001599_CR_AIRB CMTK1YBYNLPLIS3QLI53 TSO US EQUITY Tesoro Petroleum US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001600_CR_AIRB 549300VFZ8XJ9NUPU221 The Estee Lauder Companies US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001601_CR_AIRB HCHV7422L5HDJZCRFL38 DE0558016 TMO US Equity Thermo Fisher Scientific Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001602_CR_AIRB KNG3XRAA0RHN9H62OK76 TWX US EQUITY Time Warner Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001603_CR_AIRB B0I35MLPFXZSE70ASS73 TKR US EQUITY Timken Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001604_CR_AIRB 549300V2JRLO5DIFGE82 DE3058821 DTE GF Equity T-Mobile USA, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001605_CR_AIRB R1JB4KXN77XFCXOQKV49 DE7324254 TRN US Equity Trinity Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001606_CR_AIRB 3NWOXIHJSQCX0SM5Z749 DE3589359 TRW US Equity TRW Automotive Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001607_CR_AIRB G8NWFN4YP7CR6FOP4886 Tupperware Brands Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001608_CR_AIRB WD6L6041MNRW1JE49D58 TSN US Equity Tyson Foods, Inc. 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US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001615_CR_AIRB 549300BZXZ66F6DTIF20 VA0016487-1 UVV US Equity Universal Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001616_CR_AIRB 5493004XNBKB5SFUJI60 DE0932960 AAL UW Equity US Airways, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001617_CR_AIRB KOO0397YRO83WY5MGD97 VRX CT Equity Valeant Pharmaceuticals International US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001618_CR_AIRB 549300XTO5VR8SKV1V74 VLO US EQUITY Valero Energy Corp US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001619_CR_AIRB 2S72QS2UO2OESLG6Y829 VZ US EQUITY Verizon Communications Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001620_CR_AIRB CWAJJ9DJ5Z7P057HV541 VFC US EQUITY VF Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001621_CR_AIRB X0ST5BPF0CZG9FE5OV61 VIA US EQUITY Viacom Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001622_CR_AIRB 549300OBVCU4IRZFZ230 Virgin Media Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001623_CR_AIRB CQKUMNNZVDJLRYV2PT43 Virginia Electric & Power Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001624_CR_AIRB 549300JZ4OKEHW3DPJ59 V US Equity Visa Inc. 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approach LC_0001647_CR_AIRB 549300VSM2RG55U2QU15 BE 0400853488 BRUSSELS AIRLINES BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001648_CR_AIRB 5493007ZLRNTTT9B6384 Carrefour Finance SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001649_CR_AIRB 529900P0HVIO92I8AU52 BE 0422362447 COCKERILL MAINTENANCE & INGENIERIE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001650_CR_AIRB 549300VWVXR1GOHG0E16 BE 0425702910 COFELY FABRICOM sa BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001651_CR_AIRB 5493003N7PPOYDZI1G90 BE 0400464795 COMPAGNIE D'ENTREPRISES CFE — AANNEMINGSMAATSCHAPPIJ CFE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001652_CR_AIRB 5299009GDDJ20VCTA286 BE 0404411707 CONTINENTAL BENELUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001653_CR_AIRB 549300NF0J86QSGBSV95 BE 0413572663 DELDO AUTOBANDEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001654_CR_AIRB 549300KT827RUL680A73 BE0428741087 D'IETEREN Treasury BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001655_CR_AIRB 5493000G720YN71E2S86 BE 0435305514 DREDGING INTERNATIONAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001656_CR_AIRB 529900YOYR5FW12UBJ80 BE 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deliveries Advanced IRB approach LC_0001666_CR_AIRB 5493004EAZQ20FYJKT70 BE 0438202052 greif services belgium BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001667_CR_AIRB 5299004FBX5DGG463D98 BE 0430060188 HERAEUS ELECTRO — NITE INTERNATIONAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001668_CR_AIRB 5493002TTO3072KC6L60 BE 0402220594 Hewlett — Packard Belgium BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001669_CR_AIRB 549300VI27GGJFIOCP26 BE 0440113348 INTERNATIONAL FINANCE CENTER CFE BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001670_CR_AIRB 5493002RVRZ1S3CPUI26 BE 0428750985 ION BEAM APPLICATIONS S.A BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001671_CR_AIRB 54930073JZQL85NE3817 BE 0222343301 IVERLEK BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001672_CR_AIRB 549300YEC7519H8CBF72 BE 0473587751 J.C. 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applicable Credit risk and free deliveries Advanced IRB approach GG_0001737_CR_AIRB 1092Z LH Equity Lithuania LT Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001738_CR_AIRB 1110Z LX Equity Luxembourg LU Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001739_CR_AIRB 1124Z MK Equity Malaysia MY Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001740_CR_AIRB 5753Z US Equity Malta MT Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001741_CR_AIRB 1426Z MM Equity Mexico MX Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001742_CR_AIRB 1096Z MC Equity Morocco MA Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001743_CR_AIRB 1533Z NA Equity Netherlands NL Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001744_CR_AIRB 46443Z NZ Equity New Zealand NZ Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001745_CR_AIRB 1233Z NO Equity Norway NO Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001746_CR_AIRB 279379Z PM Equity Philippines PH Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001747_CR_AIRB 1084Z PW Equity Poland PL Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001748_CR_AIRB 1174Z PL Equity Portugal PT Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001749_CR_AIRB 1089Z RO Equity Romania RO Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001750_CR_AIRB 4458Z RU Equity Russia RU Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001751_CR_AIRB 3344642Z AB Equity Saudi Arabia SA Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001752_CR_AIRB 1545Z SP Equity Singapore SG Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001753_CR_AIRB 1023Z SK Equity Slovakia SK Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001754_CR_AIRB 1091Z SV Equity Slovenia SI Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001755_CR_AIRB 50184Z SJ Equity South Africa ZA Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001756_CR_AIRB ROKZ KS Equity South Korea KR Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001757_CR_AIRB 1841Z SM Equity Spain ES Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001758_CR_AIRB 204283Z EK Equity Sudan SD Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001759_CR_AIRB 1179Z SS Equity Sweden SE Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001760_CR_AIRB 344758Z SW Equity Switzerland CH Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001761_CR_AIRB 116657Z TT Equity Taiwan TW Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001762_CR_AIRB 1179Z TB Equity Thailand TH Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001763_CR_AIRB 114144Z TI Equity Turkey TR Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001764_CR_AIRB 1089Z UZ Equity Ukraine UA Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001765_CR_AIRB 3344698Z UH Equity United Arab Emirates AE Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001766_CR_AIRB 6152Z LN Equity United Kingdom GB Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001768_CR_AIRB 6152Z LN Equity United States US Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001769_CR_AIRB 1069Z VC Equity Venezuela VE Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001770_CR_AIRB 231715Z VN Equity Vietnam VN Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001771_CR_AIRB ZTMSNXROF84AHWJNKQ93 INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT US Sovereign sample General Governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001772_CR_AIRB QKL54NQY28TCDAI75F60 INTERNATIONAL FINANCE CORPORATION US Sovereign sample General governments Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001773_CR_AIRB BFXS5XCH7N0Y05NIXW11 3531454Z NA EQUITY ABN Amro NL Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001774_CR_AIRB CNE100000Q43 1288 HK EQUITY Agricultural Bank of China CN Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001775_CR_AIRB 3U8WV1YX2VMUHH7Z1Q21 IE0000197834 ALBK ID EQUITY ALLIED IRISH BANKS PLC IE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001776_CR_AIRB 5299009N55YRQC69CN08 GRS015013006 ALPHA GA EQUITY Alpha Bank GR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001777_CR_AIRB JHE42UYNWWTJB8YTTU19 AU000000ANZ3 ANZ AU EQUITY ANZ AU Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001778_CR_AIRB 549300CTUU1RFXHQJE44 US0594603039 BBD US EQUITY Banco Bradesco BR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001779_CR_AIRB JU1U6S0DG9YLT7N8ZV32 PTBCP0AM0007 BCP PL EQUITY BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) PT Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001780_CR_AIRB QE0Q0253K88YAGNPE356 BRBBASACNOR3 BBAS3 BZ EQUITY Banco Do Brasil BR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001781_CR_AIRB 5493006P8PDBI8LC0O96 IT0005002883 BP IM EQUITY Banco Popolare IT Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001782_CR_AIRB 9DJT3UXIJIZJI4WXO774 US0605051046 BAC US EQUITY Bank of America Corp. US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001783_CR_AIRB 54930053HGCFWVHYZX42 CNE1000001Z5 3988 HK EQUITY Bank of China CN Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001784_CR_AIRB CNE100000205 3328 HK EQUITY Bank of Communications CN Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001785_CR_AIRB CO6GC26LCGGRTUESIP55 HK0023000190 23 HK EQUITY Bank of East Asia Ltd. HK Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001786_CR_AIRB Q2GQA2KF6XJ24W42G291 IE0030606259 BKIR ID EQUITY BANK OF IRELAND IE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001787_CR_AIRB NQQ6HPCNCCU6TUTQYE16 CA0636711016 BMO CN EQUITY Bank of Montreal CA Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001788_CR_AIRB WFLLPEPC7FZXENRZV188 US0640581007 BK US EQUITY Bank of New York Mellon Corp. US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001789_CR_AIRB L3I9ZG2KFGXZ61BMYR72 CA0641491075 BNS CN EQUITY Bank of Nova Scotia CA Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001790_CR_AIRB 549300685QG7DJS55M76 ES0113307021 BKIA SM EQUITY Bankia ES Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001791_CR_AIRB VWMYAEQSTOPNV0SUGU82 ES0113679I37 BKT SM EQUITY BANKINTER ES Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001792_CR_AIRB G5GSEF7VJP5I7OUK5573 GB0031348658 BARC LN EQUITY Barclays Plc GB Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001794_CR_AIRB VDYMYTQGZZ6DU0912C88 1103165-5 BLGZ GR EQUITY Bayerische Landesbank DE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001795_CR_AIRB K8MS7FD7N5Z2WQ51AZ71 ES0113211835 BBVA SM EQUITY BBVA ES Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001796_CR_AIRB A5GWLFH3KM7YV2SFQL84 CCBG BB EQUITY Belfius (Ex-Dexia bank) BE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001797_CR_AIRB R0MUWSFPU8MPRO8K5P83 FR0000131104 BNP FP EQUITY BNP Paribas FR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001798_CR_AIRB 9695005MSX1OYEMGDF46 3692594z fp equity BPCE FR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001799_CR_AIRB 7CUNS533WID6K7DGFI87 ES0140609019 CABK SM EQUITY CaixaBank ES Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001800_CR_AIRB 2IGI19DL77OX0HC3ZE78 CA1360691010 CM CN EQUITY Canadian Imperial Bank of Commerce CA Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001801_CR_AIRB CNE1000001Q4 998 HK EQUITY China CITIC Bank CN Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001802_CR_AIRB 5493001KQW6DM7KEDR62 CNE1000002H1 939 HK EQUITY China Construction CN Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001803_CR_AIRB CNE100000SL4 601818 CH EQUITY China Everbright Bank CN Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001804_CR_AIRB 549300MKO5B60FFIHF58 CNE1000002M1 3968 HK EQUITY China Merchants Bank CN Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001805_CR_AIRB 549300HBUGSQD1VCXG94 CNE100000HF9 1988 HK EQUITY China Minsheng Banking Corp., Ltd. CN Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001806_CR_AIRB 6SHGI4ZSSLCXXQSBB395 US1729674242 C US EQUITY Citigroup US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001807_CR_AIRB 851WYGNLUQLFZBSYGB56 1106139-7 DE000CBK1001 CBK GY EQUITY Commerzbank DE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001808_CR_AIRB MSFSBD3QN1GSN7Q6C537 AU000000CBA7 CBA AU EQUITY Commonwealth AU Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001809_CR_AIRB 969500TJ5KRTCJQWXH05 FR0000045072 ACA FP EQUITY Crédit Agricole FR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001810_CR_AIRB 9695000CG7B84NLR5984 CMUT FP EQUITY Crédit Mutuel FR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001811_CR_AIRB ANGGYXNX0JLX3X63JN86 CH0012138530 CSGN VX EQUITY Credit Suisse CH Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001812_CR_AIRB MAES062Z21O4RZ2U7M96 DK0010274414 DANSKE DC EQUITY Danske Bank DK Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001813_CR_AIRB 7LTWFZYICNSX8D621K86 1106989-5 DE0005140008 DBk GY EQUITY Deutsche Bank DE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001814_CR_AIRB 549300GKFG0RYRRQ1414 NO0010031479 DNB NO EQUITY DNB NOR NO Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001815_CR_AIRB 529900HNOAA1KXQJUQ27 1107041-4 DE0008343104 DGBK GR EQUITY DZ BANK AG Deutsche Zentral-Genossenschaftsbank DE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001816_CR_AIRB JEUVK5RWVJEN8W0C9M24 GRS323003004 EUROB GA EQUITY EFG EUROBANK ERGASIAS GR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001817_CR_AIRB PQOH26KWDF7CG10L6792 AT0000652011 EBS AV EQUITY Erste Group Bank AG AT Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001818_CR_AIRB 549300GGF3CSCFS5UT61 PTBES0AM0007 BES PL EQUITY ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) PT Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001819_CR_AIRB THRNG6BD57P9QWTQLG42 US3167731005 FITB US EQUITY Fifth Third Bancorp US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001820_CR_AIRB 784F5XWPLTWKTBV3E584 US38141G1040 GS US EQUITY Goldman Sachs Group US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001821_CR_AIRB MLU0ZO3ML4LN2LL2TL39 GB0005405286 HSBA LN EQUITY HSBC Holdings GB Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001823_CR_AIRB CNE000001QZ7 601166 CH EQUITY Industrial Bank of China CN Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001824_CR_AIRB 5493002ERZU2K9PZDL40 CNE1000003G1 1398 HK EQUITY Industrial Commercial Bank of China CN Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001825_CR_AIRB 3TK20IVIUJ8J3ZU0QE75 NL0000303600 INGA NA EQUITY ING NL Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001826_CR_AIRB 2W8N8UU78PMDQKZENC08 IT0000072618 ISP IM EQUITY Intesa IT Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001827_CR_AIRB 635400DTNHVYGZODKQ93 ILOA ID EQUITY Permanent TSB Group Holdings Plc IE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001828_CR_AIRB BZO2P8KHO2O10H5QQ663 BRITUBACNPR1 ITUB4 BZ EQUITY Itaú Unibanco Holding BR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001829_CR_AIRB 8I5DZWZKVSZI1NUHU748 US46625H1005 JPM US EQUITY JPMorgan Chase & Co. US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001830_CR_AIRB 3M5E1GQGKL17HI6CPN30 DK0010307958 JYSK DC EQUITY Jyske Bank DK Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001831_CR_AIRB 213800X3Q9LSAKRUWY91 BE0003565737 KBC BB EQUITY KBC BE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001832_CR_AIRB 549300XXMOJSIW8P4769 KR7060000007 060000 KS EQUITY Kookmin Bank KR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001833_CR_AIRB B81CK4ESI35472RHJ606 1001144-3 2525Z GR EQUITY Landesbank Baden-Württemberg DE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001834_CR_AIRB 549300PPXHEU2JF0AM85 GB0008706128 LLOY LN EQUITY Lloyds Banking Group GB Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001836_CR_AIRB 4ZHCHI4KYZG2WVRT8631 AU000000MQG1 MQG AU EQUITY Macquarie AU Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001837_CR_AIRB PSNL19R2RXX5U3QWHI44 IT0000062957 mb im equity Mediobanca SpA IT Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001838_CR_AIRB JP3902900004 8306 JP EQUITY Mitsubishi UFJ Financial Group JP Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001839_CR_AIRB RB0PEZSDGCO3JS6CEU02 JP3885780001 8411 JP EQUITY Mizuho Financial Group JP Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001840_CR_AIRB J4CP7MHCXR8DAQMKIL78 IT0001334587 BMPS IM EQUITY Monte Dei Paschi IT Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001841_CR_AIRB IGJSJL3JD5P30I6NJZ34 US6174464486 MS US EQUITY Morgan Stanley US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001842_CR_AIRB F8SB4JFBSYQFRQEH3Z21 AU000000NAB4 NAB AU EQUITY National Australia Bank AU Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001843_CR_AIRB 549300XFX12G42QIKN82 0916972D LN EQUITY Nationwide Building Society GB Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001845_CR_AIRB 549300B3CEAHYG7K8164 JP3762600009 8604 JP EQUITY Nomura Holdings JP Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001846_CR_AIRB DSNHHQ2B9X5N6OUJ1236 1124864-8 2531Z GR EQUITY Norddeutsche Landesbank DE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001847_CR_AIRB 6SCPQ280AIY8EP3XFW53 SE0000427361 NDA SS EQUITY Nordea SE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001848_CR_AIRB 549300GLF98S992BC502 US6658591044 NTRS US EQUITY Northern Trust Corp. US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001849_CR_AIRB 7437003B5WFBOIEFY714 OP Osuuskunta FI Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001850_CR_AIRB CFGNEKW0P8842LEUIA51 US6934751057 PNC US EQUITY PNC Financial Services Group US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001851_CR_AIRB DG3RU1DBUFHT4ZF9WN62 682055Z NA EQUITY Rabobank NL Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001852_CR_AIRB EVOYOND2GGP3UHGGE885 AT0000606306 RBI AV EQUITY Raiffeisen Zentralbank Österreich AG AT Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001853_CR_AIRB ES7IP3U3RHIGC71XBU11 CA7800871021 RY CN EQUITY Royal Bank of Canada CA Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001854_CR_AIRB 2138005O9XJIJN4JPN90 GB00B7T77214 RBS LN EQUITY Royal Bank of Scotland GB Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001856_CR_AIRB 5493006QMFDDMYWIAM13 ES0113900J37 SAN SM EQUITY Santander ES Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001857_CR_AIRB 549300WE6TAF5EEWQS81 RU0009029540 SBER RX EQUITY Sberbank RU Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001858_CR_AIRB F3JS33DEI6XQ4ZBPTN86 SE0000148884 SEBA SS EQUITY SEB SE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001859_CR_AIRB CNE0000011B7 600000 CH EQUITY Shanghai Pudong Development Bank CN Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001860_CR_AIRB O2RNE8IBXP4R0TD8PU41 FR0000130809 GLE FP EQUITY Société Générale FR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001861_CR_AIRB U4LOSYZ7YG4W3S5F2G91 GB0004082847 STAN LN EQUITY Standard Chartered Group GB Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001863_CR_AIRB 5493001JZ37UBBZF6L49 INE062A01012 SBIN IN EQUITY State Bank of India IN Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001864_CR_AIRB 549300ZFEEJ2IP5VME73 US8574771031 STT US EQUITY State Street Corp US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001865_CR_AIRB JP3890350006 8316 JP EQUITY Sumitomo Mitsui Financial Group JP Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001866_CR_AIRB 7E1PDLW1JL6TS0BS1G03 US8679141031 STI US EQUITY SunTrust Banks Inc. US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001867_CR_AIRB NHBDILHZTYCNBV5UYZ31 SE0000193120 SHBA SS EQUITY Svenska Handelsbanken SE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001868_CR_AIRB M312WZV08Y7LYUC71685 SE0000242455 SWEDA SS EQUITY Swedbank SE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001869_CR_AIRB GP5DT10VX1QRQUKVBK64 DK0010311471 SYDB DC EQUITY Sydbank DK Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001870_CR_AIRB NORZ JP EQUITY The Norinchukin Bank JP Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001871_CR_AIRB PT3QB789TSUIDF371261 CA8911605092 TD CN EQUITY Toronto-Dominion Bank CA Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001872_CR_AIRB N1GZ7BBF3NP8GI976H15 US9029733048 USB US EQUITY U.S. Bancorp US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001873_CR_AIRB 81560097964CBDAED282 UBI IM EQUITY UBI Banca IT Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001874_CR_AIRB BFM8T61CT2L1QCEMIK50 CH0024899483 UBSN VX EQUITY UBS CH Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001875_CR_AIRB 549300TRUWO2CD2G5692 IT0004781412 UCG IM EQUITY Unicredit IT Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001876_CR_AIRB IO66REGK3RCBAMA8HR66 SG1M31001969 UOB SP EQUITY United Overseas Bank Ltd. SG Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001877_CR_AIRB RU000A0JP5V6 VTBR RX EQUITY VTB Bank RU Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001878_CR_AIRB PBLD0EJDB5FWOLXP3B76 US9497461015 WFC US EQUITY Wells Fargo & Company US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001879_CR_AIRB EN5TNI6CI43VEPAMHL14 AU000000WBC1 WBC AU EQUITY Westpac AU Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001880_CR_AIRB KR7053000006 053000 ks equity Woori Finance Holding KR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001881_CR_AIRB 2138002Y3WMK6RZS8H90 NATIONAL BANK OF ABU DHABI AE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001882_CR_AIRB A6NZLYKYN1UV7VVGFX65 BE 0404453574 Argenta Spaarbank NV/SA BE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001883_CR_AIRB 529900WPR59SSV2AOJ29 BE 0414392710 BNP Paribas Fortis Factor BE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001884_CR_AIRB KGCEPHLVVKVRZYO1T647 BE 0403199702 BNP PARIBAS FORTIS SA/NV BE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001885_CR_AIRB 549300OZ46BRLZ8Y6F65 BE 0429875591 Euroclear Bank SA/NV BE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001886_CR_AIRB JLS56RAMYQZECFUF2G44 BE 0403200393 ING BELGIUM SA/NV BE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001887_CR_AIRB 5493008QOCP58OLEN998 BE 0404453475 Investar BE Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001888_CR_AIRB 6B2PBRV1FCJDMR45RZ53 BE 0462920226 KBC BANK NV BE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001889_CR_AIRB Q5BP2UEQ48R75BOTCB92 Ceskoslovenska obchodni banka as CZ Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001890_CR_AIRB KR6LSKV3BTSJRD41IF75 2900164-1 64948242 UNICREDIT CZ/SK PRA CZ Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001891_CR_AIRB 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Advanced IRB approach IN_0001896_CR_AIRB 1VUV7VQFKUOQSJ21A208 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK FR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001897_CR_AIRB F4G136OIPBYND1F41110 DEXIA CREDIT LOCAL FR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001898_CR_AIRB KX1WK48MPD4Y2NCUIZ63 NATIXIS SA FR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001899_CR_AIRB QP3XKRKS0CX2T3O07L95 02857033 CARGILL GLOBAL FUNDING PLC GB Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001900_CR_AIRB 549300ZT0RVWCG8T4L55 03196171 CLERICAL MEDICAL INVESTMENT GROUP LTD GB Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001901_CR_AIRB TXDSU46SXBWIGJ8G8E98 00995939 RBC EUROPE GB Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001902_CR_AIRB 0LC1OXN013FUKQASJB58 1466050-0 ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED GG Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001903_CR_AIRB 2HI3YI5320L3RW6NJ957 1116658-4 THE HONGKONG AND SHA HK Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001904_CR_AIRB N1FBEDJ5J41VKZLO2475 3445100Z ID Equity CITIBANK EUROPE PLC IE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001905_CR_AIRB HRRVUBV0XN84YQZT6245 XS0227637500 DEPFA BANK PLC-DUBLIN HEAD OFFICE IE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001906_CR_AIRB EQYXK86SF381Q21S3020 3459384Z LN Equity MERRILL LYNCH INTERNATIONAL BANK LIMITED IE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001907_CR_AIRB 549300F99IL9YJDWH369 1105105-9 HSBC BANK MIDDLE EAST LIMITED JE Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001908_CR_AIRB C3GTMMZIHMY46P4OIX74 1123361-6 019901008846 THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE JP Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001909_CR_AIRB 549300OL514RA0SXJJ44 B9248 CLEARSTREAM BANKING S.A. LU Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001910_CR_AIRB 5493006YXS1U5GIHE750 European Investment Bank LU Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001911_CR_AIRB 549300X34UUBDEUL1Z91 XHB GR EQUITY HSBC BANK MALTA PLC MT Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001912_CR_AIRB G8ZTNESVNKW4NN761W05 KvK 33170459 0000 ABN AMRO CLEARING BANK NV NL Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001913_CR_AIRB X3CZP3CK64YBHON1LE12 KvK 33002587 1594 THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE NL Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001914_CR_AIRB HZSN7FQBPO5IEWYIGC72 ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE NZ Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001915_CR_AIRB 54930044PULMORCKB765 SAUDI ARABIAN MONETARY AGENCY SA Institutions sample Central banks Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001916_CR_AIRB CWZ8NZDH5SKY12Q4US31 Citibank AS TR Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001917_CR_AIRB B4TYDEB6GKMZO031MB27 Bank of America NA US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001918_CR_AIRB HPFHU0OQ28E4N0NFVK49 BANK OF NEW YORK MELLON US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001919_CR_AIRB E57ODZWZ7FF32TWEFA76 Citibank NA US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001920_CR_AIRB 7H6GLXDRUGQFU57RNE97 KvK 33278302 0000 JPMorgan Chase Bank N US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001921_CR_AIRB 571474TGEMMWANRLN572 1203023-5 STATE STREET BANK AND TRUST COMPANY BOSTON — MASSACHUSETTS US Institutions sample Credit institutions Not applicable Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000001_CR_SLSC 1040 58237v 0296104D AV EQUITY ALPINE Bau GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000002_CR_SLSC 5299005VO3GJ18GL5F14 8670870 310593f AMAG Austria Metall AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000003_CR_SLSC 549300VZKC61IR5U8G96 26972 50935f AT0000730007 ANDR AV EQUITY ANDRITZ AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000004_CR_SLSC 529900LMTI8YSE62EI88 LHA GF Equity AUSTRIAN AIRLINES AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000005_CR_SLSC 5299004QD601B8U1HD44 131830 109445z Austrian Gaming Industries GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000006_CR_SLSC 529900J7EWWGQ375DL84 2410 53507m AVL List GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000007_CR_SLSC 226424 58036y Bauunternehmung Granit Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000008_CR_SLSC 160431 89102h BENE AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000009_CR_SLSC 529900ZAFSOBVFCKF263 319670d 0456855D AV EQUITY Benteler International Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000010_CR_SLSC 5299000SY4448XU04857 847216 86959g CAG Holding GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000011_CR_SLSC 5299003V84MVB5A3C324 5762600 231192p CARBONES HOLDING GMBH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000012_CR_SLSC 529900G8XM6H1XVZBJ73 67504 99639d Casinos Austria Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000013_CR_SLSC 529900VN62L73X2OJX85 5200326 212163f conwert Immobilien Invest SE AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000014_CR_SLSC 7161956 270027z DCM DECOmetal GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000015_CR_SLSC 76350 67493f dm drogerie markt GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000016_CR_SLSC 5299002NFQKOBT1E8569 3570614 156765m DO & CO Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000017_CR_SLSC 5299004ARAOQMGTWCI13 125709 70342w Doppelmayr Seilbahnen GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000018_CR_SLSC 54930060U4XOVED1T359 5536812 223028h EconGas GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000019_CR_SLSC 529900WJZJAEI0VBLP60 Egger Holzwerkstoffe GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000020_CR_SLSC 52990048A4N0S24VG982 159026 42973x Eglo Leuchten GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000021_CR_SLSC 529900N8OA1GVSR5R946 30988 76532y Energie AG Oberösterreich AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000022_CR_SLSC 529900BMPGUGAFYYAV45 6106 126805d Energie Burgenland AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000023_CR_SLSC 529900WID59A60HHYX13 2795493 145825z Erber Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000024_CR_SLSC 529900P4JZBFEVNEAE60 EVN AV Equity EVN AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000025_CR_SLSC 9907106 347483f Felbermayr Holding GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000026_CR_SLSC 549300FQ2ILBH7DJ6I45 1754530 42984m Flughafen Wien Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000027_CR_SLSC 529900RJAN0LNMW7Q775 1312138 89381v HABAU Hoch- und Tiefbaugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000028_CR_SLSC 5299000X53SAWQMDFF06 58114 26451z Hofer Kommanditgesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000029_CR_SLSC 1640348 47654f Hyundai Import Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000030_CR_SLSC 529900RQJADHH91ABP14 2777363 144991y Infineon Technologies Austria AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000031_CR_SLSC 529900DSSMPIR6R3GO43 130311 64543t J. u. A. Frischeis Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000032_CR_SLSC 5299008ARRNJFPBNTM78 4155033 178368g Kapsch BusinessCom AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000033_CR_SLSC 529900A9NX1TM65N4176 21369 99133i KELAG-Kärntner Elektrizitäts-Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000034_CR_SLSC 1376136 94579m Leiner Immobilien GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000035_CR_SLSC 25798 32725a Leyrer + Graf Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000036_CR_SLSC 1216520 106825x Management Trust Holding Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000037_CR_SLSC 529900JYVV57QBKV9G11 1991078 35673k MFC Commodities GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000038_CR_SLSC 529900WFARKZGRCQ8652 MONTANA TECH COMPONENTS GMBH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000039_CR_SLSC 213800CUWJ54846X6779 1760513 40450k Montanwerke Brixlegg Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000040_CR_SLSC 529900UUANUJ60MNMX97 71396w 7716424Z AV EQUITY ÖBB — Infrastruktur Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000041_CR_SLSC 529900UOHXZ1BIORCV04 6467385 248742y ÖBB-Personenverkehr Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000042_CR_SLSC 529900B76VL5KG71J029 6515541 250198p ÖBB-Postbus GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000043_CR_SLSC 529900UZY47TEIFNF978 6496644 249666g ÖBB-Produktion Gesellschaft mbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000044_CR_SLSC 549300V62YJ9HTLRI486 93363z AT0000743059 OMV AV EQUITY OMV Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000045_CR_SLSC 3512231 154148p Österreichische Bundesforste AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000046_CR_SLSC 529900IFAV83BX8O1O91 526819 33393h AT0000758305 PAL AV EQUITY PALFINGER AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000047_CR_SLSC 957313 115289v QuadraCir AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000048_CR_SLSC 5299000HTNHA5ACH9N32 1074393 56247t 495680Z AV EQUITY Red Bull GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000049_CR_SLSC 529900ENFTO28GS3KF76 1813722 78563i Rohöl-Aufsuchungs Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000050_CR_SLSC 5299005U4ZMMSYUJ5G02 7113951 267218v ROXCEL Handelsgesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000051_CR_SLSC 5493000C4S664YT7T556 38229 51350s Salzburg AG für Energie, Verkehr und Telekommunikation AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000052_CR_SLSC 549300XBCUMUR5CI0181 Sappi Papier Holding GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000053_CR_SLSC 5299002XAOMQWAIZMA51 271020 128056v Schmid Industrieholding G.m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000054_CR_SLSC 52990021T5LVTQOGSU18 39594 60562m Siemens Aktiengesellschaft Österreich AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000055_CR_SLSC 52990020WIPPT0HC0V31 Steinhoff Europe AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000056_CR_SLSC 529900TYYSRJH2VJSP60 421065 88983h AT000000STR1 STR AV EQUITY Strabag SE AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000057_CR_SLSC 529900BTWJ6SISLJ5854 5880980 235264b SWARCO AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000058_CR_SLSC 529900SCL1LJL8PZNI48 501247 83175t Swietelsky Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000059_CR_SLSC 529900V54UV5XQUK5S85 FN155563W TKA AV Equity Telekom Finanzmanagement GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000060_CR_SLSC 529900OOW8ELHOXWZP82 UN9 GS Equity UNIQA Insurance Group AG AT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000061_CR_SLSC 549300IFXHQIB5POT565 3734340 162844b VAMED ENGINEERING GmbH & CO KG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000062_CR_SLSC 5299006UDSEJCTTEJS30 45926 76023z AT0000746409 VER AV EQUITY VERBUND AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000063_CR_SLSC 529900ZAXBMQDIWPNB72 2147807 66209t AT0000937503 VOE AV EQUITY voestalpine AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000064_CR_SLSC 5299008VQJD65XCUPR16 1134770-5 HRA661038 6830553Z AV EQUITY Voith Turbo GmbH & Co. KG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000065_CR_SLSC 529900VXIFBHO0SW2I31 46434 77676f AT0000831706 WIE AV EQUITY Wienerberger AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000066_CR_SLSC 529900OS67T49AW45S74 194255 121150m 665707Z AV EQUITY WIENERBERGER FINANZ SERVICE GMBH AT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000067_CR_SLSC 529900OJFTLS1RYWIF55 9565779 336561v XXXLutz KG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000068_CR_SLSC 529900IIODYNYAZ2ID26 ZUMTOBEL AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000069_CR_SLSC 54930002QM8QVWM56E14 Amcor Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000070_CR_SLSC WZE1WSENV6JSZFK0JC28 BHP AU EQUITY BHP Billiton Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000071_CR_SLSC 6026550Z AU EQUITY Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000072_CR_SLSC JOR7RJTXUXBRJ4UA5G70 CCL AT Equity Coca-Cola Amatil Limited AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000073_CR_SLSC 549300HPMK7UWN02N804 PA3337938 CWN AT Equity Crown Group Finance Limited AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000074_CR_SLSC LEI AU EQUITY Leighton Holdings Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000075_CR_SLSC ACMHD8HWFMFUIQQ8Y590 MQG AU EQUITY Macquarie Group Ltd AU Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000076_CR_SLSC ZSN2LWNPYW6ISMRUC664 ORG AU EQUITY Origin Energy Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000077_CR_SLSC 5493008XVFHYYV0YHN70 HUWA GF Equity Powercor Australia, LLC AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000078_CR_SLSC YLXNW6TI6QSK1H8H0N82 QAN AU EQUITY Qantas Airways Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000079_CR_SLSC 520433129 SPT AU EQUITY Spotless Holding SAS AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000080_CR_SLSC PCTXNQGRJVR3OG33JG65 TLS AT Equity Telstra Corporation Limited AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000081_CR_SLSC 5493003L32ZX9557ST85 WES AU EQUITY Wesfarmers Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000082_CR_SLSC QNWEWQBS7HP85QHXQL92 Woolworths Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000083_CR_SLSC G05OZ4J4E05KDATL0J93 AG Insurance BE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000084_CR_SLSC 549300IHBDUTUNQJJB79 16342 AGFB BB EQUITY Agfa-Gevaert NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000085_CR_SLSC 549300N22C0GCT5BUD97 26198 AJINOMOTO OMNICHEM BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000086_CR_SLSC 116163 ALBELEC BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000087_CR_SLSC 225626 ALCATAN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000088_CR_SLSC 5493008H3828EMEXB082 ABI BB EQUITY Anheuser-Busch InBev NV/SA [ABInBev] BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000089_CR_SLSC 549300BKDDQ56JWCBT72 1098030 AQUAFIN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000090_CR_SLSC 549300B4HNIJSAWU1C95 1138391 ARPAL MANAGEMENT BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000091_CR_SLSC 213800R1F1EJYM4ICO85 444734706 BE 0444734706 Barry Callebaut Services BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000092_CR_SLSC 549300CWRXC5EP004533 BELG BB Equity Belgacom S.A. BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000093_CR_SLSC 549300R9I8GUZLNIV408 890082292 Brussels Airport Company S.A./N.V. BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000094_CR_SLSC 433287 CENTRE HOSPITALIER CHRETIEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000095_CR_SLSC 81095 CHAUSSURES CECIL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000096_CR_SLSC 549300IP2F5TKUC0GF38 82988 CHEMITEX BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000097_CR_SLSC 549300TM914CSF6KI389 149177 COFB BB EQUITY COFINIMMO BE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000098_CR_SLSC 184723 COLLIGNON ENG. 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BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000150_CR_SLSC 549300NWW2UDYHH65J03 1911623 WILDO PROPERTIES BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000151_CR_SLSC 5299007TSQVOLXOABA65 1364744 ZF WIND POWER ANTWERPEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000152_CR_SLSC 4P8GJCF52NVFW7UL4C95 18630 ACE US Equity ACE Tempest Reinsurance Ltd. BM Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000153_CR_SLSC 549300J3KKX1PEJGDW36 ACGL US Equity Arch Reinsurance Ltd. BM Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000154_CR_SLSC UNZWILHE4KMRP9K2L524 34678 NCLH UW Equity NCL Corporation Ltd. BM Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000155_CR_SLSC V5EGRCZCH7FN6WX41891 OEH UN Equity Orient-Express Hotels Ltd. BM Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000156_CR_SLSC 549300F7ZDOIMR4PZW67 IPG US Equity Pacnet Limited BM Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000157_CR_SLSC V7TL7UQFHNWUEMDZ3X02 RNR US Equity Renaissance Reinsurance Ltd. BM Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000158_CR_SLSC 5493008CA3NMHYEVT131 VimpelCom Ltd. BM Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000159_CR_SLSC BMG455841020 HAL TRUST BM Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000160_CR_SLSC 5493001QYTIDILBVYO18 Companhia Brasileira de Aluminio BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000161_CR_SLSC 549300TH5Q6VRP8OT012 ABI LI Equity Companhia de Bebidas das Americas (AmBev) BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000162_CR_SLSC 549300EM51WYXFHUY333 Embraer S.A. BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000163_CR_SLSC FIBR3 BZ EQUITY Fibria Celulose SA BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000164_CR_SLSC 5493000J801JZRCMFE49 XPBR SQ Equity Petroleo Brasileiro S.A. — PETROBRAS BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000165_CR_SLSC VALE5 BZ EQUITY Vale SA BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000166_CR_SLSC LXVM6T3LO7QIZ8LUZ688 Votorantim Cimentos S.A. BR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000167_CR_SLSC 55S3547PRDP469JRO238 2880814 AGU CT Equity Agrium Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000168_CR_SLSC 4B4HI3CGXMBDC0G6BM51 AC/A CT Equity Air Canada CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000169_CR_SLSC 549300OSW32RVX8CCZ87 ANCUF PQ Equity Alimentation Couche-Tard Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000170_CR_SLSC DR5LKEURSR8SXLM64266 7501889 ALA CT Equity AltaGas Ltd. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000171_CR_SLSC 0O4KBQCJZX82UKGCBV73 ABX CN EQUITY Barrick Gold Corp CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000172_CR_SLSC 5493001I9203PRB5KR45 BCE CT Equity BCE Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000173_CR_SLSC 549300VPM8ERH1Q42198 Bell Canada CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000174_CR_SLSC W7L3VLU8EHQY34Z36697 BBD/B CN EQUITY Bombardier Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000175_CR_SLSC 36ZUFRRMJERSM4Q0S289 746053 BPO CT Equity Brookfield Office Properties Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000176_CR_SLSC 3SU7BEP7TH9YEQOZCS77 CNI UN Equity Canadian National Railway Company CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000177_CR_SLSC 5493008IGIA1HJMDJS40 1722453 CNQ CT Equity Canadian Natural Resources Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000178_CR_SLSC NXIVWPYOIVYXFF6WCZ47 CVE CN EQUITY Cenovus Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000179_CR_SLSC 549300WSRCZY73ZG3090 00326711660005 CGI GROUP INC. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000180_CR_SLSC XYSIJOU3HNVROZWNA008 UFS CT Equity Domtar Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000181_CR_SLSC 98TPTUM4IVMFCZBCUR27 ENB CN EQUITY Enbridge Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000182_CR_SLSC CZ72ZHBVKZXQRV3XFE26 ECA CN EQUITY Encana CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000183_CR_SLSC 549300679TRDUXPT7415 206654303 EPCOR Utilities Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000184_CR_SLSC I2YOHH65IBBT53JFYQ52 G CT Equity Goldcorp Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000185_CR_SLSC B1EEF6ML54YDWRC6ZK53 2015335496 Harvest Operations Corp. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000186_CR_SLSC 549300UEBMAQDN0K0R06 K CN EQUITY Kinross Gold Corp CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000187_CR_SLSC 95RWVLFZX6VGDZNNTN43 MG CN EQUITY Magna International Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000188_CR_SLSC 6Q7WW7FQZR6X22IL2I79 Nexen Energy ULC CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000189_CR_SLSC 549300O4ZJZZOHH4H804 3572862 NBD CT Equity Norbord Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000190_CR_SLSC 5493007M1XGU5E55ZJ25 NOVA Chemicals Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000191_CR_SLSC 549300HDLRTPBQU69P29 BIN CT Equity Progressive Waste Solutions Ltd. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000192_CR_SLSC 549300A0QNNPY14D9106 SCC CT Equity Sears Canada Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000193_CR_SLSC 3XCBVWUPHGBZ5GF7TY15 SU CN EQUITY Suncor Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000194_CR_SLSC NQWTWUIL1PK7V7N5Y468 TLM CN EQUITY Talisman Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000195_CR_SLSC T8KI5SQ2JRWHL7XY0E11 TCK/B CN EQUITY Teck Resources Ltd [Ex-Teck Cominco Ltd] CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000196_CR_SLSC YHKQM2RIPKZYOZ6RVZ46 TK US Equity Teekay Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000197_CR_SLSC L2TEUTQ8OSHMJWVLCE40 T CT Equity TELUS Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000198_CR_SLSC 549300561UZND4C7B569 884903 TOC GF Equity Thomson Reuters Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000199_CR_SLSC HJZQGXYTVV2NWJZLPW74 TOM GY Equity Toyota Credit Canada Inc. CA Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000200_CR_SLSC 5BV01I6231JPDAPMGH09 TRP UN Equity TransCanada PipeLines Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000201_CR_SLSC PRAQ4VOSFIK7OQ8Z2512 4406354 VALE3 BS Equity Vale Canada Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000202_CR_SLSC WT03B8BB1IX8WI9ZGV02 Vermilion Energy Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000203_CR_SLSC 549300WHE4O6UJ2KU013 Yamana Gold Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000204_CR_SLSC 5493003DNMEAO1DT3F51 ABBN VX EQUITY ABB Ltd [Asea Brown Boveri] CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000205_CR_SLSC NI14Y5UMU60O7JE9P611 ADEN VX EQUITY Adecco SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000206_CR_SLSC 549300Q3WREIMQYFBC20 0170576D SW EQUITY Ameropa AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000207_CR_SLSC 5493007KVRV2OKRXFA55 CH-020.3.035.716-8 AML LN Equity Amlin AG CH Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000208_CR_SLSC 529900H7ZPIGI2U3CJ14 AXPO TRADING AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000209_CR_SLSC 213800Y5RWKLDPUTT265 BARN SW EQUITY Barry Callebaut AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000210_CR_SLSC 529900UPDCU6WEL7W167 BALN VX Equity Basler Versicherung AG CH Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000211_CR_SLSC 2816554-6 HRB54517 DE000DCAG010 7705815Z SW EQUITY DEMAG CRANES AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000212_CR_SLSC 5493002MXX2JLKWLE880 567151Z SW EQUITY Duferco SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000213_CR_SLSC 549300I08UA8SMJON743 CH-270.3.002.354-9/ DUFN EB Equity Dufry international AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000214_CR_SLSC 549300ADLU67CYBFIW70 CH-645.1.008.684-9 Elsevier Finance SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000215_CR_SLSC 529900Y8BGAFVVVYVN24 GATE SE Equity gategroup Holding AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000216_CR_SLSC 213800SVRMQA1TD91D41 GIVN VX Equity Givaudan SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000217_CR_SLSC 213800PSSU2QXF1WLR89 GLEN LN EQUITY Glencore International AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000218_CR_SLSC 549300DHSS9U1QKJZG57 KvK 34275373 0000 1002136Z SW EQUITY GUNVOR INTERNATIONAL BV CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000219_CR_SLSC 529900EHPFPYHV6IQO98 HOLN VX EQUITY Holcim Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000220_CR_SLSC 529900Q0YED3805QXQ66 KUEHNE AND NAGEL INTERNATIONAL AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000221_CR_SLSC 52990074N8ID7UPV7A95 LIEBHERR-INTERNATIONAL AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000222_CR_SLSC 549300EFW4H2TCZ71055 Lonza Group AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000223_CR_SLSC KY37LUS27QQX7BB93L28 CH-550.0.067.293-5 CH0038863350 NESN.VX NESTLE SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000224_CR_SLSC 529900I2PEF1FN6N6723 2284161Z SW EQUITY Nord Stream AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000225_CR_SLSC NOVN VX EQUITY Novartis AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000226_CR_SLSC 549300HUJ5CJUX02RS52 OMV SUPPLY & TRADING AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000227_CR_SLSC 5299002JRTT699WFOV74 OMYA (Schweiz) AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000228_CR_SLSC 549300HMJAFUW4NSKI73 Paul Reinhart AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000229_CR_SLSC ROG VX EQUITY Roche Holding Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000230_CR_SLSC 529900PTQ0Z1J44SHZ08 CH-100.3.010.656-7 STLN SE Equity SCHMOLZ + BICKENBACH AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000231_CR_SLSC 549300R3N69ECGYPU434 SIK IX Equity Sika AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000232_CR_SLSC 213800Z8NOHIKRI42W10 NL0000226223 STM FP EQUITY STMICROELECTRONICS NV CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000233_CR_SLSC 5493000KUC3Z24U77V93 SLHN VX Equity Swiss Life Holding AG CH Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000234_CR_SLSC 5493005SL9HHOXS3B739 CHE-102.753.938 SCMN VX Equity Swisscom AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000235_CR_SLSC 549300HTOMQG20JYV568 SYNN VX Equity Syngenta AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000236_CR_SLSC KSVC38RP5WL6C6LJGG03 TYC US Equity Tyco International Ltd. CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000237_CR_SLSC 549300VBJS7MG74G2H60 Weatherford International Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000238_CR_SLSC WOS LN EQUITY Wolseley Plc CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000239_CR_SLSC XTA LN EQUITY Xstrata Plc CH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000240_CR_SLSC 50ZCTKCMUDIABGHX3R52 Zurich Insurance Company CH Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000241_CR_SLSC 549300IF4IFG0FS0RM26 AESGENER CC Equity AES Gener S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000242_CR_SLSC 549300NLTGCFV7482429 CENCOSUD CC Equity Cencosud S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000243_CR_SLSC 549300YP3P0JZBLIV197 EMPRESA NACIONAL DEL PETROLEO CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000244_CR_SLSC 549300G475ACIABB4385 USG49215AA73 CMPC CC Equity Inversiones CMPC S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000245_CR_SLSC 549300HX3UUDPEFTG707 LAN CC Equity Latam Airlines Group S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000246_CR_SLSC 549300RUPF4SKMJPUR70 BLT LN Equity Minera Escondida Limitada CL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000247_CR_SLSC 600031 CH EQUITY Sany Heavy Industry Co Ltd CN Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000248_CR_SLSC A25574TZFLBNK7NWQT47 PRE CT Equity Pacific Rubiales Energy Corp. CO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000249_CR_SLSC 724500JV0VHPRVANL538 5778 ANN4327C1220 HUNTER DOUGLAS NV CW Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000250_CR_SLSC 213800MRTA64ULUE9919 CARBO ONE LIMITED CY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000251_CR_SLSC 549300OEZB4GETCGFX34 GUNVOR GROUP LTD CY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000252_CR_SLSC 549300IVA1PZNX2MN285 0163947D CY EQUITY Mercuria Energy Group Ltd CY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000253_CR_SLSC 2138001LK2Z2HSER4U15 PRS NO EQUITY PROSAFE CY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000254_CR_SLSC 31570010000000137835 1131604 29287391 ALTA, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000255_CR_SLSC 31570010000000116592 657856 25572881 ARMATURY Group a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000256_CR_SLSC 31570010000000075367 765380 28402758 BAK stavební společnost, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000257_CR_SLSC 31570010000000115525 834699 46504940 Cerea, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000258_CR_SLSC 31570010000000034336 1023328 70994226 České dráhy, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000259_CR_SLSC 315700CTFRL3U2DNMO58 633919 25085689 CETELEM ČR, a.s. CZ Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000260_CR_SLSC 529900S5R9YHJHYKKG94 CZ0005112300 CEZ CP EQUITY CEZ a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000261_CR_SLSC 315700XJHXU2PD40RU82 865668 48589837 DEKTRADE a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000262_CR_SLSC 529900C5PL4JGDILRZ94 837043 46678468 HOCHTIEF CZ a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000263_CR_SLSC 31570010000000099520 644725 25322257 IMOS Brno, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000264_CR_SLSC 31570010000000032687 1086806 931 METALIMEX a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000265_CR_SLSC 315700JDC49X4VSP6Z49 601013 14915 Metrostav a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000266_CR_SLSC 31570066GBSS7JYFEL35 817880 45193592 MJM Litovel a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000267_CR_SLSC 31570010000000120084 832322 46342796 OHL ŽS, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000268_CR_SLSC 31570010000000009116 699640 26463318 OTE, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000269_CR_SLSC 31570010000000026285 671247 25860038 Pars nova a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000270_CR_SLSC 315700LTSCT2O45NWM28 805950 43873189 PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000271_CR_SLSC 31570010000000115622 817271 45148155 Primagra, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000272_CR_SLSC 549300KL08IFWLTWLQ52 691287 26271303 Skanska a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000273_CR_SLSC 529900I8XOZDM4ZQSQ21 1025Z CP EQUITY Skoda Auto A.S. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000274_CR_SLSC 31570010000000031135 923751 62623753 ŠKODA TRANSPORTATION a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000275_CR_SLSC 213800Z39ZW4XHAAUA27 725860 27195147 SMP CZ, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000276_CR_SLSC 3157004ICDH3MRKW7534 889798 60193336 Telefónica Czech Republic, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000277_CR_SLSC 31570010000000055191 617997 18050646 TŘINECKÉ ŽELEZÁRNY, a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000278_CR_SLSC 3157007C98ILJK5ST356 609769 15886492 UniCredit Leasing CZ, a.s. CZ Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000279_CR_SLSC 315700EFFOU65ETZ0V16 886003 531766 UNISTAV a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000280_CR_SLSC 31570010000000001356 672337 25877950 VÍTKOVICE HEAVY MACHINERY a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000281_CR_SLSC 31570010000000003490 710607 26823357 VÍTKOVICE POWER ENGINEERING a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000282_CR_SLSC 31570010000000015033 697350 26415623 W.A.G. payment solutions, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000283_CR_SLSC 5493005KH7FO1T5TMX47 1236614-2 ASG GY Equity AachenMuenchener Lebensversicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000284_CR_SLSC 549300JSX0Z4CW0V5023 1319784-3 ADIDAS AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000285_CR_SLSC 549300X1WWPGMS47QQ72 1215807-7 ASG GY Equity Advocard Rechtsschutzversicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000286_CR_SLSC 529900SO83U6ISM6DL85 2832395-4 HRA36525B ALBA Group plc & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000287_CR_SLSC 529900K9B0N5BT694847 1100627-7 ALV GY Equity Allianz SE DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000288_CR_SLSC 529900C058B9OTVFTU36 2033673-1 HRB98981 ASKLEPIOS KLINIKEN GMBH HAMBURG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000289_CR_SLSC 549300FJWANEIJ25D318 1545974-6 Atlas Copco Energas GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000290_CR_SLSC 529900YNBT62HCUPRG10 1106210-6 AUGUST STORCK KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000291_CR_SLSC 5299005SHIN9ZK7GW242 1124841-6 HRB1775 DE0006766504 NDA GY EQUITY Aurubis AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000292_CR_SLSC 529900PXZU3YHO6HMD80 1130123-1 Axel Springer SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000293_CR_SLSC 529900AJX4TCFW0QT666 1104883-2 B. Braun Melsungen Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000294_CR_SLSC 529900PM64WH8AF1E917 1102017-9 HRB6000 DE000BASF111 BAS GR EQUITY BASF SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000295_CR_SLSC 529900XMQYET3NBF2363 2192515-1 HRB101375 DE0005168108 B5A GY EQUITY Bauer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000296_CR_SLSC 549300J4U55H3WP1XT59 1109561-9 BAYN GY EQUITY Bayer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000297_CR_SLSC YEH5ZCD6E441RHVHD759 1103190-3 BMW GY EQUITY Bayerische Motoren Werke AG [BMW AG] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000298_CR_SLSC 529900SM0FDLLYATXU36 1103233-1 BAYWA AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000299_CR_SLSC 5299001BUUGXAREGE533 1103821-3 BTG GR EQUITY Bertelsmann SE & Co. KGaA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000300_CR_SLSC 529900H0HULEN2BZ4604 1114115-7 BWMAHRB710296 GBF GY Equity Bilfinger SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000301_CR_SLSC 529900XBEZ2EYI9ZOV89 3010079-6 BMG Rights Management GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000302_CR_SLSC 529900FOTM78R9Q9NY89 1163617-2 HRB75534 2340173Z GR EQUITY BOSCH UND SIEMENS HAUSGERATE GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000303_CR_SLSC NNROIXVWJ7CPSR27SV97 2926464-5 BNR GY EQUITY Brenntag AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000304_CR_SLSC 529900OQDCYXCLQOAY53 1105482-2 Burda Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000305_CR_SLSC 5299000XH7YX33EJZP65 2730972-3 CARL ZEISS AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000306_CR_SLSC 52990076MX7KD2XYCH67 1111099-6 HRB9517 DE000CLS1001 CLS1 GY EQUITY Celesio AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000307_CR_SLSC 529900O4ND7T8ABIXF67 1235957-6 Claas Kommanditgesellschaft auf Aktien mbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000308_CR_SLSC 529900A7YD9C0LLXM621 1106273-4 HRB3527 DE0005439004 CON GY EQUITY CONTINENTAL AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000309_CR_SLSC 2294277Z GR EQUITY Coutinho & Ferrostaal GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000310_CR_SLSC 5299007VZZKH65OCN774 2781995-2 Cronimet Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000311_CR_SLSC 5299008ODF4EFHRI0G60 2402196-6 HRB8957 7097181Z GR EQUITY CWS-boco International GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000312_CR_SLSC 5299005LEM60UYKU5235 1106512-5 DACHSER Group SE & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000313_CR_SLSC 529900R27DL06UVNT076 2344103-3 HRB19360 DAI GR EQUITY Daimler AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000314_CR_SLSC 5299006S0UKN6D9ZP412 2451917-5 DB NETZ AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000315_CR_SLSC 529900I2DLZPTFPENJ05 1106744-4 DEHNER GMBH & CO KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000316_CR_SLSC 5299005A2ZEP6AP7KM81 2537834-0 ANN GF Equity Vonovia SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000317_CR_SLSC 52990063S23N13HU4E98 1818189-1 HRB50000B DBHN GR EQUITY DEUTSCHE BAHN AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000318_CR_SLSC 529900PH63HYJ86ASW55 1107110-7 HRB2168 LHA GY EQUITY DEUTSCHE LUFTHANSA AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000319_CR_SLSC 52990063W8KQHQMF4M43 2623414-6 DPW GF Equity Deutsche Post Finance B.V. DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000320_CR_SLSC 529900ITHU5Y51F1S257 1107106-5 DEUTSCHE SPARKASSEN LEASING AG & CO KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000321_CR_SLSC 549300V9QSIG4WX4GJ96 2185287-6 HRB6794 DTE GY EQUITY DEUTSCHE TELEKOM AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000322_CR_SLSC 529900KSWLV9JYE7NC83 2095980-5 HRB34977 DFS Deutsche Flugsicherung GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000323_CR_SLSC 529900QTO8D2QK2TJG32 1107340-0 Diehl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000324_CR_SLSC 529900Y1AT9MQF6UYT42 2836050-1 HRB203044 DMK DEUTSCHES MILCHKONTOR GMBH BREMEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000325_CR_SLSC 529900YZNQ3MUUZ02M47 1117002-4 HRB242 Douglas Holding AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000326_CR_SLSC 5299004W7VTLPROHR533 1125242-6 HRA8242 DR AUGUST OETKER KG BIELEFELD DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000327_CR_SLSC 529900EWEX125AULXI58 3008027-9 PAH3 GY EQUITY Dr Ing HCF Porsche AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000328_CR_SLSC 5493005UFVHY0PPNKD75 1107708-8 HRB7903HL DE0005550602 DRW3 GY EQUITY Drägerwerk AG & Co. KGaA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000329_CR_SLSC 52990076FKBR9THZ8C62 2779318-1 DYWIDAG-Systems International GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000330_CR_SLSC 529900Z8W8S8J1P7U364 1105067-1 HRA9905 E BREUNINGER GMBH CO STUTTGART DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000331_CR_SLSC Q9MAIUP40P25UFBFG033 1134262-3 HRB22315 EOAN GY EQUITY E.ON SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000332_CR_SLSC 5299000MT7P9STUCL908 1137158-0 Ed. Züblin Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000333_CR_SLSC 529900JSFZ4TS59HKD79 2331844-7 EBK GR EQUITY Energie Baden-Wurttemberg AG [EnBW] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000334_CR_SLSC 549300OQ94C7KRGGC351 2177540-8 ASG GY Equity Envivas Krankenversicherung AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000335_CR_SLSC 529900G1B8AXELNRG982 ALV GY Equity Euler Hermes Deutschland AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000336_CR_SLSC 41GUOJQTALQHLF39XJ34 1518676-0 154407Z GR EQUITY Evonik Industries AG (Evonic) DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000337_CR_SLSC 529900L64X6KZZW19R71 1108854-9 4501Z GR EQUITY EWE AG [Energieversorgung Weser-Ems] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000338_CR_SLSC 529900D7N2PTTZWFWN57 2579145-0 F.S. Fehrer Automotive GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000339_CR_SLSC 529900EI7R9SCEJP4T76 1109776-3 00311027000005 FERROSTAAL GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000340_CR_SLSC 529900WBP9HFX10RKB30 1110203-5 FLUGHAFEN MUNCHEN GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000341_CR_SLSC 529900VHM89GUAJ1RK35 1114926-7 HRB25 1048Z GR EQUITY FRANZ HANIEL & CIE GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000342_CR_SLSC 5299001ERX0K10IZUL40 1110198-7 FRAPORT AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000343_CR_SLSC XDFJ0CYCOO1FXRFTQS51 1110492-4 HRB11852 DE0005785604 FRE GY EQUITY FRESENIUS SE & CO. KGAA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000344_CR_SLSC 5299006NS9FCLFHZVL76 1578686-6 HRB714579 Freudenberg SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000345_CR_SLSC 529900KXMB40SPYJD743 2052428-6 HRB36569B 7013717Z GR EQUITY GAZPROM Germania GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000346_CR_SLSC 549300PHUU0ZZWO8EO07 1122951-5 GEA GR EQUITY GEA Group AG [Global Engineering Alliance] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000347_CR_SLSC 529900JGEOQMCDYOK785 1135188-9 Gelsenwasser AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000348_CR_SLSC 529900F916IVP0TJZK88 1051383-6 HRA11722 GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000349_CR_SLSC 5299006GD4UWSYZOKC28 2877346-3 HRB56040 GXI GY Equity Gerresheimer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000350_CR_SLSC 529900OJM5EX75OD8032 1113335-2 Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000351_CR_SLSC 529900K6BWO03KP4GU58 1113443-4 Giesecke & Devrient Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000352_CR_SLSC 529900J0V7C8Z8MLN980 2943243-2 Gigaset Communications GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000353_CR_SLSC 529900LPAX2H9S4NKU05 1215951-3 Gothaer Finanzholding AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000354_CR_SLSC 529900F4P4RV4Z50PI82 1114066-2 HRB527 GROSSKRAFTWERK MANNHEIM AG MANNHEIM DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000355_CR_SLSC HD52L5PJVBXJUUX8I539 2294348-4 HPL GR EQUITY Hapag-Lloyd AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000356_CR_SLSC 5299007CE1VJWKM99H49 1130882-2 HRB2680KI 4729Z GR EQUITY Hauptgenossenschaft Nord AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000357_CR_SLSC 529900MKHOFQI4A0XC48 2873755-9 HAWE Hydraulik SE DE Large corporate sample non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000358_CR_SLSC 52990022107L9199GO56 2588017-0 HDI Versicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000359_CR_SLSC 529900755OZXM37H4975 1115355-8 Heckler & Koch GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000360_CR_SLSC LZ2C6E0W5W7LQMX5ZI37 1126630-1 HRB330082 DE0006047004 HEI GY EQUITY HEIDELBERGCEMENT AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000361_CR_SLSC 529900ZM98OISTG16932 1115394-7 HDD GY Equity Heidelberger Druckmaschinen AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000362_CR_SLSC 529900PLX4ADJFWIY024 1135805-8 2550Z GR EQUITY Hella KGaA Hueck & Co DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000363_CR_SLSC 52990027B9ARY5AC8476 1115622-1 HELM AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000364_CR_SLSC 549300VZCL1HTH4O4Y49 1115688-2 HRB4724 DE0006048408 HEN3 GY EQUITY HENKEL AG & CO. KGAA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000365_CR_SLSC 5493007EO7JOPWXHBJ27 1740986-3 HRB3364 Heraeus Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000366_CR_SLSC 529900BVZYMVDRRSXY68 1306869-7 HRB390485 3540636Z GR EQUITY HERRENKNECHT AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000367_CR_SLSC 529900O7US4NP0J6XD12 1179777-6 HETTICH HOLDING GMBH & CO OHG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000368_CR_SLSC 529900Y25S8NZIYTT924 1116241-9 HOT GY EQUITY Hochtief AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000369_CR_SLSC 5299008WW53GLXRORN29 1350826-2 HRB2311 HBM GY Equity Hornbach-Baumarkt-AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000370_CR_SLSC 529900LFVU534EBRXD13 1104693-5 HUGO BOSS AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000371_CR_SLSC TSI2PJM6EPETEQ4X1U25 2443536-4 IFX GY Equity Infineon Technologies AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000372_CR_SLSC 529900FFRTWZQXTTUB07 1193155-7 7573220Z GR EQUITY Intersnack Knabber-Gebäck GmbH & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000373_CR_SLSC 529900DJMOF0DTSWHO38 2850239-1 HRB40163 JUWI AG WÖRRSTADT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000374_CR_SLSC 529900YURAYD4IJX2J91 1128982-4 HRB2669 SDF GY Equity K+S Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000375_CR_SLSC 1AW6P2GG0FOINEBZUQ05 VOD LN Equity Kabel Deutschland Vertrieb und Service GmbH. DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000376_CR_SLSC 529900WFRVF4SQ2EV734 1121308-9 HRA102851 509821Z GR EQUITY Kaufland Stiftung & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000377_CR_SLSC 529900CQ31CN6GV5LL52 2821686-9 NRWDUHRB20486 KCO GY Equity Kloeckner & Co. S.E. DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000378_CR_SLSC 5299001GRRO0Z25YZT52 1130169-4 Knorr-Bremse AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000379_CR_SLSC 529900IQ90WSXBWSTD78 1131272-5 KOENIG & BAUER AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000380_CR_SLSC 529900LUYJ0V8SOOT260 1173404-3 HRA4415 3612759z gr equity KRAFTVERKEHR NAGEL GMBH & CO. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000381_CR_SLSC 529900MAU9591GT2S236 2849255-1 KraussMaffei Technologies GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000382_CR_SLSC 529900NY2GSZWWUBW049 1120219-9 KRONES Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000383_CR_SLSC 529900BVAET534PD7C28 1119133-5 HRB21016 DE0006292006 KSB3 GY EQUITY KSB Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000384_CR_SLSC 529900VPRFDDIN7BE119 1117324-2 HRB22709 IWKG IX Equity KUKA AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000385_CR_SLSC 529900FR2K4P9L9XLV21 1119187-1 KWS SAAT SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000386_CR_SLSC 529900PTLRE72EMYIJ77 2451186-7 HRB53652 LXS GF Equity Lanxess AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000387_CR_SLSC 5299002HNCMIUBHOMK35 1121223-0 HRB202 DE0005408884 LEO GY EQUITY Leoni AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000388_CR_SLSC 529900EW0ZH7KAZ11H71 1797294-4 Lidl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000389_CR_SLSC WTV8QGD5UD7MMD4HS345 1121375-8 LIN GY Equity Linde AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000390_CR_SLSC 529900SL1W4KHVE18T81 1121582-9 LOHMANN + Co. AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000391_CR_SLSC 52990098TR1QJBWIYG58 1147145-5 MAHLE GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000392_CR_SLSC 52990018UPG26YRFSM46 1122332-8 HRB179426 DE0005937007 MAN GR EQUITY MAN SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000393_CR_SLSC 5299009Z8B0YE4ECMJ92 1044964-3 Media-Saturn Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000394_CR_SLSC 5299009WLGROB3HKM878 1522457-9 MEGGLE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000395_CR_SLSC 529900OAREIS0MOPTW25 2198479-4 HRB6164 MRK GF Equity Merck KGaA DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000396_CR_SLSC 5299001X9L42HXEBCZ51 1188960-7 MEO GY EQUITY Metro AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000397_CR_SLSC 529900JAY79MT50JBH87 MEYER WERFT GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000398_CR_SLSC 213800E45LWMBVNF3R85 3052190-0 NRWGRHRB8959 MNDI LN Equity Mondi Consumer Packaging International AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000399_CR_SLSC 529900807L67JY81RD65 2755947-5 MTX GY Equity MTU Aero Engines AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000400_CR_SLSC 529900ISR2VNZV1C0T93 1182822-5 MVV Energie AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000401_CR_SLSC 529900UXIUW801PQDI37 2597701-8 N-ERGIE AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000402_CR_SLSC 529900HVDYCUWVD0OE76 2551585-9 NORDEX SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000403_CR_SLSC 549300UH52ZS8O00MO03 1125476-0 Osram GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000404_CR_SLSC 529900LMI5FN0KFOE272 1125552-8 HRA62024 OTVR GR EQUITY OTTO (GMBH & CO.KG) DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000405_CR_SLSC 529900ELIX8Z8PQ6CU28 2593300-3 PAPIERFABRIK PALM GMBH & CO.KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000406_CR_SLSC 529900HT3KJHBHNHDT64 1397102-3 HRB6100 259743Z GR EQUITY PERI GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000407_CR_SLSC 52990037VWJGYKGP9877 1131747-6 HRA3551 2590Z GR EQUITY PHOENIX Pharmahandel GmbH & Co KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000408_CR_SLSC 5299008XQJHPTOF8R354 2696731-5 241336g 661074Z GR EQUITY Porsche Corporate Finance GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000409_CR_SLSC 529900NY0WWQUKOMWQ37 2399699-4 PSM GY EQUITY ProSiebenSat 1 Media SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000410_CR_SLSC 529900Z5KBA9KJP6EK09 1196360-0 R+V Versicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000411_CR_SLSC 5299001OU9CSE29O6S05 1127893-4 RHM GY EQUITY Rheinmetall AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000412_CR_SLSC 529900F0LT5OP4SV6122 1104684-4 Robert Bosch GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000413_CR_SLSC 529900BZ1C5S5WQENF25 2820967-4 HRB721056 ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000414_CR_SLSC 529900GB7KCA94ACC940 2531238-0 HRB14525 DE0007037129 RWE GY EQUITY RWE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000415_CR_SLSC 529900Q5SR06C5T8NO26 1128992-3 HRB8372 7015557Z GR EQUITY Salzgitter Mannesmann Handel GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000416_CR_SLSC 529900D6BF99LW9R2E68 1308819-0 SAP GY EQUITY SAP SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000417_CR_SLSC 529900JL0HDVGZMUJF32 3043578-8 Schaeffler Verwaltung Zwei GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000418_CR_SLSC 529900D8QMD1LL0E2393 2800313-5 Schletter GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000419_CR_SLSC 529900DG0F6AGQAP6N55 1131407-7 55234831 SCHOLZ Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000420_CR_SLSC 5299009QTM3SJL9BNR19 2209676-2 Schott AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000421_CR_SLSC 529900ZCRUJ3J5PYWX81 2577577-6 RPW GR EQUITY SENVION GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000422_CR_SLSC 52990038IB31TYK07X63 1129569-8 SGL GY Equity SGL Carbon SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000423_CR_SLSC W38RGI023J3WT1HWRP32 1129508-6 HRB12300B SIE GY EQUITY Siemens Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000424_CR_SLSC 529900M1LIO0SLOBAS50 1532176-3 HRB1562 DE0003304002 SOW GY EQUITY Software AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000425_CR_SLSC 549300WM0X4AUT710770 3278292-2 Springer Science+Business Media Deutschland GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000426_CR_SLSC 529900FMTTLMH0P0DL10 1473528-6 STADA Arzneimittel Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000427_CR_SLSC 549300YTRYZPM57T3319 1132051-2 STADTWERKE HANNOVER AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000428_CR_SLSC 529900QOJGJ2975GD560 2971375-7 Stahlgruber Otto Gruber AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000429_CR_SLSC 5299003M4PGUGL48LS74 3094881-4 Styrolution Group GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000430_CR_SLSC 529900Y2V1QWBDCBT818 2653119-4 Südwestdeutsche Medien Holding GmbH DE Large corporate sample non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000431_CR_SLSC 529900S8QNB101D40S72 1130211-4 SZU GY EQUITY Sudzucker AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000432_CR_SLSC 529900D82I6R9601CF26 2819960-2 HRB200436 SYMRISE AG HOLZMINDEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000433_CR_SLSC 529900P710MOUBKZDL27 2269857-5 HEESHRB85143 Techem GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000434_CR_SLSC 529900COI81IT9N2Y682 3009289-4 HRB180660 THÜGA HOLDING GMBH + CO KGAA MÜNCHEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000435_CR_SLSC 549300UDG16DOYUPR330 2411649-3 HRB9092 DE0007500001 TKA GR EQUITY THYSSENKRUPP AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000436_CR_SLSC 529900JBK6KNC4HSW032 1672825-5 Tönnies Holding GmbH & Co. KG DE Large corporate sample non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000437_CR_SLSC 52990021AYVJLL2XMK94 2182800-9 HRB16654 7010965Z GR EQUITY TRIMET ALUMINIUM SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000438_CR_SLSC 529900SL2WSPV293B552 1126744-0 TUI1 GY EQUITY TUI AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000439_CR_SLSC 3VEKWPJHTD4NKMBVG947 2353095-9 United Internet AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000440_CR_SLSC XQMNIROSQAS7Y9TT7I97 NRWKOHRA24116 LBTYA UW Equity Unitymedia Hessen GmbH & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000441_CR_SLSC 529900I1IDJLEXFUYN67 3340688-5 WELTBILD GMBH & CO. KG, AUGSBURG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000442_CR_SLSC 529900AGED6PJE9AVL37 3185940-8 Vier Gas Transport GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000443_CR_SLSC 52990023338VFV5AIN59 1134669-9 HRA3389 VIESSMANN WERKE GMBH CO KG ALLENDORF DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000444_CR_SLSC W24EDTPHEV8NJOD4FA29 1627667-7 VNG-Verbundnetz Gas Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000445_CR_SLSC 5299004TYSI0Z73QUE46 1227804-0 HRB725621 Voith GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000446_CR_SLSC 529900NNUPAGGOMPXZ31 1134796-0 VOW3 GY EQUITY Volkswagen AG [VW] DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000447_CR_SLSC 0NURKC5Q3CJYZPPK5046 1134904-0 WACKER CHEMIE AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000448_CR_SLSC 529900KKY5IMBX35M241 2679160-8 HRB7736 Wasser und Gas Westfalen GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000449_CR_SLSC 529900KQ44OJDIDU6J81 1135571-6 WEPA Hygieneprodukte GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000450_CR_SLSC 5299006E92R0717GXP27 3189637-6 HRA16706 0892272D GR EQUITY WINGAS GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000451_CR_SLSC 529900A8LX4KL0YUTH71 2543621-3 WDI GY Equity Wirecard AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000452_CR_SLSC 529900CAYOWB8YIG7X25 1136858-6 ZF FRIEDRICHSHAFEN AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000453_CR_SLSC 549300D2K6PKKKXVNN73 22756214 DK0010244425 MAERSKB DC EQUITY A.P.Møller-Mærsk A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000454_CR_SLSC 63965812 A/S SCHOUW & CO DK Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000455_CR_SLSC 549300ADWYS7RRJ8BG19 14244441 Aalborg Portland A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000456_CR_SLSC 549300Y047DQV30CKT47 49723911 ABENA HOLDING A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000457_CR_SLSC 549300PLP6WVTICKLD32 10526949 ALM. BRAND FORSIKRING A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000458_CR_SLSC 529900IJ6T4P1O10R377 25313763 ARLA FOODS A.M.B.A DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000459_CR_SLSC 25511484 Atea A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000460_CR_SLSC 213800KB128IK92MCD10 44782510 AVK Holding A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000461_CR_SLSC 2138009LJ6FGTV868W59 22069519 BYGMA GRUPPEN A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000462_CR_SLSC 5493008YL42784DMWN61 25508343 DK0010181676 CARLB DC EQUITY Carlsberg Breweries A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000463_CR_SLSC 27626904 Catering Engros A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000464_CR_SLSC 213800JF2XSR5NXGL660 12760043 Cheminova A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000465_CR_SLSC 549300MKPW8ZF3E8MW37 28318677 Chr. Hansen Holding A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000466_CR_SLSC 213800AWZ8U3FVALIO26 26259495 Coop Danmark A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000467_CR_SLSC 213800UW822WLK2HZF47 Copenhagen Airports Denmark ApS DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000468_CR_SLSC 529900BWY373HVUNIC90 28527411 Dagrofa ApS DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000469_CR_SLSC 13878595 Dagrofa S-Engros A/S (Foodservice) DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000470_CR_SLSC 213800FJJH5XFNFIAK90 23256118 Damstahl A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000471_CR_SLSC 5493007I2KABJNYPD639 20165715 DANFOSS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000472_CR_SLSC 59789317 Danish Agro A.M.B.A DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000473_CR_SLSC 21380063C9WS18D6WJ21 26121264 Danish Crown A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000474_CR_SLSC 2138007QUZXQLFGCSV45 24246930 DANSK LANDBRUGS GROVVARESELSKAB A DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000475_CR_SLSC 549300FQY6MX8USM0112 35954716 4166777Z DC EQUITY Dansk Supermarked A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000476_CR_SLSC 549300JUFTJMOTC28B39 28113951 Danske Commodities A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000477_CR_SLSC 213800ZCQ8X5QYJWVQ60 42344613 Det Danske Hedeselskab DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000478_CR_SLSC 549300JZVW1Y1UZ5UK38 14194711 DFDS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000479_CR_SLSC W9NG6WMZIYEU8VEDOG48 36213728 DONG Energy A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000480_CR_SLSC 529900X41C0BSLK67H70 58233528 DK0060079531 DSV DC EQUITY DSV A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000481_CR_SLSC 213800K83X1E9HF1MD69 55828415 DT Group A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000482_CR_SLSC 529900C0U279ORGJC950 45349918 Ecco Sko A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000483_CR_SLSC 213800Z47P2HZJKJSK23 75272014 EGM. INT. HOLD A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000484_CR_SLSC 549300JN1F17UXJMM315 17225898 ENERGI DANMARK A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000485_CR_SLSC 5299003X050CWGDW1Z87 Energinet.dk SOV DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000486_CR_SLSC 213800MXXDGQ3ITPXI41 58180912 DK0010234467 FLSMIDTH & CO. A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000487_CR_SLSC 549300036WZGCBDPDZ92 GF-Forsikring A/S (Unsolicited Ratings) DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000488_CR_SLSC 5493006R4KC2OI5D3470 56759913 H. Lundbeck A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000489_CR_SLSC 213800HTGI1CTA7CKP20 34728712 Hedegaard A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000490_CR_SLSC 213800NLXK98F6PC2R37 ISS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000491_CR_SLSC 549300RIPHN847476O42 J. LAURITZEN A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000492_CR_SLSC 54930032G32N1F8JBV10 KIRKBI INVEST A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000493_CR_SLSC UGKYQUOFW6QSIS3P4P93 47458714 LEGO DC EQUITY LEGO System A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000494_CR_SLSC 52990077KVK7QCK2NG31 56759514 LEO PHARMA A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000495_CR_SLSC 529900B5B2U7TIJN7757 MONJASA A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000496_CR_SLSC 213800WNLA5AH3U4WI67 12562233 MT HØJGAARD A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000497_CR_SLSC 549300UQ0QRC1KXGRE08 20293195 NEAS Energy A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000498_CR_SLSC 10845858 Nellemann Holding A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000499_CR_SLSC 529900197LKWCEQ0NL18 62725214 NKT HOLDING A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000500_CR_SLSC 2138007XB7AUOGS4N159 11142141 NORDIC SEAFOOD A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000501_CR_SLSC 2138005ON7KF6M74P542 81203113 Nordisk Dæk Import A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000502_CR_SLSC 549300DAQ1CVT6CXN342 NOVOB DC Equity Novo Nordisk A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000503_CR_SLSC 529900T6WNZXD2R3JW38 10007127 NOVOZYMES A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000504_CR_SLSC 213800LALFCP5FJXW153 62497718 Nowaco A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000505_CR_SLSC 213800PRY3GUP6B5GG04 39170418 OK A.m.b.A. DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000506_CR_SLSC 213800RE7TE67AUCJS21 11369677 Polar Seafood Denmark DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000507_CR_SLSC 213800QRC7LNX935OZ09 54879415 Rockwool International A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000508_CR_SLSC 42997811 SANISTÅL A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000509_CR_SLSC 549300M5XVDYG4I7CC28 14049673 Scan Global Logistics DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000510_CR_SLSC 5299003KG4JS99TRML67 31080185 SCANDINAVIAN TOBACCO GROUP A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000511_CR_SLSC 529900N96EOVRB114D28 14773908 DK0060228559 TDC DC EQUITY TDC A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000512_CR_SLSC 549300ZSIJREG4GDWJ45 Topdanmark A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000513_CR_SLSC 213800A5UXABGUQ3PX11 22460218 TORM A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000514_CR_SLSC 213800BIA5L8OPBER229 Tryg Forsikring A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000515_CR_SLSC 213800O8J7U9F8Q8VQ80 Tryg Garantiforsikring A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000516_CR_SLSC 14003606 Tulip Food Company A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000517_CR_SLSC 54930026SJ2OBLO6M470 25481968 Verdo A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000518_CR_SLSC 549300DYMC8BGZZC8844 00311171460005 VESTAS WIND SYSTEMS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000519_CR_SLSC 213800RM6L9LN78BVA56 71186911 WILLIAM DEMANT HOLDING A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000520_CR_SLSC 5493005044RTLQ5RZU70 Eesti Energia AS EE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000521_CR_SLSC 549300YENFNR57ZJ3X76 ABENER ENERGIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000522_CR_SLSC 8ZQH7RR6DBQZIX8PEQ84 ESA41002288 A41002288 ABG/P SM EQUITY ABENGOA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000523_CR_SLSC 549300GKFVWI02JQ5332 ESA08209769 A08209769 ABE SM EQUITY ABERTIS INFRAESTRUCTURAS SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000524_CR_SLSC 54930002KP75TLLLNO21 ESA31768138 A31768138 ANA SM EQUITY ACCIONA ENERGIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000525_CR_SLSC 95980020140005558665 ESA28004885 A28004885 ACS SM EQUITY Actividades de Construccion y Servicios SA [ACS Group] ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000526_CR_SLSC 213800NKU21ZN7P7RT54 ESA84409408 A84409408 AMS SM EQUITY Amadeus IT Group SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000527_CR_SLSC ESA26019992 A26019992 0468005D SM EQUITY AQUALIA GESTION INTEGRAL DEL AGUA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000528_CR_SLSC 95980020140005491929 A78839271 A3M ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000529_CR_SLSC 549300MXEGOT8MV1B924 ESA62186556 A62186556 ONO SM EQUITY CABLEUROPA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000530_CR_SLSC 549300CGERG48M7P5E96 CENTROS COMERCIALES CARREFOUR S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000531_CR_SLSC ESA46146387 A46146387 0612929D SM EQUITY COBRA INSTALACIONES Y SERVICIOS SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000532_CR_SLSC ESA20001020 A20001020 CAF SM EQUITY CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000533_CR_SLSC 95980020140005319366 ESA48012009 A48012009 OLE SM EQUITY DEOLEO SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000534_CR_SLSC 54930063C6K2TNFL6H10 DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000535_CR_SLSC ESA15139314 A15139314 DRC SM EQUITY DRAGADOS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000536_CR_SLSC 529900U1P1JEV71EBO44 ESA28006104 A28006104 4367465Z SM EQUITY EADS CONSTRUCCIONES AERONAUTICAS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000537_CR_SLSC 95980020140005374753 ESA28017895 A28017895 1082z sm equity EL CORTE INGLES S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000538_CR_SLSC 95980020140005491250 A48027056 ENO ELECNOR S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000539_CR_SLSC 213800VIN4XHLVFIOE10 A86484334 ENG SQ Equity Enagas Transportes, S.A.U. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000540_CR_SLSC 549300LHK07F2CHV4X31 ESA28023430 A28023430 ELE SM EQUITY ENDESA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000541_CR_SLSC 95980020140005732198 ESCAL UGS S L ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000542_CR_SLSC 95980020140005757903 ESA81939209 A81939209 FER SM EQUITY Ferrovial SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000543_CR_SLSC 95980020140005178328 ESA28037224 A28037224 FCC SM EQUITY FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000544_CR_SLSC 549300CKUXDA0CKRQJ56 ESA80477144 A80477144 GAM SM EQUITY GAMESA ENERGIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000545_CR_SLSC TL2N6M87CW970S5SV098 ESA08015497 A08015497 GAS SM EQUITY GAS NATURAL S.D.G. S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000546_CR_SLSC 95980020140005484363 ESB48943864 B48943864 495294Z SM EQUITY GESTAMP AUTOMOCION S L ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000547_CR_SLSC ESA58389123 A58389123 GRF SM EQUITY GRIFOLS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000548_CR_SLSC 213800OILC5Q9AR63B63 A09092305 Grupo Antolin-Irausa, S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000549_CR_SLSC ESA84173947 A84173947 1234Z SM EQUITY GRUPO ISOLUX CORSAN SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000550_CR_SLSC 5QK37QC7NWOJ8D7WVQ45 ESA48010615 A48010615 IBE SM EQUITY Iberdrola SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000551_CR_SLSC 549300GEL7LRGKK0DG70 Iberia Lineas Aereas de Espana S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000552_CR_SLSC GGYEFW27TI7Q3C3XB343 INDUSTRIA DE DISEÑO TEXTIL S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000553_CR_SLSC 95980020140005007414 INMOBILIARIA COLONIAL SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000554_CR_SLSC 549300D4HOJHH0LSET81 ESA41694266 A41694266 4516287Z SM EQUITY INSTALACIONES INABENSA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000555_CR_SLSC 95980020140005317620 ISOLUX INGENIERIA, S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000556_CR_SLSC 95980020140005606874 IZASA DISTRIBUCIONES TECNICAS S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000557_CR_SLSC 529900S4UWJNVO9LEH81 A60195278 4374129Z LIDL SUPERMERCADOS S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000558_CR_SLSC UIUPNLHSQI58ZL7O2J82 A78346558 MAP SQ Equity Mapfre Re, Compania de Reaseguros, S.A. ES Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000559_CR_SLSC 95980020140005021479 ESA79075438 A79075438 MEDIASET ESPAÑA COMUNICACION S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000560_CR_SLSC ESA78304516 A78304516 MEL SM EQUITY Melia Hotels International SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000561_CR_SLSC 95980020140005311703 NAVANTIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000562_CR_SLSC 95980020140005395317 ESA48010573 A48010573 OHL SM EQUITY OBRASCON HUARTE LAIN S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000563_CR_SLSC ESA36603587 A36603587 PVA SM EQUITY PESCANOVA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000564_CR_SLSC 549300N94L4D5NDBFG97 ESA28430882 A28430882 PROSEGUR COMPAÑIA DE SEGURIDAD S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000565_CR_SLSC 54930070W8XSY31XK130 ESA78003662 A78003662 REE SM EQUITY Red Electrica de Espana SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000566_CR_SLSC BSYCX13Y0NOTV14V9N85 A78374725 ES0273516007 REP GY Equity Repsol, S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000567_CR_SLSC ESA08000820 A08000820 DMM XT EQUITY S A DAMM ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000568_CR_SLSC 549300QHD5DP0GOPGX63 SOVENA ESPANA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000569_CR_SLSC 213800JEZBUPZKWJGF49 ESA28092583 A28092583 TRE SM EQUITY TECNICAS REUNIDAS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000570_CR_SLSC 549300EEJH4FEPDBBR25 KvK 24269798 0000 TEF SM EQUITY TELEFONICA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000571_CR_SLSC ESA08356727 A08356727 TST SM EQUITY TESTA INMUEBLES EN RENTA S.A. ES Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000572_CR_SLSC 549300FM9ZIJB5FCS825 TWINS ALIMENTACION SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000573_CR_SLSC 95980020140005462150 ESA79524054 A79524054 571979Z URBASER S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000574_CR_SLSC 5299008CBH6EAEH1VZ37 ESA28293348 A28293348 WORLD DUTY FREE GROUP S.A.U., ES Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000575_CR_SLSC 743700FHGZEV5UGCB005 FI0009010391 AHL1V FH EQUITY Ahlstrom Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000576_CR_SLSC 529900Q14KI1SCMIMO82 Bayer Nordic SE FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000577_CR_SLSC 5493002B0GOVF42KWX33 Cargotec Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000578_CR_SLSC 549300P8N0P6KDGTJ206 XS0946179529 TY2 GS Equity Citycon OYJ FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000579_CR_SLSC 743700TU2S3DXWGU7H32 0116510-6 XS0973806861 EIA GM Equity Elisa Corporation FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000580_CR_SLSC 7437006ZZI1F7CUA5518 Fingrid Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000581_CR_SLSC 213800SB6EOB8SSK9W63 FI0009003230 FIA1S FH EQUITY Finnair Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000582_CR_SLSC 743700BKTW4EQIVKYY42 FI0009000400 FIS1V FH EQUITY Fiskars Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000583_CR_SLSC 635400IUIZZIUJSAMF76 FI0009007132 FUM1V FH EQUITY Fortum Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000584_CR_SLSC 74370031Y7RK5H88CQ48 FI0009004824 KRA1V FH EQUITY Kemira Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000585_CR_SLSC 743700OX6HSVMCAHPB95 KESKO OYJ FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000586_CR_SLSC 2138001CNF45JP5XZK38 1927400-1 HRB57225 KC4 GR EQUITY Kone GmbH FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000587_CR_SLSC 2138007FRMWVPUDCMA45 FI0009007835 MEO1V FH EQUITY Metso Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000588_CR_SLSC 5493009GY1X8GQ66AM14 FI0009013296 NES1V FH EQUITY Neste Oil Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000589_CR_SLSC 549300A0JPRWG1KI7U06 FI0009000681 NOK1V FH EQUITY Nokia Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000590_CR_SLSC 743700YQIO8Y4L4WKR40 Nokian Renkaat Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000591_CR_SLSC 74370061PO7C10E3PA54 Norilsk Nickel Harjavalta Oy FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000592_CR_SLSC 5493009YRUJJDCFF0R80 FI0009002422 OUT1V FH EQUITY Outokumpu Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000593_CR_SLSC 549300R0VN9C371W0E07 FI0009014575 OTE1V FH EQUITY Outotec Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000594_CR_SLSC 743700X6KUJ0Z8GJIF03 POHJOLAN VOIMA OY FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000595_CR_SLSC 743700CIR72J2LJZO637 Ramirent Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000596_CR_SLSC 743700XJC24THUPK0S03 FI0009007694 SAA1V FH EQUITY Sanoma Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000597_CR_SLSC 743700IFQI6W89M1IY95 STOCKMANN OYJ ABP FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000598_CR_SLSC 7437000ZP669LKUTZ738 STERV FH EQUITY Stora Enso Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000599_CR_SLSC 743700LQ48IZBTZN4S52 0196656-0 XS1043513529 Teollisuuden Voima Oyj(TVO) FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000600_CR_SLSC 743700PKLY067IZIF588 Tikkurila Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000601_CR_SLSC 213800EC6PW5VU4J9U64 FI0009005987 UPM1V FH EQUITY UPM-Kymmene Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000602_CR_SLSC 743700G7A9J1PHM3X223 FI0009003727 WRT1V FH EQUITY Wärtsilä Oyj Abp FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000603_CR_SLSC 549300TLDC3IQX97WU26 Wihuri Packaging Oy FI Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000604_CR_SLSC 529900M13GM4VSTE6W80 YIT Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000605_CR_SLSC 969500QZC2Q0TK11NV07 AC FP EQUITY Accor SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000606_CR_SLSC 969500PJMBSFHYC37989 ADP FP Equity Aeroports de Paris S.A. (ADP) FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000607_CR_SLSC 969500AQW31GYO8JZD66 FR0000031122 AIR FRANCE -KLM FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000608_CR_SLSC 969500MMPQVHK671GT54 AI FP EQUITY Air Liquide SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000609_CR_SLSC 969500RAZNDFVFATTJ14 ALCATEL LUCENT INTERNATIONAL FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000610_CR_SLSC 969500CCRD8GYWLG6R54 542019096 FR0000130007 ALU FP EQUITY Alcatel Lucent S.A. 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FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000646_CR_SLSC 969500WASBF8AZP8TC02 323288563 FR0000053142 LEY FP EQUITY FAIVELEY TRANSPORT FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000647_CR_SLSC 969500F0VMZLK2IULV85 FR0000121147 EO FP EQUITY Faurecia S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000648_CR_SLSC 969500UPKU9VF8XAEU18 775625767 1044Q FP EQUITY FINANCIERE AGACHE SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000649_CR_SLSC 969500P8M3W2XX376054 Fonciere des Regions FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000650_CR_SLSC 969500MCOONR8990S771 FTE FP EQUITY France Telecom SA / Orange SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000651_CR_SLSC 5493005GNGE7UFJCIL03 FBEL FP EQUITY Fromageries Bel SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000652_CR_SLSC 969500YWO65OHPVAHN71 GALERIES LAFAYETTE FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000653_CR_SLSC LAXUQCHT4FH58LRZDY46 FR0010208488 GSZ FP EQUITY GDF Suez SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000654_CR_SLSC 5299007I0OJCYZX6IL07 GEA Batignolles Technologies Thermiques SAS FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000655_CR_SLSC 9695003E4MMA10IBTR26 592014476 Gecina FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000656_CR_SLSC 9695004TMMZ3JBKJO332 377791967 UG FP Equity GIE PSA Tresorerie FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000657_CR_SLSC 969500ASEC557H5A4F22 476180625 Groupe Auchan S.A. 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FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000666_CR_SLSC 9695002OY2X35E9X8W87 Ipsos SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000667_CR_SLSC 549300ORN5E1P46ATH26 440413730 IT IM Equity Italcementi Finance S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000668_CR_SLSC 9695009KV7AFPDEI5S30 DEC FP EQUITY JCDecaux SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000669_CR_SLSC 549300VGEJKB7SVUZR78 552075020 PP IM Equity Kering S.A. 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FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000687_CR_SLSC 52990097YFPX9J0H5D87 FR0000120693 RI FP EQUITY PERNOD RICARD S.A. 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FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000695_CR_SLSC 969500VZN4KDEZ14C105 412280737 224063Z FP EQUITY RESEAU FERRE DE FRANCE FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000696_CR_SLSC 969500N6AVPA51648T62 RXL FP Equity Rexel SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000697_CR_SLSC 969500FO141C5967KC72 Roquette Freres FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000698_CR_SLSC 969500JRJW0K2ET1UP76 444619258 226514Z FP EQUITY RTE EDF TRANSPORT SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000699_CR_SLSC 969500UIC89GT3UL7L24 SAF FP EQUITY Safran SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000700_CR_SLSC 549300E9PC51EN656011 395030844 SAN FP Equity SANOFI S.A. 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FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000717_CR_SLSC 969500P2Q1B47H4MCJ34 VK FP EQUITY Vallourec SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000718_CR_SLSC 969500LENY69X51OOT31 VIE FP EQUITY Veolia Environnement SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000719_CR_SLSC 9695009YI1863TOVDP79 Vicat SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000720_CR_SLSC 213800WFQ334R8UXUG83 DG FP EQUITY Vinci SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000721_CR_SLSC 969500FU4DRAEVJW7U54 VIV FP EQUITY Vivendi SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000722_CR_SLSC 969500M98ZMIZYJD5O34 572174035 MF FP Equity Wendel FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000723_CR_SLSC 969500SFFMSIHH11UO32 ZC FP EQUITY Zodiac Aerospace SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000724_CR_SLSC 549300MJIRPTCHAYW359 7847174 ABP Finance Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000725_CR_SLSC 213800B4XZJ3ZDM7CL47 AFR LN Equity Afren plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000726_CR_SLSC 2138003R7TGCSVF27H47 SC177553 GB00B4WQ2Z29 AGK LN Equity AGGREKO PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000727_CR_SLSC 213800HPMHRN3PT62M97 06279732 0807384D LN EQUITY AIRTANKER FINANCE LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000728_CR_SLSC DTA07N5U5HK2KC1SCM04 01675285 GB0000282623 AMEC Foster Wheeler plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000729_CR_SLSC 2Y33NQ5FPI8PR8L9QX13 2854310 AML LN Equity Amlin PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000730_CR_SLSC 213800DL377MH46PDY63 4330322 Anglian Water Services Financing Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000731_CR_SLSC 549300S9XF92D1X8ME43 3564138 GB00B1XZS820 AAL LN EQUITY Anglo American Plc. GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000732_CR_SLSC VVT2B79I2Z4U3R6BY589 7876075 AON UN Equity Aon plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000733_CR_SLSC GB00B15Y0C52 AP ALTERNAT ASSETS GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000734_CR_SLSC 549300F4RYR1DNTO2O39 6137924 Arqiva Financing No. 1 Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000735_CR_SLSC GBQKSY6W7G0OHCQ8OQ72 293262 ABF LN Equity Associated British Foods PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000736_CR_SLSC PY6ZZQWO2IZFZC3IOL08 2723534 ZEG GY Equity AstraZeneca PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000737_CR_SLSC YF0Y5B0IB8SM0ZFG9G81 2468686 AV/ LN EQUITY Aviva Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000738_CR_SLSC 213800TSKOLX4EU6L377 02342138 GB0009697037 BAB LN Equity Babcock International Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000739_CR_SLSC 8SVCSVKSGDWMW2QHOH83 1470151 BA/ LN EQUITY BAE Systems Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000740_CR_SLSC CT4UIJ3TUKGYYHMENQ17 395826 GB0000961622 BBY LN EQUITY Balfour Beatty plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000741_CR_SLSC 2138006R85VEOF5YNK29 604574 BDEV LN EQUITY Barratt Developments Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000742_CR_SLSC 2138001T2QEV5RXMFI32 00053688 GB00B1FP8915 BBA LN Equity BBA AVIATION PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000743_CR_SLSC 1480047 BRSN LN Equity Berendsen Plc [ex-Davis Service Group Plc] GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000744_CR_SLSC 0134146D LN Equity Best Buy Europe Distributions Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000745_CR_SLSC V1LV067AJN766PCJIG11 3763515 BG/ LN Equity BG Energy Holdings Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000746_CR_SLSC 549300C116EOWV835768 3196209 BLT LN Equity BHP Billiton Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000747_CR_SLSC VK07P8T49UYFO085O712 3114356 BMW HB Equity BMW (UK) Capital plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000748_CR_SLSC 213800V93QFW53NB7Y29 1036959 Bodycote International Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000749_CR_SLSC 213800TGK6XXFA2TBO31 3558065 Boparan Holdings Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000750_CR_SLSC 213800M11ELCLQ8VF938 4011660 Bourne Leisure Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000751_CR_SLSC 549300ZPID4GQRDWI318 1104733-9 HRB113611 BP/ LN EQUITY BP Europa SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000752_CR_SLSC G1KG0OQD10NOMCMLDZ35 00542515 BP/ LN EQUITY BP INTERNATIONAL LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000753_CR_SLSC 213800MBRRUVQIONAN53 4578621 BXB AT Equity Brambles Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000754_CR_SLSC 549300136VSBKI0Q8750 5262170 Brenntag UK Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000755_CR_SLSC 375X9PSJLLOV7F21O626 01777777 IAG LN EQUITY BRITISH AIRWAYS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000756_CR_SLSC 2138001S874P3WKNCV04 3407696 BATS LN EQUITY British American Tobacco Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000757_CR_SLSC 5493000IBP32UQZ0KL24 RC000057 British Broadcasting Corporation GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000758_CR_SLSC RV5B68J2GV3QGMRPW209 621920 British Land Company PLC (The) GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000759_CR_SLSC 2138003TS48MQKF4BZ29 9256967 BSY LN EQUITY British Sky Broadcasting Group Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000760_CR_SLSC 549300OWFMSO9NYV4H90 01800000 BT/A LN EQUITY BRITISH TELECOMMUNICATIONS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000761_CR_SLSC 635400L3NVMYD4BVCI53 5604923 BVIC LN Equity Britvic PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000762_CR_SLSC 358948 GB00B0744B38 BNZL LN EQUITY BUNZL PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000763_CR_SLSC ZIMCVQHUFZ8GVHENP290 2779134 Bupa Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000764_CR_SLSC 213800J3MPR8KO94D535 3458224 BRBY LN Equity Burberry Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000765_CR_SLSC 213800UL7Z7B6GLBZ213 3314066 C&J Clark Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000766_CR_SLSC CMIGEWPLHL4M7ZV0IZ88 2081330 CPI LN EQUITY Capita Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000767_CR_SLSC 6SNZTEXLR1M5211YYB89 CLLN LN EQUITY Carillion Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000768_CR_SLSC 4DR1VPDQMHD3N3QW8W95 4039524 CCL LN EQUITY Carnival Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000769_CR_SLSC 2138001E12GWLLDQQF16 7105905 CPW LN Equity DIXONS CARPHONE PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000770_CR_SLSC E26EDV109X6EEPBKVH76 3033654 GB00B033F229 CNA LN EQUITY CENTRICA PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000771_CR_SLSC 549300IF6EUDVXYQI061 5900853 CEVA Group plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000772_CR_SLSC 213800U9A54VQJ5P2J41 86662 CHG LN Equity Chemring Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000773_CR_SLSC 213800J2J3TOOI176M73 5212407 CINE LN Equity CINEWORLD GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000774_CR_SLSC 213800A41R9NL49E5632 00030470 GB00B07KD360 COB LN Equity COBHAM PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000775_CR_SLSC 2138008M6MH9OZ6U2T68 4083914 CPG LN EQUITY Compass Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000776_CR_SLSC 6354003CVDDPNXREIR29 FC031117 CPUK Finance Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000777_CR_SLSC 4OFD47D73QFJ1T1MOF29 184594 DMGT LN Equity Daily Mail and General Trust Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000778_CR_SLSC 213800NPR9YDSBO86U08 03162897 GB0002502812 DAIRY CREST GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000779_CR_SLSC 5493007MMUEIF4NJG110 5448421 DEB LN EQUITY Debenhams Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000780_CR_SLSC 213800J4UVB5OWG8VX82 3369634 DPH LN Equity Dechra Pharmaceuticals PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000781_CR_SLSC 213800BXKQ9KZNUR1M61 1819699 Derwent London PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000782_CR_SLSC 213800ZVIELEA55JMJ32 23307 DGE FP Equity Diageo plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000783_CR_SLSC 2138005HMFMTYXNEEX13 SC000750 DIAGEO SCOTLAND LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000784_CR_SLSC 5299004HGJWHJ71M5T77 5671205 DNL UK LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000785_CR_SLSC 2138001GRMZ39JRSE316 01363137 GB0002748050 DNO LN Equity DOMINO PRINTING SCIENCES PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000786_CR_SLSC 39RSBE4RCI4M15BLWH36 1377658 SMDS LN EQUITY DS Smith Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000787_CR_SLSC 2138001LSWETH5TDQG53 2366777 DWR Cymru Cyfyngedig GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000788_CR_SLSC 213800U5R8Q5KGM2KU56 2366906 Eastern Power Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000789_CR_SLSC 549300XUUK1H52EDCK10 EDC Finance Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000790_CR_SLSC 549300ZM2QCFG22BOJ03 2366949 Electricity North West Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000791_CR_SLSC 549300KVXDURRKVW7R37 647788 ECM LN EQUITY Electrocomponents Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000792_CR_SLSC 2138008LJU6WFQWOXJ73 7140891 ENQ LN Equity EnQuest plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000793_CR_SLSC 7N0UJMJLXD0MDT5D5086 7023598 Ensco plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000794_CR_SLSC 549300V1O67HJV48FS61 6845434 ENW Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000795_CR_SLSC 5493007MOZNA03BVNE96 5444653 ESNT LN Equity ESSENTRA PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000796_CR_SLSC 21380023G8LF55V46281 02954623 EUROPEAN METAL RECYCLING LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000797_CR_SLSC 213800SVCZ6YZ8YJI569 2462001 4379945Z LN Equity Eurostar International Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000798_CR_SLSC 5493002X7O83FCJVYO69 7329930 Eversholt Funding Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000799_CR_SLSC JPO68XMABX4DR21BNE65 8263590 0274811Z LN Equity Everything Everywhere Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000800_CR_SLSC 54930080DFVZ551GGT17 EVR LN EQUITY Evraz Group S.A. GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000801_CR_SLSC 635400RXXHHYT1JTSZ26 653331 EXPERIAN PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000802_CR_SLSC 213800JLG5TPE3RBYG56 4094619 FIRST CHOICE HOLIDAYS FINANCE LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000803_CR_SLSC 549300DEJZCPWA4HKM93 SC157176 FGP LN EQUITY First Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000804_CR_SLSC 549300JXWH1UV5J0XV81 6344120 FRES LN Equity Fresnillo plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000805_CR_SLSC 213800WTATMITUGXJQ69 FC031364 Friends Life Group PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000806_CR_SLSC 549300L3KWKK8X35QR12 4992207 GFS LN EQUITY G4S Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000807_CR_SLSC 213800OOHUV3HHP46A02 00836539 GB00B3Y2J508 GFRD LN Equity GALLIFORD TRY PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000808_CR_SLSC 213800E8KX2VV9YDY362 1991018 Gatwick Airport Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000809_CR_SLSC 549300IK25CZHKVLAL89 03768267 1844538Z LN EQUITY Gazprom Marketing and Trading Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000810_CR_SLSC 5493007Q8VD7Q3ZYZS59 2258699 GS7 GY Equity GlaxoSmithKline Capital PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000811_CR_SLSC 3888792 GB0009252882 GSK LN EQUITY GlaxoSmithKline plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000812_CR_SLSC 213800N9W2D8A4GJGR36 04542769 2006623Z LN EQUITY GLENCORE ENERGY UK LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000813_CR_SLSC 213800QIJMYMW6TSBG41 5333192 GNK LN Equity Greene King Finance Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000814_CR_SLSC 213800R9N5F2WRMGTR50 24511 GNK LN EQUITY Greene King Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000815_CR_SLSC 213800U8JEPF65PSKU22 6143540 GUARDIAN DIGITAL COMMUNICATIONS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000816_CR_SLSC 2138007FRGLUR9KGBT40 00040932 GB0004052071 HLMA LN Equity HALMA PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000817_CR_SLSC 213800G1C9KKVVDN1A60 360632 GB0004065016 HMSO LN EQUITY Hammerson PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000818_CR_SLSC 529900N6RQR0PX7ZTR62 4626078 HEI GY Equity Hanson Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000819_CR_SLSC 213800QC8AWD4BO8TH08 2150950 HAS LN Equity Hays PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000820_CR_SLSC 549300J5R8AWMHPE7O05 1991017 Heathrow Airport Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000821_CR_SLSC 7TI96JO3DYEIQWZ7Z726 99529 Heathrow Funding Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000822_CR_SLSC 213800YRHAPNN54BKN78 5863533 GB00B19NKB76 HOME LN EQUITY HOME RETAIL GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000823_CR_SLSC 213800UTXVFRH9XBL453 7939278 Iceland Acquico Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000824_CR_SLSC 213800FGWQXPVI86SE26 5879252 Iglo Foods MidCo Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000825_CR_SLSC 3236483 GB0004544929 IMT LN EQUITY Imperial Tobacco Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000826_CR_SLSC 2138002D68XDR4LZCG32 7084307 Ineos Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000827_CR_SLSC 5134420 IHG LN EQUITY Intercontinental Hotels Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000828_CR_SLSC 549300OGASR5WRKJ8R68 2234775 INTERMEDIATE CAPITAL GROUP PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000829_CR_SLSC GB00B19DVX61 ISYS LN EQUITY Invensys plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000830_CR_SLSC ZLECI7ED2QMWFGYCXZ59 4967001 ITV LN Equity ITV plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000831_CR_SLSC 213800VGZAAJIKJ9Y484 185647 SBRY LN EQUITY J Sainsbury Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000832_CR_SLSC 529900RRNKUM3INJGF98 KvK 34233247 0000 JBH LN EQUITY JAB Holdings B.V. GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000833_CR_SLSC 213800CHWARFAAN7UB85 1709784 JDW LN EQUITY JD Wetherspoon Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000834_CR_SLSC 5493008LNN1X4R79PJ89 SC034970 GB0005790059 JOHN MENZIES PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000835_CR_SLSC 549300PLYY6I10B6S323 SC036219 GB00B5N0P849 WG/ LN Equity JOHN WOOD GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000836_CR_SLSC 2138001AVBSD1HSC6Z10 33774 GB0004764071 JMAT LN EQUITY JOHNSON MATTHEY PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000837_CR_SLSC 213800JFIBCR4LGUA242 SC015382 GB0004769682 JOHNSTON PRESS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000838_CR_SLSC 06467400 KAZ LN EQUITY KAZ MINERALS FINANCE PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000839_CR_SLSC 2138002RKCU2OM4Y7O48 02708030 GB0004915632 KIE LN Equity KIER GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000840_CR_SLSC 213800KBMEV7I92FY281 1664812 KGF LN EQUITY Kingfisher Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000841_CR_SLSC 213800QOWHF5R9VLL274 1429533 LAD LN Equity Ladbrokes plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000842_CR_SLSC 213800JH9QQWHLO99821 1417162 LGEN LN Equity Legal & General Group PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000843_CR_SLSC 549300BSGXG3QLIQYT84 8379990 Liberty Global plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000844_CR_SLSC 213800JDI3GTKPG4XI38 3929195 London Power Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000845_CR_SLSC 213800QAUUUP6I445N30 05369106 GB00B0SWJX34 LSE LN Equity LONDON STOCK EXCHANGE GROUP PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000846_CR_SLSC 213800JP7STUK5WKRE92 1000608 MMC LN Equity MANAGEMENT CONSULTING GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000847_CR_SLSC 213800IU37OVVT5ZXP41 8338561 Manchester Airport Group Funding PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000848_CR_SLSC 213800CN1RI3UCIZWB95 214436 MKS LN EQUITY Marks & Spencer Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000849_CR_SLSC 213800HQB746UJ9UWM15 5135049 MARS LN Equity Marston's Issuer PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000850_CR_SLSC 213800Q6RP3ZJ2CZR962 31461 Marston's PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000851_CR_SLSC 549300QSUNKAEBMYIR16 2798634 McBride plc GB Large corporate sample non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000852_CR_SLSC YMFO3TKB4UAWQTDZJJ31 432989 MGGT LN Equity Meggitt Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000853_CR_SLSC 213800E7QA1U8BF34219 4778667 MAB LN Equity Mitchells & Butlers Finance Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000854_CR_SLSC 213800LOZA69QFDC9N34 6209386 GB00B1CRLC47 MNDI LN EQUITY Mondi Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000855_CR_SLSC 4PQUHN3JPFGFNF3BB653 2068222 Morgan Stanley & Co. International plc GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000856_CR_SLSC 213800A8IQEMY8PA5X34 2590560 NEX LN Equity National Express Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000857_CR_SLSC 8R95QZMKZLJX5Q2XR704 4031152 NGG LN EQUITY National Grid Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000858_CR_SLSC 213800H88F5EE4B1D697 5090412 Network Rail Infrastructure Finance PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000859_CR_SLSC 213800UGAULQ1FVD4B35 1618428 NEW LOOK RETAILERS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000860_CR_SLSC 213800WQD8ECPZP9PH98 4412362 NXT LN EQUITY Next Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000861_CR_SLSC 549300JIM3ERGZFGGL27 6428375 North West Electricity Networks Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000862_CR_SLSC 635400GPHRFKZQIBUK45 NI026892 Northern Ireland Electricity Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000863_CR_SLSC 213800B3ZUTDOZYVJB41 53171 NTG LN EQUITY Northgate Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000864_CR_SLSC 213800PWPM9HZIEEO670 2366703 Northumbrian Water Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000865_CR_SLSC 213800WWVCAPAMOZ1M98 5584873 NSG UK Enterprises Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000866_CR_SLSC 2158036Z LN EQUITY Omnicom Financial Services Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000867_CR_SLSC 213800G8P2ULTOP62Q95 5915896 Osprey Acquisitions Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000868_CR_SLSC 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213800JKM5UQHFJOTZ25 2366661 Thames Water Utilities Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000920_CR_SLSC 2138009TF1SYOMQLBJ60 02100855 GB0003753778 THE GO-AHEAD GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000921_CR_SLSC 213800VZ4671W3DVB860 6575598 TCG LN Equity Thomas Cook Group Treasury limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000922_CR_SLSC 2138003BOFNAAO14YV58 2553288 8766 JT Equity Tokio Millennium Re (UK) Limited GB Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000923_CR_SLSC 2138001I27OUBAF22K83 824821 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LC_0000949_CR_SLSC 5493008VFFOIPWCZJK45 IE0000669501 GLB ID EQUITY Glanbia Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000950_CR_SLSC 635400BE9SBAG61DJ963 GFTU LN Equity Grafton Group PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000951_CR_SLSC 6354007LIXWZ5WPPT308 519799 GRF SQ Equity Grifols World Wide Operations Ltd. 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IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000983_CR_SLSC 815600049A1F9AFE6666 4140157 1192794 MN IM EQUITY ARNOLDO MONDADORI EDITORE SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000984_CR_SLSC 8156000BEB8FC062F442 1020333 120591 2168Z IM EQUITY ARTSANA — SOCIETA' PER AZIONI IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000985_CR_SLSC 549300X5UKJVE386ZB61 6914312 6204 XS1014759648 ASG GY Equity Assicurazioni Generali SpA IT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000986_CR_SLSC 81560001F41A81948348 AST IM EQUITY Astaldi SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000987_CR_SLSC 8156008DEC771409C487 18631331 1023691 AU9 GF Equity Atlantia S.p.A. 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IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000992_CR_SLSC 815600BFEB936DC6ED24 BEN IM EQUITY Benetton Group SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000993_CR_SLSC 8156004C04255952AB77 1076562 821225 BNS IM EQUITY BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA IT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000994_CR_SLSC 5299003DX5YLKSVJ6K59 2930031 134288 BZU IM Equity Buzzi Unicem SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000995_CR_SLSC 8156006BEAA911EC0A47 1019726 587878 CANDY SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000996_CR_SLSC 8156008B101B97A43B02 1053555 160498 CEM IM EQUITY CEMENTIR HOLDING S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000997_CR_SLSC 815600F3213951394367 40014779 2001719 Cerved Group S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000998_CR_SLSC 4544552 8114020152 CLASS EDITORI SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000999_CR_SLSC 8156009034C1A5108284 15716081 61357 Compagnia Valdostana delle Acque Spa (CVA Spa) IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001000_CR_SLSC 815600DBF6DC4BC94832 1061039 260769 0310548D IM EQUITY CONSERVE ITALIA — CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE — SOCIETA' COOPERA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001001_CR_SLSC 8327877 819280157 COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001002_CR_SLSC 815600A5C1DD6C3A8455 1093853 154950364 CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001003_CR_SLSC 81560039BF5C1D8E5A15 2836130 60793 3898658Z IM EQUITY DALMARE SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001004_CR_SLSC 5493005TWX96RDJ9I655 De Agostini Invest SA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001005_CR_SLSC 529900WS2E20BA5J4L49 16183303 1698754 EDNR IM EQUITY EDISON S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001006_CR_SLSC WOCMU6HCI0OJWNPRZS33 ENEL IM EQUITY Enel SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001007_CR_SLSC BUCRF72VH5RBN7X3VL35 IT0003132476 ENI IM EQUITY ENI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001008_CR_SLSC 81560081EE079FBED395 19377159 3544950961 ENOVA S.R.L. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001009_CR_SLSC 549300JJBVOOKOBCTX09 2153515 354265 ERG IM EQUITY ERG S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001010_CR_SLSC 549300AZQ4Z5UGY0Q555 1002458 91712 EXO IM EQUITY EXOR S.P.A. IT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001011_CR_SLSC 8156004CE82074779D19 13870596 1664630223 FEDRIGONI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001012_CR_SLSC 549300J4SXC5ALCJM731 1448Z IM Equity Ferrovie dello Stato SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001013_CR_SLSC 5493004C1SL445NFDR90 F IM EQUITY Fiat SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001014_CR_SLSC 8156001B8AD051794959 FINAVAL S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001015_CR_SLSC 529900X4EEX1U9LN3U39 1053767 7031 FNC IM EQUITY FINMECCANICA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001016_CR_SLSC 815600C3CCA800EF5D96 1134215 FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001017_CR_SLSC 815600E12249DD563C29 26650695 1143814 Gamenet S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001018_CR_SLSC 81560098DBDD66154985 GRANDI NAVI VELOCI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001019_CR_SLSC 8156001250E819E30127 GCN IM EQUITY Gruppo Coin SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001020_CR_SLSC 8156001294017C870346 11027526 10022100159 GRUPPO FINELCO SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001021_CR_SLSC 8156005113BD16699393 24907200 RM1117269 LTO IX Equity GTECH S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001022_CR_SLSC 15541251 1638878 4004268Z IM EQUITY H3G S.P.A IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001023_CR_SLSC 8156009414FD99443B48 3201267 363550 HER IM EQUITY HERA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001024_CR_SLSC 815600D86992FDA7B908 1035363 149288 IMA IM EQUITY I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001025_CR_SLSC 815600A7D7C7A85F8B51 2733792 1168660262 I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001026_CR_SLSC 81560033824BE53C7D28 3585262 1303501215 IMAP EXPORT S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001027_CR_SLSC 549300KTGKED5E25JR59 IND IM EQUITY Indesit Co SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001028_CR_SLSC 213800M4YYCP6E8YUX94 2714789 2589327 IPLOM S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001029_CR_SLSC 8156001EBD33FD474E60 10431674 281364 IRE IM EQUITY IREN S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001030_CR_SLSC 8156009D23D0FDC70C93 1007005 50 ITM IM Equity Italcementi S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001031_CR_SLSC 815600236A6B5AE5B406 26754254 167186 Linea Group Holding S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001032_CR_SLSC 549300I1NMOBS4B1LT88 IT0001479374 LUX IM EQUITY LUXOTTICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001033_CR_SLSC 7003703 481230266 MANGIAROTTI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001034_CR_SLSC 815600292DA01BE68971 3755075 152396 3184788Z IM EQUITY MARCEGAGLIA — S.P.A IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001035_CR_SLSC 815600C8D55034EB5379 3779273 64334 Marcolin SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001036_CR_SLSC 213800DIFN7NR7B97A50 552637 1264109 MS IM EQUITY Mediaset S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001037_CR_SLSC PSNL19R2RXX5U3QWHI44 1012492 343508 MB IM Equity MEDIOBANCA SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001038_CR_SLSC 815600325D15DD92A023 4376875 4846130633 MOBY S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001039_CR_SLSC 1653085 110858 3893422Z IM EQUITY MONIER S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001040_CR_SLSC 8156003A100E8AB89697 6794759 1865640369 PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001041_CR_SLSC 8156001B96890989C002 23641842 5411110827 PB TANKERS S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001042_CR_SLSC 5493006293RJBDQWJL92 5944540 169833 PMS IM EQUITY PERMASTEELISA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001043_CR_SLSC 8156000256C2431C2E92 4495509 134077 PIA IM Equity Piaggio & C. S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001044_CR_SLSC 815600A0C9AFC1F2A709 PC IM Equity Pirelli & Co SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001045_CR_SLSC 815600EDDBB07C9BDB90 15591777 2246400218 PODINI HOLDING S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001046_CR_SLSC 815600354DEDBD0BA991 3465665 842633 POST IM EQUITY POSTE ITALIANE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001047_CR_SLSC 8156000FE0A2DC5B7852 16232311 1343952 PRP GR EQUITY PRADA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001048_CR_SLSC 213800VHJ22UE2BRRZ48 3830970 706270410 PROFILGLASS S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001049_CR_SLSC 23687310 1777895 PRY IM EQUITY PRYSMIAN S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001050_CR_SLSC 815600B9FC8D18A5D034 1058024 291350635 RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001051_CR_SLSC 81560086FA79BEDD6B94 13270817 RHIAG — INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001052_CR_SLSC 5012487 8850400154 SACAL — SOCIETA' ALLUMINIO CARISIO — S.P IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001053_CR_SLSC 815600AF08EE2EC2DE92 1035262 8924 226907Z IM EQUITY SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001054_CR_SLSC 815600FC906D230A1420 16077541 86111 SFL IM Equity Safilo SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001055_CR_SLSC 549300PHV8MBDHWB8X12 1086637 788744 SPM IM EQUITY SAIPEM S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001056_CR_SLSC 549300UKR289DF4UXQ47 1013056 525502 SAL SALINI IMPREGILO S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001057_CR_SLSC 6524595 3957900487 SAMMONTANA — S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001058_CR_SLSC 8156006755200B82EB33 1246827 836320150 SAN CARLO GRUPPO ALIMENTARE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001059_CR_SLSC 5299005KJSU2AQUJUH84 1066932 49540 SRS IM EQUITY SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. — RAFFINERIE SARDE IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001060_CR_SLSC 815600D2FC31AF713B07 1012950 166476 SNAI SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001061_CR_SLSC 8156002278562044AF79 16067629 1633443 SRG IM Equity SNAM SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001062_CR_SLSC EOJCGSUI4NX234BL7V57 14234253 1594238 2091Z IM EQUITY SORGENIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001063_CR_SLSC 815600141CFE5F4C4325 19113128 1016401 4473035Z IM EQUITY STRADA DEI PARCHI SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001064_CR_SLSC 815600C3438977CBBE37 1038951 68670397 TAMPIERI FINANCIAL GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001065_CR_SLSC 81560029415DF1381583 1030384 195810262 TECNICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001066_CR_SLSC 815600AC5599D16D9A40 3335773 574643 MT IM EQUITY TECNIMONT S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001067_CR_SLSC 549300W384M3RI3VXU42 IT0003497168 TIT IM EQUITY TELECOM ITALIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001068_CR_SLSC 815600CD7323A82E5092 28935694 1763778 2847328Z IM EQUITY TENOVA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001069_CR_SLSC 1037712 182850362 TERMOSANITARI CORRADINI — S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001070_CR_SLSC 8156009E94ED54DE7C31 TRN IM Equity Terna Rete Elettrica Nazionale SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001071_CR_SLSC 549300IN56S27SDGEI85 18659000 1019536 80698Z IM EQUITY TIRRENO POWER S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001072_CR_SLSC 8156003E86EBA167A868 0946688D IM EQUITY TotalErg SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001073_CR_SLSC 815600FE9E92D9D6C309 3554534 201271 TFI IM EQUITY TREVI — FINANZIARIA INDUSTRIALE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001074_CR_SLSC 4212473Z IM EQUITY UNIECO SOCIETA' COOPERATIVA IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001075_CR_SLSC 815600B8027C92F0DA07 4257672 1189360066 VIBAC S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001076_CR_SLSC 549300YSFQKM1C0X4E45 11321265 884361 WIND IM EQUITY WIND TELECOMUNICAZIONI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001077_CR_SLSC 549300DHPOF90OYYD780 5108 JT Equity Bridgestone Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001078_CR_SLSC 549300IZYK3206QECG76 CAT SE Equity Caterpillar Finance Corporation JP Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001079_CR_SLSC 549300MIFE1VEW02GY83 JP3298600002 COSMO OIL COMPANY LTD JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001080_CR_SLSC 549300T6IPOCDWLKC615 6501 JT Equity Hitachi, Ltd. JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001081_CR_SLSC J48DJYXDTLHM30UMYI18 8001 JT Equity Itochu Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001082_CR_SLSC 5493004LQ0B4T7QPQV17 6301 JT Equity Komatsu Ltd. JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001083_CR_SLSC 4P4N3ORD02UGQT1T1W12 0100-01-008776 8002 JT Equity Marubeni Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001084_CR_SLSC KVIPTY4PULAPGC1VVD26 8058 JP EQUITY Mitsubishi Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001085_CR_SLSC 5493008VBQD43X8QCS14 Mitsui Life Insurance Company Limited JP Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001086_CR_SLSC 5493000QYMPFRTEY4K28 6701 JT Equity NEC Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001087_CR_SLSC 7201 JP EQUITY Nissan Motor Co Ltd JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001088_CR_SLSC 5493003BZYYYCDIO0R13 9984 JT Equity SOFTBANK CORP. JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001089_CR_SLSC 5493004SE33MRLPB1W98 2768 JP EQUITY Sojitz Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001090_CR_SLSC 6758 JP EQUITY Sony Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001091_CR_SLSC V82KK8NH1P0JS71FJC05 8053 JP EQUITY Sumitomo Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001092_CR_SLSC 54930074QUY8RD0UZM08 Suntory Holdings Limited JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001093_CR_SLSC 549300ZLMVP4X0OGR454 4502 JT Equity Takeda Pharmaceutical Company Limited JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001094_CR_SLSC 549300LBHTST91VKHO68 6502 JT Equity Toshiba Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001095_CR_SLSC 5493006W3QUS5LMH6R84 TOM GY Equity Toyota Motor Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001096_CR_SLSC 004020 KS Equity Hyundai Steel Co KR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001097_CR_SLSC 000270 KS Equity Kia Motors Corp KR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001098_CR_SLSC 549300MGHLPT1EFHGF84 2007 HK Equity Country Garden Holdings Company Limited KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001099_CR_SLSC 549300IHVJRWVT07S523 3333 HK Equity Evergrande Real Estate Group Limited KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001100_CR_SLSC 5493003DTPH8AMMK4P51 NE UN Equity Noble Corporation KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001101_CR_SLSC 549300FNENFFSMO3GT38 XS0835890350 XPBR SQ Equity Petrobras Global Finance B.V. KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001102_CR_SLSC 213800S7DNJQX6LHTQ21 133818917 AB “Kauno grūdai” LT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001103_CR_SLSC LU1014539529 ALTICE LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001104_CR_SLSC 5493003BU7PAH5RRM092 APAM NA EQUITY Aperam SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001105_CR_SLSC 2EULGUTUI56JI9SAL165 MT LX EQUITY ArcelorMittal SA [AM] LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001106_CR_SLSC 549300GJ79DYFBBF5T83 0307096D LX EQUITY Brandbrew S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001107_CR_SLSC 5493007GVB1I2FDSS786 B0155849 CNHI UN Equity CNH Industrial Finance Europe S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001108_CR_SLSC 549300938QUWMPITJ642 COV US EQUITY Covidien International Finance SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001109_CR_SLSC 5299001R2HL1TAFZ8Z20 ENOVOS INTERNATIONAL SA (FORMER SOTEG) LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001110_CR_SLSC 350807947 FR0000038259 ERF FP EQUITY EUROFINS SCIENTIFIC SE LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001111_CR_SLSC 213800568PRHV2JR9650 XS0357281558 GSPBEX RR Equity Gaz Capital S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001112_CR_SLSC 213800WHKNIC1JQQG433 8GC GS Equity Glencore Finance (Europe) S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001113_CR_SLSC 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001114_CR_SLSC 549300MBM5B61VCW5A23 International Automotive Components Group, S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001115_CR_SLSC RUOKPID0PZ0UWJYU9J61 DE UN Equity John Deere Bank S.A. LU Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001116_CR_SLSC 529900XUC6PXMN6ABU42 TGH GY Equity Logwin AG LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001117_CR_SLSC 549300CTHC1CP86P2G96 MIICF PQ Equity Millicom International Cellular S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001118_CR_SLSC 0755015D LX EQUITY NH FINANCE SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001119_CR_SLSC 213800IUIRBFRNCYVR24 3900394Z LX Equity Nizi International SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001120_CR_SLSC 549300VEJMMZCY6OBU06 PDSA NS Equity Pacific Drilling S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001121_CR_SLSC 529900UUYBCBB7HMVI56 Phoenix PIB Dutch Finance B.V. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001122_CR_SLSC 549300OZSHE4H5BFQA66 QUILVEST SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001123_CR_SLSC 5493000C8J3C3SZYS040 RTL BB Equity RTL Group S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001124_CR_SLSC 5493008JPA4HYMH1HX51 SESG FP EQUITY SES SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001125_CR_SLSC 549300CJ7LW6QSGIL444 Swiss Re Europe S.A. LU Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001126_CR_SLSC 529900BSBZ853DKUP675 TRAXYS SARL LU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001127_CR_SLSC 549300RIG2CXWN6IV731 CEMEX S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001128_CR_SLSC 5493008KEVFYPMGTXO33 KOFL MM Equity Coca-Cola FEMSA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001129_CR_SLSC 5493000XJLJ6C4T0PG82 GRUMAB MM Equity GRUMA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001130_CR_SLSC 5493000RIXURZEBFEV60 BIMBOA MM Equity Grupo Bimbo, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001131_CR_SLSC 549300QOAB2GJSFM0381 1234Z MM Equity Grupo Petrotemex SA de CV MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001132_CR_SLSC 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001133_CR_SLSC 549300FW3RGHPHT21D10 ALFAA MM Equity Sigma Alimentos, S.A. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001134_CR_SLSC 5493000MY3DAIB0BP706 TNE940608HS5 USP9084BAD03 ALFAA MM Equity Tenedora Nemak, S.A. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001135_CR_SLSC 549300EMP9DT6Q35HZ31 NL0000852564 AALBERTS INDUSTR NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001136_CR_SLSC 549300J93WR5DPG0P466 KVK 33232124 ABB SS Equity ABB Capital B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001137_CR_SLSC 5493007WHKI5H75YJ358 KVK 34215458 ABE SQ Equity Abertis Infraestructuras Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001138_CR_SLSC 7245007QUMI1FHIQV531 KVK 33235189 Achmea B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001139_CR_SLSC 724500HIKX3QVUQF9G08 KVK 28080300 Achmea Zorgverzekeringen N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001140_CR_SLSC O4QK7KMMK83ITNTHUG69 KVK 27076669 NL0000303709 AGN NA Equity AEGON N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001141_CR_SLSC NL0010672325 AHOLD KON NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001142_CR_SLSC 724500XYIJUGXAA5QD70 KVK 09007809 NL0000009132 AKZA NA EQUITY Akzo Nobel NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001143_CR_SLSC 724500XBZ9QOPTI11U82 KVK 34108286 Alliander N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001144_CR_SLSC 549300KYQ7B0H0K66406 KVK 33055009 AML LN Equity Amlin Europe N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001145_CR_SLSC 724500MCUU6QOFRFEA53 KVK 33256360 0000 792658Z PL EQUITY AMORIM ENERGIA, BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001146_CR_SLSC 7245000UZH70GO047N03 NL0006237562 ARCADIS NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001147_CR_SLSC 7245001I22ND6ZFHX623 KVK 30037466 NL0000334118 ASM NA Equity ASM International N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001148_CR_SLSC 724500Y6DUVHQD6OXN27 KVK 17085815 NL0006034001 ASML NA EQUITY ASML HOLDING N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001149_CR_SLSC 7245004JOPUJ0OOWTU73 KVK 30031823 ASR Schadeverzekering N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001150_CR_SLSC 724500XFMNHF1GFPYJ05 KVK 08125298 3324558Z NA Equity BDR Thermea Group BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001151_CR_SLSC 5299006ZHG3IXU0PNJ56 KvK 27106340 0000 1136Z NA EQUITY BMW Finance N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001152_CR_SLSC NL0000852580 BOSKALIS WESTMIN NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001153_CR_SLSC NL0010776944 BRUNEL INTERNAT NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001154_CR_SLSC 529900AOH3NBA8PZFG65 KvK 32097651 0000 0533866D NA EQUITY Celesio Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001155_CR_SLSC 549300WGC2HZ5J67V817 CNHI IM Equity CNH Industrial NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001156_CR_SLSC 549300BXVNOCYQ83FU09 KVK 34154633 KO UN Equity Coca-Cola HBC Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001157_CR_SLSC NL0000200384 CORE LABORATORIES NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001158_CR_SLSC 549300UNTCLR21YKLL62 KVK 30073501 NL0000288967 Corio N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001159_CR_SLSC NL0009294552 DELTA LLOYD NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001160_CR_SLSC 724500S75737K2SFDA03 KVK 22031457 Delta N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001161_CR_SLSC 213800N8X49KJRTNDM49 KVK 3419663 DGE FP Equity Diageo Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001162_CR_SLSC 529900M7QSB704RUUT95 KVK 34182495 AIR FP Equity Eads Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001163_CR_SLSC 724500KRQECMCRGM1971 KVK 14026250 EBN B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001164_CR_SLSC 5299007L43AQDFOW5739 KvK 34121496 0000 1403Z NA EQUITY EDP FINANCE BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001165_CR_SLSC 724500R5IP6TFKTNRU48 KvK 24306393 2091Z NA Equity Eneco Holding NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001166_CR_SLSC 549300XW2F91G4T4WC42 KVK 34149162 ENL GY Equity ENEL Investment Holding B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001167_CR_SLSC 529900011V8VJ3BUKR64 KVK 17115973 RWE GF Equity Essent N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001168_CR_SLSC NL0000288876 EUROCOMMERCIAL NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001169_CR_SLSC NL0000352565 FUGRO NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001170_CR_SLSC 2138005FTXOJUBQ5J563 KVK 24243533 GAS SQ Equity Gas Natural Fenosa Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001171_CR_SLSC 724500EJ2TDPAITRSJ55 KVK 02089290 GasTerra B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001172_CR_SLSC NL0000400653 GEMALTO NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001173_CR_SLSC 549300L10EVYURBFIH66 KVK 55293980 Global Blue Acquisition B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001174_CR_SLSC 529900SNLFF5M6HJ1T36 KvK 33286563 0000 1004Z NA EQUITY Haniel Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001175_CR_SLSC 724500K5PTPSST86UQ23 KVK 33011433 NL0000009165 HEIA NA Equity Heineken NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001176_CR_SLSC 7245008C9KMJL9P2UI77 KVK 34323653 Hyva Global B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001177_CR_SLSC 724500CR19MQGFWFBZ64 KvK 34217578 0000 0308206D NA EQUITY ICL Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001178_CR_SLSC TLLG0UTU6ZHOG003X735 Imperial Mobility Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001179_CR_SLSC 54930050LBZUR4138I72 KVK 27120438 ING Re (Netherlands) N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001180_CR_SLSC KVK 24311905 2872423Z NA Equity InterGen NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001181_CR_SLSC 724500C9GNBV20UYRX36 KVK 35000363 NL0010672325 AH NA Equity Koninklijke Ahold NV [Royal Ahold NV] NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001182_CR_SLSC 724500V38C5KTDY5BS93 KVK 30058019 NL0000337319 BAMNB NA Equity Koninklijke BAM NBM NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001183_CR_SLSC 724500SNT1MK246AHP04 KVK 14022069 NL0000009827 DSM NA EQUITY Koninklijke DSM N.V NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001184_CR_SLSC 549300YO0JZHAL7FVP81 KVK 02045200 NL0000009082 KPN NA Equity Koninklijke KPN NV [Royal KPN NV] NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001185_CR_SLSC H1FJE8H61JGM1JSGM897 KVK 17001910 NL0000009538 PHIA NA Equity Koninklijke Philips Electronics N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001186_CR_SLSC 724500HZ4BN317I12G68 KVK 06016321 KTC NA Equity Koninklijke Ten Cate NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001187_CR_SLSC 724500UL634GFV1KYF10 KVK 24295332 NL0009432491 VPK NA Equity Koninklijke Vopak NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001188_CR_SLSC 529900WQGOTJDYG9NP76 KVK 09151956 LXS GF Equity Lanxess Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001189_CR_SLSC 5H8RMHHYTWIP1RKLCE38 KvK 34115238 0000 2177Z NA EQUITY Linde Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001190_CR_SLSC 549300J6QSW38QNOJK61 KVK 57924562 LYB International Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001191_CR_SLSC BN6WCCZ8OVP3ITUUVN49 KVK 24473890 DLY GB Equity LyondellBasell Industries N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001192_CR_SLSC 635400TMCKVEU87EJ582 KVK 24321697 METINVEST B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001193_CR_SLSC 529900PF6F1OHRZVU341 KvK 33178683 0000 1169Z NA EQUITY Metro Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001194_CR_SLSC 6354007MKEEGGVUMXO83 KVK 34239108 New World Resources N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001195_CR_SLSC 724500RKMOD48AIWKD94 KvK 24307569 0000 3893886Z NA EQUITY NIDERA B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001196_CR_SLSC 54930062JS29A5N4GO82 KVK 34248449 Nielsen Holdings N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001197_CR_SLSC 724500GQV9YLNSWECU41 KVK 17179668 Nord Gold N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001198_CR_SLSC 724500TXS5HH3GY4UW42 KVK 30124358 NS Groep N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001199_CR_SLSC 5299000CMF80GY2U0U47 KVK 16074305 NL0010395208 NUO NA Equity Nutreco Holding NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001200_CR_SLSC 724500HT4YW45B1Y7859 KVK 57585083 OAK Leaf B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001201_CR_SLSC 549300NCMRGIBJYUOE57 NL0010558797 OCI NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001202_CR_SLSC 724500IM9A059TQLBX63 OCI Nitrogen BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001203_CR_SLSC 72450053F5WRDY8CDZ66 KVK 24291478 OI US Equity OI European Group B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001204_CR_SLSC Q47A62EK6GMSID3Y8C39 KVK 17133742 XS0788529096 PCAR US Equity PACCAR Financial Europe B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001205_CR_SLSC 549300N522D3SS8MKV65 KvK 24320769 0000 3617372Z NA EQUITY PETROBRAS NETHERLANDS BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001206_CR_SLSC 549300VGHFJJ58HE2B54 KVK 17008551 PHIA NA Equity Philips Electronics NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001207_CR_SLSC 529900N9UJEHN9UPXN50 PHOENIX PIB FINANCE BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001208_CR_SLSC 724500Q41FHN0P1GPC53 KVK 27168968 NL0009739416 TNT LI Equity PostNL N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001209_CR_SLSC 54930036WK3GMCN17Z57 QIA GY Equity Qiagen NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001210_CR_SLSC 7245009EAAUUQJ0U4T57 KVK 33216172 NL0000379121 RAND NA EQUITY RANDSTAD HOLDING NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001211_CR_SLSC 549300XO8R7MPISUO753 KVK 33155037 NL0006144495 Reed Elsevier NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001212_CR_SLSC 5493002YCY6HTK0OUR29 KVK 24251372 XS0202649934 REP GY Equity Repsol International Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001213_CR_SLSC KVK 34179503 GB00B03MM408 RDSA NA EQUITY ROYAL DUTCH SHELL PLC NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001214_CR_SLSC 5493002N51KZCVBDMS27 24114856 NL0006055329 ROYAL IMTECH NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001215_CR_SLSC 213800LBMMAIG1FQP389 KVK 14105351 SABIC AB Equity SABIC Capital I B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001216_CR_SLSC NL0000360618 SBM OFFSHORE NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001217_CR_SLSC 529900KEH8410ESH1483 KVK 53761790 Schaeffler Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001218_CR_SLSC 724500DX7Q1A19SPY530 KVK 34166584 Schiphol Nederland B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001219_CR_SLSC 7245001TBT3NI9SPNJ75 SHV Netherlands NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001220_CR_SLSC TAFO772JB70PDRN5VS48 KvK 27092998 0000 1223Z NA EQUITY Siemens Financieringsmaatschappij N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001221_CR_SLSC 724500E9ZG6JMH6E2I14 NL0000817179 SLIGRO FOOD GROUP NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001222_CR_SLSC 724500ZTKJYJMWVLWJ82 KVK 34297413 SRLEV N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001223_CR_SLSC 5493002SSXOL85X3XC87 KVK 58623701 Syncreon Group B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001224_CR_SLSC 724500LTUWK3JQG63903 KVK 09083317 TenneT Holding B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001225_CR_SLSC 7245008G22FOV7TYYJ34 KVK 06045666 NL0000852523 TWEKA NA EQUITY TKH Group NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001226_CR_SLSC 724500978QL7NKMLTQ37 KVK 34210949 TMF Group Holding B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001227_CR_SLSC NL0009739424 TNT EXPRESS NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001228_CR_SLSC 724500L44K67W7UW1C59 KVK 34224566 NL0000387058 TOM2 NA EQUITY TOMTOM N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001229_CR_SLSC 724500OPA8GZSQUNSR96 KVK 33194984 TOM GY Equity Toyota Motor Finance (Netherlands) B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001230_CR_SLSC PX7SUPU7HUNJBQ8BPI65 KVK 33236939 585233Z NA Equity Trafigura Beheer BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001231_CR_SLSC 549300TK7G7NZTVM1Z30 KVK 24051830 NL0000009355 UNIA NA Equity Unilever NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001232_CR_SLSC 549300IW6C3SRHUUK147 Vitol Holding BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001233_CR_SLSC NL0009432491 VOPAK NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001234_CR_SLSC 549300FRXSUUW3M2Q281 WABCO Europe Holdings BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001235_CR_SLSC 724500522D3ORUTUGW47 KVK 05078970 WAVIN NA Equity Wavin NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001236_CR_SLSC 724500YRQCY3BD9RJZ92 NL0000289213 WERELDHAVE NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001237_CR_SLSC 724500TEM53I0U077B74 KVK 33202517 NL0000395903 WKL NA EQUITY Wolters Kluwer N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001238_CR_SLSC 5JB3IE65ZU13TA0DGN10 Würth Finance International B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001239_CR_SLSC NL0006294290 ZIGGO NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001240_CR_SLSC BWO NO Equity BW Offshore Shipholding Ltd NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001241_CR_SLSC 5493004ZHCILEMZLBS85 00304772770005 FERD AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001242_CR_SLSC 5493009F6KP3UMLPOY27 931186744 ICA Norge AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001243_CR_SLSC 549300ZLJDXBXUNCY824 936738540 National Oilwell Varco Norway AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001244_CR_SLSC 549300N1SDN71ZZ8BO45 NHY NO Equity Norsk Hydro ASA NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001245_CR_SLSC 529900J8VSH14TP5VD23 ODFJELL SE NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001246_CR_SLSC 213800T66DRTE6O6BV87 916235291 PGS NO Equity Petroleum Geo-Services ASA NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001247_CR_SLSC 529900TH4OAW7WYG1777 987059699 Statkraft AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001248_CR_SLSC OW6OFBNCKXC4US5C7523 923609016 STL NO Equity Statoil ASA NO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001249_CR_SLSC R7NJHU48LTCIOB9BVU57 CNU NZ Equity Chorus Limited NZ Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001250_CR_SLSC 259400GYHYZPQ0HTMT82 CIE PW Equity Ciech S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001251_CR_SLSC 259400A9BI23M3K1NK82 LTS PW EQUITY GRUPA LOTOS S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001252_CR_SLSC 259400WT6MCX3V59XI09 Netia S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001253_CR_SLSC 259400TOMPUOLS65II22 10681 TPA1 GB Equity ORANGE POLSKA SA PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001254_CR_SLSC 259400TGY6IYEP2EFW87 467426 POLKOMTEL SP. Z O.O. PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001255_CR_SLSC 259400VVMM70CQREJT74 28860 PKN PW Equity Polski Koncern Naftowy ORLEN S.A. (PKN) PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001256_CR_SLSC 259400NAPDFBOTNCRL54 TPE PW Equity TAURON Polska Energia S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001257_CR_SLSC Q1ECZWEVT6ZTFERCPG94 PLTLKPL00017 OPL PW EQUITY TELEKOMUNIKACJA POLSKA SA PL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001258_CR_SLSC 213800RQXBBZ6KSP1I72 500311390 AMORIM & IRMAOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001259_CR_SLSC 2138002PLGLYW8EP7248 AMORIM HOLDING II SGPS SA PT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001260_CR_SLSC 213800V5Z38TLIRQW516 500700834 ANA AEROPORTOS PORTUGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001261_CR_SLSC 502607920 AUCHAN PORTUGAL HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001262_CR_SLSC 54930011KNBNPPKW7528 500038015 AUTO SUECO LDA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001263_CR_SLSC 549300RU6UYW1UMYOP92 500194670 BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001264_CR_SLSC PTBRI0AM0000 BRI PL EQUITY BRISA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001265_CR_SLSC 549300FREK460JU7RG08 500060266 CELULOSE BEIRA INDUSTRIAL-CELBI SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001266_CR_SLSC 549300TF1SUYCFUO3840 503309362 COLEP PORTUGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001267_CR_SLSC 507195515 CONTROLINVESTE SGPS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001268_CR_SLSC 213800X28CMB8LAIT849 502557400 CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001269_CR_SLSC 549300RGQV4M16FESU23 500832234 CUF QUIMICOS INDUSTRIAS, SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001270_CR_SLSC 529900CLC3WDMGI9VH80 PTEDP0AM0009 EDP PL EQUITY EDP — Energias de Portugal S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001271_CR_SLSC 529900LOXJVWGOH84656 503293695 EDP — GESTÃO DA PRODUÇÃO DE ENERGIA SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001272_CR_SLSC 504885367 ESPIRITO SANTO SAUDE SGPS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001273_CR_SLSC 2138003319Y7NM75FG53 504499777 PTGALIOE0009 GALP PL Equity GALP ENERGIA SGPS, S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001274_CR_SLSC 213800Y3V72PI6W8KG10 511220448 GRUPO PESTANA — SGPS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001275_CR_SLSC 259400A8SZP10GB5IB19 PTJMT0AE0001 JMT PL EQUITY J.MARTINS PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001276_CR_SLSC 500073880 LENA ENGENHARIA CONSTRUCOES SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001277_CR_SLSC 549300SNYKYW15R3UE62 502011475 MODELO CONTINENTE HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001278_CR_SLSC 549300TLPT6W9R3CLQ86 500197814 MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001279_CR_SLSC 5493003NN4LXUF8JA244 Ocidental Companhia Portuguesa de Seguros de Vida, S.A. PT Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001280_CR_SLSC 54930071D35BVUPC5942 502604751 OPTIMUS-COMUNICACOES S.A PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001281_CR_SLSC 507979265 OPWAY — SGPS, SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001282_CR_SLSC 213800ZWKG61JG7ZCF61 500697370 PETROLEOS PORTUGAL PETROGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001283_CR_SLSC 259400DRC6WOXNVW8B57 500829993 500829993 90413Z PL EQUITY PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001284_CR_SLSC 549300UNIB7M2AXUXS35 PTPTI0AM0006 PTCL TQ EQUITY Portucel S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001285_CR_SLSC 549300FR1FN48IGHR915 PTREL0AM0008 RENE PL Equity REN-Redes Energeticas Nacionais, SGPS, S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001286_CR_SLSC 500246963 REPSOL PORTUGUESA SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001287_CR_SLSC 5493002X2CCY60HWCU94 500243590 SECIL COMP GERAL CAL CIMENTO SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001288_CR_SLSC 549300PXZF74GVQM6867 500058580 SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001289_CR_SLSC 549300EZYIURQ5RGSE56 500278571 SOVENA OILSEEDS PORTUGAL, SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001290_CR_SLSC 549300KFJPELBPMQH079 500833532 SOVENA PORTUGAL CONSUMER GOODS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001291_CR_SLSC 95980020140005813290 505042037 SUMOL+COMPAL MARCAS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001292_CR_SLSC 500097488 TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001293_CR_SLSC 549300CNE5R74B3XKF57 505266202 UNICER BEBIDAS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001294_CR_SLSC 503933139 503933139 3646175Z PL EQUITY UNILEVER JERÓNIMO MARTINS, LDA. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001295_CR_SLSC 213800IDK8UTYDSFOG74 502544180 VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001296_CR_SLSC 500302200 500302200 0265472D PL EQUITY ZAGOPE — CONSTRUÇÕES E ENGENHARIA S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001297_CR_SLSC 549300VOFQC1SPGTZM19 503039063 ZON TV CABO PORTUGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001298_CR_SLSC 549300D3EIDZJB62TR20 21183 ORDS QD Equity Ooredoo Q.S.C. QA Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001299_CR_SLSC 549300UKYDM6L8HEPU79 SNP RO EQUITY OMV PETROM S.A. RO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001300_CR_SLSC 549300F8ZIGJVUPIU797 24297754 Rompetrol Group N.V. (The) RO Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001301_CR_SLSC GAZP RU Equity Gazprom OAO RU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001302_CR_SLSC ROSN RU Equity OJSC Oil Co Rosneft RU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001303_CR_SLSC TATN RU Equity Tatneft OAO RU Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001304_CR_SLSC 5493007RN7O98MYBX124 AKTIEBOLAG LINDEX SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001305_CR_SLSC 549300UCKT2UK88AG251 SE0000695876 ALFA SS EQUITY Alfa Laval AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001306_CR_SLSC 549300YECS8HKCIMMB67 SE0000255648 ASSAB SS EQUITY Assa Abloy AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001307_CR_SLSC 213800T8PC8Q4FYJZR07 5560142720 SE0000122467 ATCOA SS EQUITY Atlas Copco Aktiebolag SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001308_CR_SLSC 2138002GW5WN1UYZAO32 55611256900004 BILIA AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001309_CR_SLSC 549300YJUYJ9A24RXL71 SE0005906922 SE0005906922 Corp BILLERUDKORSNÄS AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001310_CR_SLSC 549300ZACGIQHBBMOD20 5560269549 BONN SS EQUITY Bonnier Finans AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001311_CR_SLSC 213800SE6FV3UDEIEY92 72317831 CAPIO AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001312_CR_SLSC 549300GU5OHTR1T5IY68 SE0005932225 SE0005932225 Corp Castellum AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001313_CR_SLSC 549300HCT1WLHEXNLZ18 Dometic Holding AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001314_CR_SLSC 549300Y3HHZB1ZGFPJ93 ELUXA SS Equity Electrolux AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001315_CR_SLSC 549300JNPI46XNH0PM97 Fabege AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001316_CR_SLSC 5493003PZ4F570G3W735 GETINGE AB, SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001317_CR_SLSC 529900XKWB408ZZYBF68 GREEN CARGO AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001318_CR_SLSC 213800YUV362W4E1LP46 H & M Hennes & Mauritz GBC AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001319_CR_SLSC 54930033BTSY61VHUR49 55601011550004 HALDEX AKTIEBOLAG SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001320_CR_SLSC 549300VOTS5OZ82UTG69 SE0005934320 SE0005934320 Corp HEMSÖ FASTIGHETS AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001321_CR_SLSC 549300WJFW6ILNI4TA80 5561904771 SE0000103699 HEXAB SS EQUITY Hexagon AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001322_CR_SLSC 52990080SH3454F0QE68 5560013301 SE0000109290 HOLMB SS EQUITY Holmen AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001323_CR_SLSC 549300GYQIIJ3UXB7655 SE0001662222 HUSQB SS EQUITY HUSQVARNA AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001324_CR_SLSC 549300VEBQPHRZBKUX38 556013-8298 XS0795505402 INVEA SS Equity Investor AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001325_CR_SLSC 529900X0UEM9DOM6FK12 5560452103 SE0000806994 JM SS EQUITY JM AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001326_CR_SLSC 549300VD6SNNS5N5V183 KORAB INTERNATIONAL AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001327_CR_SLSC 5493005OXRTBK0WSJN46 5565451217 SE0000549412 KLED SS EQUITY Kungsleden AB SE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001328_CR_SLSC 529900AB08F05L4HWU11 LANTMÄNNEN EK FÖR SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001329_CR_SLSC 213800NS2XXVRYS7WP40 SE0002683557 LOOMB SS EQUITY Loomis AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001330_CR_SLSC 549300SNQNTHQLZQON04 5564272812 SE0000221723 MEDAA SS EQUITY Meda AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001331_CR_SLSC 549300E8NDODRSX29339 5563099158 SE0000412371 MTGB SS EQUITY MODERN TIMES GROUP MTG AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001332_CR_SLSC 213800WRGLW3CY4MHW53 55603451740004 NCC SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001333_CR_SLSC 549300KUJMRC9NW93S96 Nobina sverige AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001334_CR_SLSC 5493007VGEKBZGZ6PC69 NYNAS AB (PUBL) SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001335_CR_SLSC 549300ES84TRW7EWGU35 Perstorp Holding AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001336_CR_SLSC 549300S2D8BDH1CKLI47 PostNord AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001337_CR_SLSC 549300MIHCMD8DCSBY41 55607269770034 Preem SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001338_CR_SLSC 549300ZHO4JCQQI13M69 556036-0793 SE0000112385 SE0005567088 Corp SAAB AKTIEBOLAG SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001339_CR_SLSC 5299008ZUAXN43LVZF54 SAND SS Equity Sandvik AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001340_CR_SLSC 5299001G94UPTI8C7N54 5566577416 0301536D SS EQUITY Sandvik Treasury AB SE Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001341_CR_SLSC 529900AE1FZNUH6EVS39 SE0003366871 SAS SS EQUITY SAS AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001342_CR_SLSC 529900BZYSUQLQSPNR07 5560840976 SE0000308280 SCVB SS EQUITY Scania CV AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001343_CR_SLSC 635400TTYKE8EIWDS617 SECUB SS Equity Securitas AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001344_CR_SLSC 5493004WOSC31U83UG49 5561063834 SKAB SS EQUITY Skanska Financial Services SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001345_CR_SLSC 549300MA1BZYJU87BW55 5560339086 SE0000113250 SKAB SS EQUITY Skanska Sverige AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001346_CR_SLSC 549300X6MQ0GG8BRY481 SKF sverige AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001347_CR_SLSC 5493002FIVSWBLEV7P15 SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001348_CR_SLSC 529900329VS14ZIML164 5560163429 SE0000171100 SSABA SS EQUITY SSAB AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001349_CR_SLSC 529900J0C48FH28HNQ19 5563137933 SE0000120669 SSABA SS EQUITY SSAB Emea AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001350_CR_SLSC 213800CWLTI7WZCC2R35 5560010802 1081Z SS EQUITY Stena AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001351_CR_SLSC 5299005HSK597UX55629 SVEASKOG FÖRVALTNINGS AKTIEBOLAG SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001352_CR_SLSC 549300FW5JDRV1IJ0M67 SCAB SS Equity Svenska Cellulosa AB [SCA] SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001353_CR_SLSC 529900ZERGNJBEQEX179 55679708180004 SWEDAVIA AB SWEDAVIA EKONOMI SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001354_CR_SLSC 5493005DU3003SGUC166 SWEDISH HOSPITAL PARTNERS AB, SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001355_CR_SLSC 529900YVXCGNWAUYZG78 SE0000310336 SWMA SS EQUITY Swedish Match AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001356_CR_SLSC 213800EKD193RVI9HL76 5564108917 SE0000314304 TEL2B SS EQUITY Tele2 AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001357_CR_SLSC 549300W9JLPW15XIFM52 556016-0680 XS0435008726 ERICB SS Equity Telefonaktiebolaget LM Ericsson SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001358_CR_SLSC 213800FSR9RNDUOTXO25 TLSN SS Equity TeliaSonera AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001359_CR_SLSC 5493006LU5JO4P7HQ305 THULE HOLDING AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001360_CR_SLSC 213800XY16PAWG2PAD14 TRELB SS Equity Trelleborg AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001361_CR_SLSC 5493007LNZSEWN5KTV42 SE0005769270 SE0005769270 Corp Vasakronan SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001362_CR_SLSC 549300T5RZ1HA5HZ3109 VATT SS Equity Vattenfall AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001363_CR_SLSC 549300HGV012CNC8JD22 SE0000115420 VOLVB SS EQUITY Volvo AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001364_CR_SLSC 54930083GODGBHODQ153 189744 Global A&T Electronics Ltd. SG Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001365_CR_SLSC 33D7DTWH8BNIUWE0IF81 OLAM SP Equity Olam International Ltd SG Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001366_CR_SLSC 7536988Z SK EQUITY Volkswagen Slovakia A.S. SK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001367_CR_SLSC 549300QOGMPTKB6W7G56 1,07544E+11 USY71548BY95 PTT TB Equity PTT Public Company Limited TH Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001368_CR_SLSC 8RS0AKOLN987042F2V04 NXWA GF Equity 21st Century Fox America, Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001369_CR_SLSC LUZQVYP4VS22CLWDAR65 US88579YAF88 MMM SE Equity 3M Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001370_CR_SLSC HQD377W2YR662HK5JX27 IL08142220 ABT US Equity Abbott Laboratories US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001371_CR_SLSC FR5LCKFTG8054YNNRU85 DE5126809 4AB GF Equity AbbVie Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001372_CR_SLSC 549300T0GJTEK811VI53 WPI US EQUITY Actavis, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001373_CR_SLSC 549300QKBENKLBXQ8968 PA724325 AET US Equity Aetna Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001374_CR_SLSC LYOM0B2GCF1JWXK5ZG04 AGCO UN Equity AGCO Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001375_CR_SLSC QUIX8Y7A2WP0XRMW7G29 A UN Equity Agilent Technologies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001376_CR_SLSC 9PO87UV78U1JHLR68X04 8685 JT Equity AIG Financial Products Corp. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001377_CR_SLSC 7QEON6Y1RL5XR3R1W237 APD US Equity Air Products & Chemicals Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001378_CR_SLSC ABPN11VOHLHX6QR7XQ48 AA US Equity Alcoa Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001379_CR_SLSC XSGZFLO9YTNO9VCQV219 MO US Equity Altria Group Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001380_CR_SLSC ZXTILKJKG63JELOEG630 DE2620453 AMZN US Equity Amazon.com, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001381_CR_SLSC IWUQB36BXD6OWD6X4T14 DE0332421 AAL UW Equity American Airlines, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001382_CR_SLSC B6Q2VFHD1797Q7NZ3E43 CAC0951492 7267 JT Equity American Honda Finance Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001383_CR_SLSC 5493006ORUSIL88JOE18 AMT US Equity American Tower Corp [ex- American Tower System] US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001384_CR_SLSC 549300D3L3G0R4U4VT04 APH US Equity Amphenol Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001385_CR_SLSC B78FQ7XBQFLP4AYJ6F79 APC US Equity Anadarko Petroleum Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001386_CR_SLSC 72ZZ1XRHOOU9P9X16K08 APA US Equity Apache Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001387_CR_SLSC HWUPKR0MPOU8FGXBT394 CAC0806592 AAPL US Equity Apple Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001388_CR_SLSC 42YMHYH0XMHJEXDUB065 ARAMARK Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001389_CR_SLSC W47HVZ7Q6FXL86RELH91 DE0717711 ACI US Equity Arch Coal, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001390_CR_SLSC 549300LO13MQ9HYSTR83 DE0152524 ADM US Equity Archer-Daniels-Midland Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001391_CR_SLSC 0C0SZC7H22UWI2NA3R46 ARRS UW Equity Arris Group, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001392_CR_SLSC 549300YNNLBXT8N8R512 NYCARREUS ARW US Equity Arrow Electronics, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001393_CR_SLSC 6O4MRU8C1MS0K34UQF79 KY0580261 ASH US Equity Ashland Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001394_CR_SLSC 549300Z40J86GGSTL398 DE2018584 T* MM Equity AT&T Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001395_CR_SLSC QVLWEGTD2S8GJMO8D383 ATO US Equity Atmos Energy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001396_CR_SLSC HGBOLILQXWER4SAL2I23 ADP US Equity Automatic Data Processing US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001397_CR_SLSC GA3JGKJ41LJKXDN23E90 Autozone Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001398_CR_SLSC XN8R4HH1TVC1XOCL5P21 CAR US EQUITY Avis Budget Car Rental LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001399_CR_SLSC XJI53DCPL7QABOWK4Z75 NYCAVNTUS AVT US Equity Avnet, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001400_CR_SLSC 5493007RY69UEB1F1B45 AVP US Equity Avon Products, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001401_CR_SLSC MF62XBVMNYTYMC18DL76 DE2416636 BA/ LN Equity BAE Systems Holdings Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001402_CR_SLSC BHI US EQUITY Baker Hughes Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001403_CR_SLSC EWRDABCN7XBHM37LIA98 DE2072335 Beam Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001404_CR_SLSC HL5XPTVRV0O8TUN5LL90 MN1K-1056 BBY US Equity Best Buy Co., Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001405_CR_SLSC KK5MZM9DIXLXZL9DZL15 DE2322568 BMW HB Equity BMW US Capital, LLC US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001406_CR_SLSC 549300DSFX2IE88NSX47 BWA US Equity BorgWarner Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001407_CR_SLSC Y6ZDD9FP4P8JSSJMW954 DE0874815 BSX UN Equity Boston Scientific Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001408_CR_SLSC 549300GMUCJ08527GQ81 IN182869-107 BP/ LN Equity BP Corporation North America Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001409_CR_SLSC 549300YYMNSW7KWZH127 BP/ LN Equity BP Products North America Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001410_CR_SLSC HLYYNH7UQUORYSJQCN42 BMY US EQUITY Bristol Myers Squibb Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001411_CR_SLSC 5493007M0RIN8HY3MM77 BG US Equity Bunge Limited US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001412_CR_SLSC Y7ET3D9SDOFUZ515FE28 DE0799956 CA US Equity CA, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001413_CR_SLSC 43R4VPJBXTU2O15HEF41 Calpine Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001414_CR_SLSC 5493007JDSMX8Z5Z1902 CPB US Equity Campbell Soup Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001415_CR_SLSC CCU46N3GJMF4OK4N7U60 OH535613 CAH US Equity Cardinal Health, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001416_CR_SLSC QXZYQNMR4JZ5RIRN4T31 3091Z US Equity Cargill Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001417_CR_SLSC EDBQKYOPJUCJKLOJDE72 DE0921323 CAT SE Equity Caterpillar Financial Services Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001418_CR_SLSC WRJR7GS4GTRECRRTVX92 CAT US EQUITY Caterpillar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001419_CR_SLSC 5KYC8KF17ROCY24M3H09 DE2106821 C5S GM Equity CBS Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001420_CR_SLSC CD30XVRLT4QO00B1C706 DE3780476 CE UN Equity Celanese US Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001421_CR_SLSC 4SIHMF0MOSTTL8CD0X64 CELG US Equity Celgene Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001422_CR_SLSC 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001423_CR_SLSC 8E6NF1YAL0WT6CWXXV93 CSCO US EQUITY Cisco Systems Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001424_CR_SLSC 549300IA9XFBAGNIBW29 CMS Energy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001425_CR_SLSC B0QU0GIVGFFMCOP5RJ72 DE4789658 CKK GB Equity Coca-Cola Enterprises, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001426_CR_SLSC 2V9V7M0RUQG9M2J4IC47 Colfax Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001427_CR_SLSC YMEGZFW4SBUSS5BQXF88 DE0156313 CL US Equity Colgate-Palmolive Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001428_CR_SLSC 51M0QTTNCGUN7KFCFZ59 PA3039985 CTP GB Equity Comcast Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001429_CR_SLSC 549300OQS2LO07ZJ7N73 DE0406521 CMC US Equity Commercial Metals Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001430_CR_SLSC 6113F6JQLWIUGTBN1L36 CSC US equity Computer Sciences Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001431_CR_SLSC 54930035UDEIH090K650 DE0818944 CAG US Equity ConAgra Foods, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001432_CR_SLSC SYHS7HRDXLL4I0IQ8776 CXO US EQUITY Concho Resources Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001433_CR_SLSC 6VJJ5GQWIRDQ06DUXG89 DE0064324 COP US Equity ConocoPhillips Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001434_CR_SLSC 549300JK3KH8PWM3B226 DE2277631 CNX UN Equity CONSOL Energy Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001435_CR_SLSC 29DX7H14B9S6O3FD6V18 CTO GM Equity Costco Wholesale Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001436_CR_SLSC 549300BO9IWPF3S48F93 COTY US EQUITY Coty Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001437_CR_SLSC TVRMNZKRGA8LPW6XPG60 Cox Enterprises Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001438_CR_SLSC RPPGGRL1J75WGF2DFO04 PA3337938 CCK US Equity Crown Americas LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001439_CR_SLSC ZUNI8PYC725B6H8JU438 IN194062-043 CMI UN Equity Cummins Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001440_CR_SLSC S4BKK9OTCEWQ3YHPFM11 DHR US EQUITY Danaher Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001441_CR_SLSC PWFTNG3EI0Y73OXWDH08 DE US EQUITY Deere & Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001442_CR_SLSC 3E70L4WYANTIWWIPHC81 DELL US EQUITY Dell Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001443_CR_SLSC Q2CCMS6R0AS67HJMBN42 DAL US EQUITY Delta Air Lines Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001444_CR_SLSC 54930042348RKR3ZPN35 DE2155705 DVN US Equity Devon Energy Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001445_CR_SLSC F14FQJ2EEHW5VPYUHL14 DO US Equity Diamond Offshore Drilling, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001446_CR_SLSC 549300Z1UGYT5725XB67 DE3535468 DTV TQ Equity DIRECTV Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001447_CR_SLSC ILUL7B6Z54MRYCF6H308 D US EQUITY Dominion Resources Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001448_CR_SLSC 549300FMC2ALGA7N9E80 DE0412823 DOV UN Equity Dover Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001449_CR_SLSC ZQUIP1CSZO8LXRBSOU78 DOW US EQUITY Dow Chemical Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001450_CR_SLSC 549300IX8SD6XXD71I78 DTE US EQUITY DTE Energy Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001451_CR_SLSC FDPVHDGJ1IQZFK9KH630 DE2345566 EMN UN Equity Eastman Chemical Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001452_CR_SLSC 0NZWDMRCE180888QQE14 ETN US EQUITY Eaton Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001453_CR_SLSC OML71K8X303XQONU6T67 DE2871352 EBAY US Equity eBay Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001454_CR_SLSC FRDRIPF3EKNDJ2CQJL29 LLY US EQUITY Eli Lilly & Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001455_CR_SLSC FGLT0EWZSUIRRITFOA30 EMR UN Equity Emerson Electric Co. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001456_CR_SLSC GHFPUH0OZ5JLGJXWCO16 ESV UN Equity ENSCO International Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001457_CR_SLSC 4XM3TW50JULSLG8BNC79 ETR US EQUITY Entergy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001458_CR_SLSC 549300EVUN2BTLJ3GT74 DE2911438 EQIX US Equity Equinix, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001459_CR_SLSC 549300RO2XES74KQGG63 XLS US EQUITY Exelis Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001460_CR_SLSC 3SOUA6IRML7435B56G12 EXC US EQUITY Exelon Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001461_CR_SLSC CI7MUJI4USF3V0NJ1H64 WA601975803 EXPE UW Equity Expedia, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001462_CR_SLSC J3WHBG0MTS7O8ZVMDC91 NJ3793794100 XOM US Equity Exxon Mobil Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001463_CR_SLSC 549300E707U7WNPZN687 FDX US EQUITY FedEx Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001464_CR_SLSC 6WQI0GK1PRFVBA061U48 GA0110597 FIS UN Equity Fidelity National Information Services, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001465_CR_SLSC 549300NPYMLM4NHTOF27 First Solar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001466_CR_SLSC 549300SVYJS666PQJH88 OH953140 FE US Equity FirstEnergy Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001467_CR_SLSC 6Y0GK87T6V7NJKZJVM41 NYCDRRCUS FLS US Equity Flowserve Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001468_CR_SLSC CQ7WZ4NOFWT7FAE6Q943 FLR US EQUITY Fluor Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001469_CR_SLSC CKDHZ2X64EEBQCSP7013 FMC US Equity FMC Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001470_CR_SLSC EMQFUEY7DV1MVNKAUT87 DE3315658 FTI US Equity FMC Technologies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001471_CR_SLSC 20S05OYHG0MQM4VUIC57 F US EQUITY Ford Motor Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001472_CR_SLSC 2MNR4Q42DBL85U7RD221 Forest Oil Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001473_CR_SLSC A0WMBJD47C49E2JJOM88 DE4594648 FRE GY Equity Fresenius US Finance I, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001474_CR_SLSC 549300FNRIXILI56M704 0196414D US EQUITY Gavilon LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001475_CR_SLSC 9C1X8XOOTYY2FNYTVH06 GD US EQUITY General Dynamics Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001476_CR_SLSC 3C7474T6CDKPR9K6YT90 NYCGECYUS GNE FP Equity General Electric Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001477_CR_SLSC 2TGYMUGI08PO8X8L6150 GIS US Equity General Mills, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001478_CR_SLSC 549300PDWRZX0BR28B12 DE4717789 GM UN Equity General Motors Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001479_CR_SLSC L2EVHWFHVAQK72TMH265 DE4275413 Georgia-Pacific LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001480_CR_SLSC 5493002BI0S2ZQUY3437 GT US EQUITY Goodyear Tire & Rubber Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001481_CR_SLSC 7ZW8QJWVPR4P1J1KQY45 GOOG US EQUITY Google Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001482_CR_SLSC ENYF8GB5SMQZ25S06U51 DE2681775 HAL UN Equity Halliburton Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001483_CR_SLSC KAO98FK89NPNNPQGUZ43 DE0497602 HSC US Equity Harsco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001484_CR_SLSC 549300NUB6D2R1ITYR45 HAS US Equity Hasbro, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001485_CR_SLSC 549300PD0C69OJ0NLB27 766481Z US EQUITY Hertz Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001486_CR_SLSC UASVRYNXNK17ULIGK870 DE0097017 AHC GB Equity Hess Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001487_CR_SLSC WHKXQACZ14C5XRO8LW03 HPQ US EQUITY Hewlett-Packard Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001488_CR_SLSC 5493003STKEZ2S0RNU91 HNZ US EQUITY HJ Heinz Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001489_CR_SLSC ISRPG12PN4EIEOEMW547 DE2061772 HON UN Equity Honeywell International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001490_CR_SLSC KNX4USFCNGPY45LOCE31 4335 HK Equity Intel Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001491_CR_SLSC VGRQXHF3J8VDLUA7XE92 IBM US EQUITY International Business Machines (IBM Corp) US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001492_CR_SLSC F9HV8ZL85LRIQ6D60098 NVC7491-1980 IGT UN Equity International Game Technology US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001493_CR_SLSC 824LMFJDH41EY779Q875 IP US EQUITY International Paper Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001494_CR_SLSC 5493008IUOJ5VWTRC333 Interpublic Group of Cos US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001495_CR_SLSC 24F6LSZD18II6ICG6S41 Itron Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001496_CR_SLSC YB2O5TUONPB3W1X7WJ88 ITT US EQUITY ITT Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001497_CR_SLSC KD833U13JEIGETBW2749 JAH US EQUITY Jarden Corp (fka Alltrista Corp) US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001498_CR_SLSC 549300XR6O4ACB0KLV08 JFB Firth Rixson, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001499_CR_SLSC E0KSF7PFQ210NWI8Z391 DE UN Equity John Deere Capital Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001500_CR_SLSC 549300G0CFPGEF6X2043 NJ5106301000 JNJ GQ Equity Johnson & Johnson US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001501_CR_SLSC 3LB2NG8VUULSCV2NO430 JCI US EQUITY Johnson Controls Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001502_CR_SLSC LONOZNOJYIBXOHXWDB86 K US EQUITY Kellogg Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001503_CR_SLSC AGX0G2MXE54NFNNICD28 KU1 US EQUITY Kentucky Utilities Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001504_CR_SLSC MP3J6QPYPGN75NVW2S34 KMB UN Equity Kimberly-Clark Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001505_CR_SLSC 549300PDHUGWPWGOT525 DE2301470 Kinder Morgan Energy Partners, L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001506_CR_SLSC 5493005158BXZWGOX572 3097Z US EQUITY Koch Industries Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001507_CR_SLSC 549300JF6LPRTRJ0FH50 KSS UN Equity Kohl's Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001508_CR_SLSC V1BYR0MM295ZFWYYS367 KRFT US EQUITY Kraft Foods Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001509_CR_SLSC GR3KVMWVCR54YWQNXU90 DE0933796 LTD GF Equity L Brands, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001510_CR_SLSC LINE US EQUITY Linn Energy LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001511_CR_SLSC 5493007B9BM9ZXJINO78 DE4009151 LYV UN Equity Live Nation Entertainment, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001512_CR_SLSC DPRBOZP0K5RM2YE8UU08 LMT US EQUITY Lockheed Martin Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001513_CR_SLSC WAFCR4OKGSC504WU3E95 NC0087443 LOW UN Equity Lowe's Companies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001514_CR_SLSC 2RTSLGQ89VMY18RHX631 Manitowoc Co Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001515_CR_SLSC 1FRVQX2CRLGC1XLP5727 DE3395371 MRO US Equity Marathon Oil Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001516_CR_SLSC 3BNYRYQHD39K4LCKQF12 DE4750998 MPC UN Equity Marathon Petroleum Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001517_CR_SLSC 225YDZ14ZO8E1TXUSU86 DE2798413 MAR US Equity Marriott International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001518_CR_SLSC 54930073HKEO6GZBSS03 4614Z US EQUITY Mars Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001519_CR_SLSC 549300XMP3KDCKJXIU47 DE0706226 MMC UN Equity Marsh & McLennan Companies, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001520_CR_SLSC 5GCSNMQXHEYA1JO8QN11 DE0585027 MAS US Equity Masco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001521_CR_SLSC AR5L2ODV9HN37376R084 DE3390142 MA US Equity MasterCard Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001522_CR_SLSC 549300VELLG24KHTJ564 DE0673809 MAT US Equity Mattel, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001523_CR_SLSC UE2136O97NLB5BYP9H04 MCD US EQUITY McDonald's Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001524_CR_SLSC 549300WZWOM80UCFSF54 DE2417015 MCK US Equity McKesson Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001525_CR_SLSC 4DL8C98Z5G5IXZLH3578 MWV US Equity MeadWestvaco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001526_CR_SLSC D56MRZY2INAN94ZONZ37 MDT US EQUITY Medtronic Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001527_CR_SLSC 4YV9Y5M8S0BRK1RP0397 MRK US EQUITY Merck & Co Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001528_CR_SLSC INR2EJN1ERAN0W5ZP974 WA600413485 MSF NA Equity Microsoft Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001529_CR_SLSC 54930073LBBH6ZCBE225 TAP US EQUITY Molson Coors Brewing Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001530_CR_SLSC 549300DV9GIB88LZ5P30 VA05501796 KTF GF Equity Mondelez International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001531_CR_SLSC NONUZEX43GHIPSVDD938 DE3174788 MON US Equity Monsanto Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001532_CR_SLSC 6S552MUG6KGJVEBSEC55 DE0789650 MTLA GF Equity Motorola Solutions, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001533_CR_SLSC MOM4570XTJ5YYX7JKH83 DE2977161 NG/ LN Equity National Grid USA US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001534_CR_SLSC 549300VSP3RIX7FGDZ51 NEM US EQUITY Newmont Mining Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001535_CR_SLSC UMI46YPGBLUE4VGNNT48 NEE UN Equity NextEra Energy Capital Holdings, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001536_CR_SLSC 549300Z2ZSKKGUE3J147 NKE US EQUITY Nike Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001537_CR_SLSC ZHUWIE4VK4MIYES0UG62 IN2000033100151 NI UN Equity NiSource Finance Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001538_CR_SLSC 7D6DIU2QXTUJRFNNJA49 CAC1059173 7201 JT Equity Nissan Motor Acceptance Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001539_CR_SLSC 02VFQXG2D1LR5ZH3K186 NBL UN Equity Noble Energy, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001540_CR_SLSC 549300S3IZB5P35KNV16 WA178071138 JWN US Equity Nordstrom, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001541_CR_SLSC RIMU48P07456QXSO0R61 NOC US EQUITY Northrop Grumman Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001542_CR_SLSC 6B6FQLPMMKB14LX6NY57 Novelis Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001543_CR_SLSC 549300GGJCRSI2TIEJ46 NUE UN Equity Nucor Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001544_CR_SLSC IM7X0T3ECJW4C1T7ON55 OXY US EQUITY Occidental Petroleum US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001545_CR_SLSC 52990006VBKYFQMQJX90 KvK 34311273 0000 OILT UD EQUITY Oiltanking Finance B.V. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001546_CR_SLSC HKUPACFHSSASQK8HLS17 OMC US EQUITY Omnicom Group US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001547_CR_SLSC 1Z4GXXU7ZHVWFCD8TV52 DE2457805 ORCL* MM Equity Oracle Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001548_CR_SLSC 549300TOPQ8NG4HGVK16 Owens Corning US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001549_CR_SLSC PH3S12DWZBHHQKVYZ297 WA177005077 PCAR US Equity PACCAR Financial Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001550_CR_SLSC KDTEY8BWE486IKZ3CC07 PCAR US EQUITY Paccar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001551_CR_SLSC SGY07Y7FNYBNLM6Z1M11 OR085297-86 BRK/A US Equity PacifiCorp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001552_CR_SLSC 5493002CONDB4N2HKI23 PH US EQUITY Parker Hannifin Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001553_CR_SLSC EJCO258LNNVSKAR2JX59 DE2864939 BTU US Equity Peabody Energy Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001554_CR_SLSC FJSUNZKFNQ5YPJ5OT455 NC0198463 PEP SE Equity PepsiCo, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001555_CR_SLSC 765LHXWGK1KXCLTFYQ30 PFE US EQUITY Pfizer Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001556_CR_SLSC 8YQ2GSDWYZXO2EDN3511 PG&E Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001557_CR_SLSC HL3H1H2BGXWVG3BSWR90 VA0670281-5 PMI SE Equity Philip Morris International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001558_CR_SLSC TWSEY0NEDUDCKS27AH81 Pinnacle West Capital Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001559_CR_SLSC 549300N2O26NW4ST6W55 DE0101728 PBI US Equity Pitney Bowes Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001560_CR_SLSC 5MRSWZYSSE4064ED3F25 Plains Exploration & Production Co LP US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001561_CR_SLSC 549300BKPEP01R3V6C59 PA284424 PPG UN Equity PPG Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001562_CR_SLSC ZU69GUVJQGZ6Z1UOOO79 PX US EQUITY Praxair Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001563_CR_SLSC 6S3X7J22E861RNTJSA74 3252Z US EQUITY President & Fellows of Harvard College US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001564_CR_SLSC 2572IBTT8CCZW6AU4141 PG US EQUITY Procter & Gamble Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001565_CR_SLSC 5PRBRS5FEH7NREC8OR45 NJ0100802453 PRU US Equity Prudential Financial, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001566_CR_SLSC PUSS41EMO3E6XXNV3U28 PEG US EQUITY Public Service Enterprise Group Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001567_CR_SLSC 123WALMHY1GZXG2YDL90 PVH UN Equity PVH Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001568_CR_SLSC 8MCWUBXQ0WE04KMXBX50 DE2249088 DGX UN Equity Quest Diagnostics Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001569_CR_SLSC HO1QNWM0IXBZ0QSMMO20 RL UN Equity Ralph Lauren Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001570_CR_SLSC YR6K3WJN0KKLUPZSNL57 DE0472015 RTN US Equity Raytheon Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001571_CR_SLSC NKNQHM6BLECKVOQP7O46 RSG US EQUITY Republic Services Group US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001572_CR_SLSC PQQ60KVT5SJX0ETQT497 RKT US Equity Rock-Tenn Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001573_CR_SLSC VH3R4HHBHH12O0EXZJ88 ROK US Equity Rockwell Automation, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001574_CR_SLSC 549300LJXD867XMVE759 ROP UN Equity Roper Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001575_CR_SLSC K2NEH8QNVW44JIWK7Z55 C-38863 RCL NO Equity Royal Caribbean Cruises Ltd. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001576_CR_SLSC 549300TJCKW4BRXPJ474 RPM US Equity RPM International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001577_CR_SLSC 549300VXRTBPBK07QT94 0398293Z US EQUITY Ruby Pipeline LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001578_CR_SLSC ZXJ6Y2OSPZXIVGRILD15 FL590739250 R US Equity Ryder System, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001579_CR_SLSC 549300NKZ6VCN5P3K723 DE2096948 SWY US Equity Safeway Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001580_CR_SLSC RLTHESQ0RNFQJWPBJN60 DE2258732 SGMS UW Equity Scientific Games International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001581_CR_SLSC Q0M0CZB4YN6JZ65WXI09 SEE US EQUITY Sealed Air Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001582_CR_SLSC PBBKGKLRK5S5C0Y4T545 CAC1991515 SRE US Equity Sempra Energy US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001583_CR_SLSC KAF673KJXD92C8KSLU49 SLGN US EQUITY Silgan Holdings Inc [fka Silgan Corp] US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001584_CR_SLSC MR92GTD0MJTTTTQDVG45 DE2360269 Simon Property Group, L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001585_CR_SLSC HHWAT5TDOYZMM26KKQ73 SNA US Equity Snap-on Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001586_CR_SLSC 549300FC3G3YU2FBZD92 Southern Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001587_CR_SLSC EFWMP121W54QV9MGOP87 DE4116263 SWN US Equity Southwestern Energy Company US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001588_CR_SLSC P761FCI0CPOG24I8JE10 SPW US Equity SPX Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001589_CR_SLSC 549300DJ09SMTO561131 SWK US Equity Stanley Black & Decker, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001590_CR_SLSC XQM2JINI1UL7642TU573 SPLS US Equity Staples, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001591_CR_SLSC 5493002F0SC4JTBU5137 MI148492 SYK US Equity Stryker Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001592_CR_SLSC 549300TXO070764WUH65 SPWR US EQUITY Sunpower Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001593_CR_SLSC YF6ZV0M6AU4FY94MK914 SYMC US Equity Symantec Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001594_CR_SLSC 5RGWIFLMGH3YS7KWI652 SYY US Equity Sysco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001595_CR_SLSC 8WDDFXB5T1Z6J0XC1L66 TGT US Equity Target Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001596_CR_SLSC 6HL0C5LCIE4TN8UZHL06 DE2980513 TRP UN Equity TC PipeLines, LP US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001597_CR_SLSC UUL85LWXB4NGSWWXIQ25 TFX US Equity Teleflex Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001598_CR_SLSC YAWJZJYEQ7M1SYMOS462 DE2106001 TEX UN Equity Terex Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001599_CR_SLSC CMTK1YBYNLPLIS3QLI53 TSO US EQUITY Tesoro Petroleum US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001600_CR_SLSC 549300VFZ8XJ9NUPU221 The Estee Lauder Companies US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001601_CR_SLSC HCHV7422L5HDJZCRFL38 DE0558016 TMO US Equity Thermo Fisher Scientific Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001602_CR_SLSC KNG3XRAA0RHN9H62OK76 TWX US EQUITY Time Warner Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001603_CR_SLSC B0I35MLPFXZSE70ASS73 TKR US EQUITY Timken Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001604_CR_SLSC 549300V2JRLO5DIFGE82 DE3058821 DTE GF Equity T-Mobile USA, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001605_CR_SLSC R1JB4KXN77XFCXOQKV49 DE7324254 TRN US Equity Trinity Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001606_CR_SLSC 3NWOXIHJSQCX0SM5Z749 DE3589359 TRW US Equity TRW Automotive Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001607_CR_SLSC G8NWFN4YP7CR6FOP4886 Tupperware Brands Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001608_CR_SLSC WD6L6041MNRW1JE49D58 TSN US Equity Tyson Foods, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001609_CR_SLSC MYF1DAS6G5WY7PRWCU78 DE0945814 ULVR LN Equity Unilever Capital Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001610_CR_SLSC K1OQBWM7XEOO08LDNP29 DE0890080 UAL UN Equity United Airlines, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001611_CR_SLSC D01LMJZU09ULLNCY6Z23 UPS US EQUITY United Parcel Service Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001612_CR_SLSC JNLUVFYJT1OZSIQ24U47 X UN Equity United States Steel Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001613_CR_SLSC I07WOS4YJ0N7YRFE7309 UTX US EQUITY United Technologies Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001614_CR_SLSC 549300VSXHFQVR770L55 DE4426189 Univar Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001615_CR_SLSC 549300BZXZ66F6DTIF20 VA0016487-1 UVV US Equity Universal Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001616_CR_SLSC 5493004XNBKB5SFUJI60 DE0932960 AAL UW Equity US Airways, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001617_CR_SLSC KOO0397YRO83WY5MGD97 VRX CT Equity Valeant Pharmaceuticals International US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001618_CR_SLSC 549300XTO5VR8SKV1V74 VLO US EQUITY Valero Energy Corp US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001619_CR_SLSC 2S72QS2UO2OESLG6Y829 VZ US EQUITY Verizon Communications Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001620_CR_SLSC CWAJJ9DJ5Z7P057HV541 VFC US EQUITY VF Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001621_CR_SLSC X0ST5BPF0CZG9FE5OV61 VIA US EQUITY Viacom Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001622_CR_SLSC 549300OBVCU4IRZFZ230 Virgin Media Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001623_CR_SLSC CQKUMNNZVDJLRYV2PT43 Virginia Electric & Power Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001624_CR_SLSC 549300JZ4OKEHW3DPJ59 V US Equity Visa Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001625_CR_SLSC 549300BMOJ05INE4YK86 DE2669712 Vornado Realty L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001626_CR_SLSC 549300UUPJ2NXDB68M19 DE0911551 VW Credit, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001627_CR_SLSC Y87794H0US1R65VBXU25 WMT US EQUITY Wal-Mart Stores Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001628_CR_SLSC 7260JQNI6SCF9FIV2392 DIS US EQUITY Walt Disney Co US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001629_CR_SLSC IQN3XTJNANI73KWRED03 Walter Energy Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001630_CR_SLSC 549300YX8JIID70NFS41 WM US EQUITY Waste Management US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001631_CR_SLSC 3CYEJKBUJZO3UW777J80 DE3797582 WEA Finance LLC US Large corporate sample Other financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001632_CR_SLSC WHENKOULSSK7WUM60H03 WHR US EQUITY Whirlpool Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001633_CR_SLSC D3W7PCXCBRQLL17DZ313 World Fuel Services Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001634_CR_SLSC T4VNTWMFQ7JQB65L7T35 DE3664441 WYN UN Equity Wyndham Worldwide Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001635_CR_SLSC LGJNMI9GH8XIDG5RCM61 MN37-AA XEL US Equity Xcel Energy Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001636_CR_SLSC 4KF48RN45X1OO8UBLY20 XRX UN Equity Xerox Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001637_CR_SLSC 6EY4K7ZMF9UX1CU6KC79 XIX GF Equity Xilinx, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001638_CR_SLSC 549300DF5MV96DRYLQ48 XYL US EQUITY Xylem Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001639_CR_SLSC 2P2YLDVPES3BXQ1FRB91 DE3343799 ZMH US Equity Zimmer Holdings, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001640_CR_SLSC 549300HD9Q1LOC9KLJ48 ZTS UN Equity Zoetis Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001641_CR_SLSC 5493007CO5W5OBFG7L21 RETAIL ESTATES NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001642_CR_SLSC 549300QSUNKAEBMYIR16 RAVAGO S.A. BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001643_CR_SLSC 549300O3SGMD4K45DN61 BE 0404621642 ALCATEL-LUCENT BELL BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001644_CR_SLSC 54930031IF9XW7PCY637 BE 0403992231 Atlas Copco Airpower BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001645_CR_SLSC 549300PR82EONF1NKE18 BE 0473566965 BELFIMA BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001646_CR_SLSC 549300UOBXCS79E82606 BE 0404535431 Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge BE Large corporate sample Non-financial corporations Not 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MANAGEMENT AND SERVICES BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001684_CR_SLSC 529900FTYUE9QOXMU884 BE 0434284638 SAINT-GOBAIN BENELUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001685_CR_SLSC 549300CCKFF44A550J72 BE 0400747580 SARENS BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001686_CR_SLSC 549300JTFH1WHCEMIN40 BE 0407139583 SD WORX BE Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001687_CR_SLSC HB7FFAZI0OMZ8PP8OE26 BE 0413330856 Society for Worldwide Interbank Financial Telecommunication BE Large corporate sample Non-financial corporations 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1144838-8 HRB3790 VOLKSWAGEN FINANCIAL SERVICES AG DE Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001701_CR_SLSC 549300Y5BJOTCMUYT658 ARCELORMITTAL TREASURY SNC FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001702_CR_SLSC 969500KY4MRVCLM9HE48 EDF ENERGIES NOUVELLES FR Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001703_CR_SLSC 529900QI55ZLJVCMPA71 TOTAL CAPITAL FR Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001704_CR_SLSC 2138006E2VG89XLORJ06 02366682 YORKSHIRE WATER SERVICES LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001705_CR_SLSC 549300BPQYQ838KE1X51 UNIPEC ASIA COMPANY LIMITED HK Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001706_CR_SLSC 213800SKZTSE2L1BII69 THAMES WATER UTILITIES CAYMAN FINANCE LIMITED KY Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001707_CR_SLSC 0YQH6LCEF474UTUV4B96 KvK 34313428 0000 ENEL FINANCE INTERNATIONAL N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0001708_CR_SLSC 4ME66GO1Q4T87C52WS37 KvK 33134831 0000 GENERAL ELECTRIC INTERNATIONAL INC US Large corporate sample Non-financial corporations Not applicable Not applicable Credit risk and free deliveries Specialized lending slotting criteria LC_0000001_CC_FIRB 1040 58237v 0296104D AV EQUITY ALPINE Bau GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000002_CC_FIRB 5299005VO3GJ18GL5F14 8670870 310593f AMAG Austria Metall AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000003_CC_FIRB 549300VZKC61IR5U8G96 26972 50935f AT0000730007 ANDR AV EQUITY ANDRITZ AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000004_CC_FIRB 529900LMTI8YSE62EI88 LHA GF Equity AUSTRIAN AIRLINES AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000005_CC_FIRB 5299004QD601B8U1HD44 131830 109445z Austrian Gaming Industries GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000006_CC_FIRB 529900J7EWWGQ375DL84 2410 53507m AVL List GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000007_CC_FIRB 226424 58036y Bauunternehmung Granit Gesellschaft m.b.H. 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AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000036_CC_FIRB 1216520 106825x Management Trust Holding Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000037_CC_FIRB 529900JYVV57QBKV9G11 1991078 35673k MFC Commodities GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000038_CC_FIRB 529900WFARKZGRCQ8652 MONTANA TECH COMPONENTS GMBH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000039_CC_FIRB 213800CUWJ54846X6779 1760513 40450k Montanwerke Brixlegg Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000040_CC_FIRB 529900UUANUJ60MNMX97 71396w 7716424Z AV EQUITY ÖBB — Infrastruktur Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000041_CC_FIRB 529900UOHXZ1BIORCV04 6467385 248742y ÖBB-Personenverkehr Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000042_CC_FIRB 529900B76VL5KG71J029 6515541 250198p ÖBB-Postbus GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000043_CC_FIRB 529900UZY47TEIFNF978 6496644 249666g ÖBB-Produktion Gesellschaft mbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000044_CC_FIRB 549300V62YJ9HTLRI486 93363z AT0000743059 OMV AV EQUITY OMV Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000045_CC_FIRB 3512231 154148p Österreichische Bundesforste AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000046_CC_FIRB 529900IFAV83BX8O1O91 526819 33393h AT0000758305 PAL AV EQUITY PALFINGER AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000047_CC_FIRB 957313 115289v QuadraCir AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000048_CC_FIRB 5299000HTNHA5ACH9N32 1074393 56247t 495680Z AV EQUITY Red Bull GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000049_CC_FIRB 529900ENFTO28GS3KF76 1813722 78563i Rohöl-Aufsuchungs Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000050_CC_FIRB 5299005U4ZMMSYUJ5G02 7113951 267218v ROXCEL Handelsgesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000051_CC_FIRB 5493000C4S664YT7T556 38229 51350s Salzburg AG für Energie, Verkehr und Telekommunikation AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000052_CC_FIRB 549300XBCUMUR5CI0181 Sappi Papier Holding GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000053_CC_FIRB 5299002XAOMQWAIZMA51 271020 128056v Schmid Industrieholding G.m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000054_CC_FIRB 52990021T5LVTQOGSU18 39594 60562m Siemens Aktiengesellschaft Österreich AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000055_CC_FIRB 52990020WIPPT0HC0V31 Steinhoff Europe AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000056_CC_FIRB 529900TYYSRJH2VJSP60 421065 88983h AT000000STR1 STR AV EQUITY Strabag SE AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000057_CC_FIRB 529900BTWJ6SISLJ5854 5880980 235264b SWARCO AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000058_CC_FIRB 529900SCL1LJL8PZNI48 501247 83175t Swietelsky Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000059_CC_FIRB 529900V54UV5XQUK5S85 FN155563W TKA AV Equity Telekom Finanzmanagement GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000060_CC_FIRB 529900OOW8ELHOXWZP82 UN9 GS Equity UNIQA Insurance Group AG AT Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000061_CC_FIRB 549300IFXHQIB5POT565 3734340 162844b VAMED ENGINEERING GmbH & CO KG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000062_CC_FIRB 5299006UDSEJCTTEJS30 45926 76023z AT0000746409 VER AV EQUITY VERBUND AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000063_CC_FIRB 529900ZAXBMQDIWPNB72 2147807 66209t AT0000937503 VOE AV EQUITY voestalpine AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000064_CC_FIRB 5299008VQJD65XCUPR16 1134770-5 HRA661038 6830553Z AV EQUITY Voith Turbo GmbH & Co. KG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000065_CC_FIRB 529900VXIFBHO0SW2I31 46434 77676f AT0000831706 WIE AV EQUITY Wienerberger AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000066_CC_FIRB 529900OS67T49AW45S74 194255 121150m 665707Z AV EQUITY WIENERBERGER FINANZ SERVICE GMBH AT Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000067_CC_FIRB 529900OJFTLS1RYWIF55 9565779 336561v XXXLutz KG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000068_CC_FIRB 529900IIODYNYAZ2ID26 ZUMTOBEL AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000069_CC_FIRB 54930002QM8QVWM56E14 Amcor Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000070_CC_FIRB WZE1WSENV6JSZFK0JC28 BHP AU EQUITY BHP Billiton Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000071_CC_FIRB 6026550Z AU EQUITY Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000072_CC_FIRB JOR7RJTXUXBRJ4UA5G70 CCL AT Equity Coca-Cola Amatil Limited AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000073_CC_FIRB 549300HPMK7UWN02N804 PA3337938 CWN AT Equity Crown Group Finance Limited AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000074_CC_FIRB LEI AU EQUITY Leighton Holdings Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000075_CC_FIRB ACMHD8HWFMFUIQQ8Y590 MQG AU EQUITY Macquarie Group Ltd AU Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000076_CC_FIRB ZSN2LWNPYW6ISMRUC664 ORG AU EQUITY Origin Energy Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000077_CC_FIRB 5493008XVFHYYV0YHN70 HUWA GF Equity Powercor Australia, LLC AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000078_CC_FIRB YLXNW6TI6QSK1H8H0N82 QAN AU EQUITY Qantas Airways Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000079_CC_FIRB 520433129 SPT AU EQUITY Spotless Holding SAS AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000080_CC_FIRB PCTXNQGRJVR3OG33JG65 TLS AT Equity Telstra Corporation Limited AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000081_CC_FIRB 5493003L32ZX9557ST85 WES AU EQUITY Wesfarmers Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000082_CC_FIRB QNWEWQBS7HP85QHXQL92 Woolworths Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000083_CC_FIRB G05OZ4J4E05KDATL0J93 AG Insurance BE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000084_CC_FIRB 549300IHBDUTUNQJJB79 16342 AGFB BB EQUITY Agfa-Gevaert NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000085_CC_FIRB 549300N22C0GCT5BUD97 26198 AJINOMOTO OMNICHEM BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000086_CC_FIRB 116163 ALBELEC BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000087_CC_FIRB 225626 ALCATAN BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000088_CC_FIRB 5493008H3828EMEXB082 ABI BB EQUITY Anheuser-Busch InBev NV/SA [ABInBev] BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000089_CC_FIRB 549300BKDDQ56JWCBT72 1098030 AQUAFIN BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000090_CC_FIRB 549300B4HNIJSAWU1C95 1138391 ARPAL MANAGEMENT BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000091_CC_FIRB 213800R1F1EJYM4ICO85 444734706 BE 0444734706 Barry Callebaut Services BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000092_CC_FIRB 549300CWRXC5EP004533 BELG BB Equity Belgacom S.A. BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000093_CC_FIRB 549300R9I8GUZLNIV408 890082292 Brussels Airport Company S.A./N.V. BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000094_CC_FIRB 433287 CENTRE HOSPITALIER CHRETIEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000095_CC_FIRB 81095 CHAUSSURES CECIL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000096_CC_FIRB 549300IP2F5TKUC0GF38 82988 CHEMITEX BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000097_CC_FIRB 549300TM914CSF6KI389 149177 COFB BB EQUITY COFINIMMO BE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000098_CC_FIRB 184723 COLLIGNON ENG. BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000099_CC_FIRB 201775 COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000100_CC_FIRB 213800DMG7PUQHINO388 BE 0401641663 Louis Delhaize — Compagnie franco-belge d'Alimentation BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000101_CC_FIRB 255648 DOD BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000102_CC_FIRB 1145532 EDIFICIO BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000103_CC_FIRB T0YOOBZO4L6YAD6SAV65 14206 403170701 ELEB BB EQUITY ELECTRABEL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000104_CC_FIRB 549300JC3HI3K7ZSYU66 1329681 ELEM BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000105_CC_FIRB 549300S1MP1NFDIKT460 BE 0476388378 ELI BB Equity ELIA SYSTEM OPERATOR BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000106_CC_FIRB 5493001XW6MSHRMFLU28 ENI GY Equity eni finance international SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000107_CC_FIRB 549300VO7PUETX031S03 10309 BE 0860004176 ETEXCO SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000108_CC_FIRB 13771 ETS DE SIMONE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000109_CC_FIRB 52990053AH5LF0YZWD07 Euler Hermes Europe BE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000110_CC_FIRB 549300D80RYON74MEJ03 18181 EURN BB EQUITY Euronav NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000111_CC_FIRB 8RDWFWPP4PLMZ5PPQH32 Fluxys G SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000112_CC_FIRB 25281 G EN J VASTGOED BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000113_CC_FIRB 65807 HOET TRUCKING & RENTING BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000114_CC_FIRB 549300M48VNC2Z0MDG47 71844 HOTTLET FROZEN FOODS BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000115_CC_FIRB 549300GR6U0KHJD7DG07 IKEA SERVICE CENTRE N.V. BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000116_CC_FIRB 84089 INTERNATIONAL ORE ET FERTILIZER BELGIUM BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000117_CC_FIRB 85640 JEAN WAUTERS-ACIERS SPECIAUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000118_CC_FIRB 111717 M.G.S. BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000119_CC_FIRB 5493004FKZI586397240 Magotteaux International SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000120_CC_FIRB 549300Q80KFPKZC6BQ79 144096 MENOUQUIN BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000121_CC_FIRB 166601 N.V BESIX S.A BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000122_CC_FIRB 5493002HHHFTG6G3BG36 BE 0431676229 OME BB EQUITY OMEGA PHARMA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000123_CC_FIRB 168945 OPIO BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000124_CC_FIRB 192350 PHARMACIES SERVAIS BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000125_CC_FIRB 54930064JCEXFA8M0W31 202291 BE 0405747040 PRAYON BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000126_CC_FIRB 204834 PRO CONCEPT M P J BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000127_CC_FIRB 549300NMIBTX17HWF142 233001 RARE GEMS BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000128_CC_FIRB 549300X72GEQB1X8K911 247664 ROULARTA MEDIA GROUP BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000129_CC_FIRB 529900PY79CWSUGVK810 249233 S.A. CORMAN BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000130_CC_FIRB 549300O3VKWJUM16UI64 257312 SAMIR GEMS BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000131_CC_FIRB 213800WWE8U6DC99NP03 SCR Sibelco NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000132_CC_FIRB 257564 SEADCO BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000133_CC_FIRB 213800WDGKCVWZAN1N02 1051701 465409265 0790057D BB EQUITY SILFIN NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000134_CC_FIRB 294964 SOBEMO BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000135_CC_FIRB 302642 SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000136_CC_FIRB 549300BB5CXGL9YV0D53 303429 SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000137_CC_FIRB 303783 SOCIETE D'APPLICATIONS ET DE TRAVAUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000138_CC_FIRB 549300MMVL80RTBP3O28 556814 SOLB BB EQUITY Solvay SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000139_CC_FIRB 923107 TEAM KALORIK GROUP BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000140_CC_FIRB 549300ZKLIF7RP6EH823 BE 0412101728 TESB BB EQUITY Tessenderlo Chemie BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000141_CC_FIRB 953398 TEX ALLIANCE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000142_CC_FIRB 1044409 TOP-TEX BENELUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000143_CC_FIRB 2138008J191VLSGY5A09 UCB BB EQUITY UCB SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000144_CC_FIRB 529900F3AIQECS8ZSV61 UMI BB EQUITY Umicore SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000145_CC_FIRB 5493008MCDJ4Y6D5SI04 1113512 UNISTEEL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000146_CC_FIRB 1140588 UNIVERSITE LIBRE DE BRUXELLES BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000147_CC_FIRB 549300TRHV6F6IE14H93 1159858 BE 0404060032 Van Hool nv BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000148_CC_FIRB 1231271 VASTGOED MANAGEMENT ASSOCIATIE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000149_CC_FIRB 529900RAZGQHX0VFTK05 Volkswagen Group Services S.A. BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000150_CC_FIRB 549300NWW2UDYHH65J03 1911623 WILDO PROPERTIES BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000151_CC_FIRB 5299007TSQVOLXOABA65 1364744 ZF WIND POWER ANTWERPEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000152_CC_FIRB 4P8GJCF52NVFW7UL4C95 18630 ACE US Equity ACE Tempest Reinsurance Ltd. BM Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000153_CC_FIRB 549300J3KKX1PEJGDW36 ACGL US Equity Arch Reinsurance Ltd. BM Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000154_CC_FIRB UNZWILHE4KMRP9K2L524 34678 NCLH UW Equity NCL Corporation Ltd. BM Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000155_CC_FIRB V5EGRCZCH7FN6WX41891 OEH UN Equity Orient-Express Hotels Ltd. BM Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000156_CC_FIRB 549300F7ZDOIMR4PZW67 IPG US Equity Pacnet Limited BM Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000157_CC_FIRB V7TL7UQFHNWUEMDZ3X02 RNR US Equity Renaissance Reinsurance Ltd. BM Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000158_CC_FIRB 5493008CA3NMHYEVT131 VimpelCom Ltd. BM Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000159_CC_FIRB BMG455841020 HAL TRUST BM Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000160_CC_FIRB 5493001QYTIDILBVYO18 Companhia Brasileira de Aluminio BR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000161_CC_FIRB 549300TH5Q6VRP8OT012 ABI LI Equity Companhia de Bebidas das Americas (AmBev) BR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000162_CC_FIRB 549300EM51WYXFHUY333 Embraer S.A. BR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000163_CC_FIRB FIBR3 BZ EQUITY Fibria Celulose SA BR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000164_CC_FIRB 5493000J801JZRCMFE49 XPBR SQ Equity Petroleo Brasileiro S.A. — PETROBRAS BR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000165_CC_FIRB VALE5 BZ EQUITY Vale SA BR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000166_CC_FIRB LXVM6T3LO7QIZ8LUZ688 Votorantim Cimentos S.A. BR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000167_CC_FIRB 55S3547PRDP469JRO238 2880814 AGU CT Equity Agrium Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000168_CC_FIRB 4B4HI3CGXMBDC0G6BM51 AC/A CT Equity Air Canada CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000169_CC_FIRB 549300OSW32RVX8CCZ87 ANCUF PQ Equity Alimentation Couche-Tard Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000170_CC_FIRB DR5LKEURSR8SXLM64266 7501889 ALA CT Equity AltaGas Ltd. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000171_CC_FIRB 0O4KBQCJZX82UKGCBV73 ABX CN EQUITY Barrick Gold Corp CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000172_CC_FIRB 5493001I9203PRB5KR45 BCE CT Equity BCE Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000173_CC_FIRB 549300VPM8ERH1Q42198 Bell Canada CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000174_CC_FIRB W7L3VLU8EHQY34Z36697 BBD/B CN EQUITY Bombardier Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000175_CC_FIRB 36ZUFRRMJERSM4Q0S289 746053 BPO CT Equity Brookfield Office Properties Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000176_CC_FIRB 3SU7BEP7TH9YEQOZCS77 CNI UN Equity Canadian National Railway Company CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000177_CC_FIRB 5493008IGIA1HJMDJS40 1722453 CNQ CT Equity Canadian Natural Resources Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000178_CC_FIRB NXIVWPYOIVYXFF6WCZ47 CVE CN EQUITY Cenovus Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000179_CC_FIRB 549300WSRCZY73ZG3090 00326711660005 CGI GROUP INC. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000180_CC_FIRB XYSIJOU3HNVROZWNA008 UFS CT Equity Domtar Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000181_CC_FIRB 98TPTUM4IVMFCZBCUR27 ENB CN EQUITY Enbridge Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000182_CC_FIRB CZ72ZHBVKZXQRV3XFE26 ECA CN EQUITY Encana CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000183_CC_FIRB 549300679TRDUXPT7415 206654303 EPCOR Utilities Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000184_CC_FIRB I2YOHH65IBBT53JFYQ52 G CT Equity Goldcorp Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000185_CC_FIRB B1EEF6ML54YDWRC6ZK53 2015335496 Harvest Operations Corp. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000186_CC_FIRB 549300UEBMAQDN0K0R06 K CN EQUITY Kinross Gold Corp CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000187_CC_FIRB 95RWVLFZX6VGDZNNTN43 MG CN EQUITY Magna International Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000188_CC_FIRB 6Q7WW7FQZR6X22IL2I79 Nexen Energy ULC CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000189_CC_FIRB 549300O4ZJZZOHH4H804 3572862 NBD CT Equity Norbord Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000190_CC_FIRB 5493007M1XGU5E55ZJ25 NOVA Chemicals Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000191_CC_FIRB 549300HDLRTPBQU69P29 BIN CT Equity Progressive Waste Solutions Ltd. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000192_CC_FIRB 549300A0QNNPY14D9106 SCC CT Equity Sears Canada Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000193_CC_FIRB 3XCBVWUPHGBZ5GF7TY15 SU CN EQUITY Suncor Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000194_CC_FIRB NQWTWUIL1PK7V7N5Y468 TLM CN EQUITY Talisman Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000195_CC_FIRB T8KI5SQ2JRWHL7XY0E11 TCK/B CN EQUITY Teck Resources Ltd [Ex-Teck Cominco Ltd] CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000196_CC_FIRB YHKQM2RIPKZYOZ6RVZ46 TK US Equity Teekay Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000197_CC_FIRB L2TEUTQ8OSHMJWVLCE40 T CT Equity TELUS Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000198_CC_FIRB 549300561UZND4C7B569 884903 TOC GF Equity Thomson Reuters Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000199_CC_FIRB HJZQGXYTVV2NWJZLPW74 TOM GY Equity Toyota Credit Canada Inc. CA Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000200_CC_FIRB 5BV01I6231JPDAPMGH09 TRP UN Equity TransCanada PipeLines Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000201_CC_FIRB PRAQ4VOSFIK7OQ8Z2512 4406354 VALE3 BS Equity Vale Canada Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000202_CC_FIRB WT03B8BB1IX8WI9ZGV02 Vermilion Energy Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000203_CC_FIRB 549300WHE4O6UJ2KU013 Yamana Gold Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000204_CC_FIRB 5493003DNMEAO1DT3F51 ABBN VX EQUITY ABB Ltd [Asea Brown Boveri] CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000205_CC_FIRB NI14Y5UMU60O7JE9P611 ADEN VX EQUITY Adecco SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000206_CC_FIRB 549300Q3WREIMQYFBC20 0170576D SW EQUITY Ameropa AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000207_CC_FIRB 5493007KVRV2OKRXFA55 CH-020.3.035.716-8 AML LN Equity Amlin AG CH Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000208_CC_FIRB 529900H7ZPIGI2U3CJ14 AXPO TRADING AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000209_CC_FIRB 213800Y5RWKLDPUTT265 BARN SW EQUITY Barry Callebaut AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000210_CC_FIRB 529900UPDCU6WEL7W167 BALN VX Equity Basler Versicherung AG CH Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000211_CC_FIRB 2816554-6 HRB54517 DE000DCAG010 7705815Z SW EQUITY DEMAG CRANES AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000212_CC_FIRB 5493002MXX2JLKWLE880 567151Z SW EQUITY Duferco SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000213_CC_FIRB 549300I08UA8SMJON743 CH-270.3.002.354-9/ DUFN EB Equity Dufry international AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000214_CC_FIRB 549300ADLU67CYBFIW70 CH-645.1.008.684-9 Elsevier Finance SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000215_CC_FIRB 529900Y8BGAFVVVYVN24 GATE SE Equity gategroup Holding AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000216_CC_FIRB 213800SVRMQA1TD91D41 GIVN VX Equity Givaudan SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000217_CC_FIRB 213800PSSU2QXF1WLR89 GLEN LN EQUITY Glencore International AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000218_CC_FIRB 549300DHSS9U1QKJZG57 KvK 34275373 0000 1002136Z SW EQUITY GUNVOR INTERNATIONAL BV CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000219_CC_FIRB 529900EHPFPYHV6IQO98 HOLN VX EQUITY Holcim Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000220_CC_FIRB 529900Q0YED3805QXQ66 KUEHNE AND NAGEL INTERNATIONAL AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000221_CC_FIRB 52990074N8ID7UPV7A95 LIEBHERR-INTERNATIONAL AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000222_CC_FIRB 549300EFW4H2TCZ71055 Lonza Group AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000223_CC_FIRB KY37LUS27QQX7BB93L28 CH-550.0.067.293-5 CH0038863350 NESN.VX NESTLE SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000224_CC_FIRB 529900I2PEF1FN6N6723 2284161Z SW EQUITY Nord Stream AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000225_CC_FIRB NOVN VX EQUITY Novartis AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000226_CC_FIRB 549300HUJ5CJUX02RS52 OMV SUPPLY & TRADING AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000227_CC_FIRB 5299002JRTT699WFOV74 OMYA (Schweiz) AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000228_CC_FIRB 549300HMJAFUW4NSKI73 Paul Reinhart AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000229_CC_FIRB ROG VX EQUITY Roche Holding Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000230_CC_FIRB 529900PTQ0Z1J44SHZ08 CH-100.3.010.656-7 STLN SE Equity SCHMOLZ + BICKENBACH AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000231_CC_FIRB 549300R3N69ECGYPU434 SIK IX Equity Sika AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000232_CC_FIRB 213800Z8NOHIKRI42W10 NL0000226223 STM FP EQUITY STMICROELECTRONICS NV CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000233_CC_FIRB 5493000KUC3Z24U77V93 SLHN VX Equity Swiss Life Holding AG CH Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000234_CC_FIRB 5493005SL9HHOXS3B739 CHE-102.753.938 SCMN VX Equity Swisscom AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000235_CC_FIRB 549300HTOMQG20JYV568 SYNN VX Equity Syngenta AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000236_CC_FIRB KSVC38RP5WL6C6LJGG03 TYC US Equity Tyco International Ltd. CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000237_CC_FIRB 549300VBJS7MG74G2H60 Weatherford International Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000238_CC_FIRB WOS LN EQUITY Wolseley Plc CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000239_CC_FIRB XTA LN EQUITY Xstrata Plc CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000240_CC_FIRB 50ZCTKCMUDIABGHX3R52 Zurich Insurance Company CH Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000241_CC_FIRB 549300IF4IFG0FS0RM26 AESGENER CC Equity AES Gener S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000242_CC_FIRB 549300NLTGCFV7482429 CENCOSUD CC Equity Cencosud S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000243_CC_FIRB 549300YP3P0JZBLIV197 EMPRESA NACIONAL DEL PETROLEO CL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000244_CC_FIRB 549300G475ACIABB4385 USG49215AA73 CMPC CC Equity Inversiones CMPC S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000245_CC_FIRB 549300HX3UUDPEFTG707 LAN CC Equity Latam Airlines Group S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000246_CC_FIRB 549300RUPF4SKMJPUR70 BLT LN Equity Minera Escondida Limitada CL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000247_CC_FIRB 600031 CH EQUITY Sany Heavy Industry Co Ltd CN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000248_CC_FIRB A25574TZFLBNK7NWQT47 PRE CT Equity Pacific Rubiales Energy Corp. CO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000249_CC_FIRB 724500JV0VHPRVANL538 5778 ANN4327C1220 HUNTER DOUGLAS NV CW Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000250_CC_FIRB 213800MRTA64ULUE9919 CARBO ONE LIMITED CY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000251_CC_FIRB 549300OEZB4GETCGFX34 GUNVOR GROUP LTD CY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000252_CC_FIRB 549300IVA1PZNX2MN285 0163947D CY EQUITY Mercuria Energy Group Ltd CY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000253_CC_FIRB 2138001LK2Z2HSER4U15 PRS NO EQUITY PROSAFE CY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000254_CC_FIRB 31570010000000137835 1131604 29287391 ALTA, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000255_CC_FIRB 31570010000000116592 657856 25572881 ARMATURY Group a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000256_CC_FIRB 31570010000000075367 765380 28402758 BAK stavební společnost, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000257_CC_FIRB 31570010000000115525 834699 46504940 Cerea, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000258_CC_FIRB 31570010000000034336 1023328 70994226 České dráhy, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000259_CC_FIRB 315700CTFRL3U2DNMO58 633919 25085689 CETELEM ČR, a.s. CZ Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000260_CC_FIRB 529900S5R9YHJHYKKG94 CZ0005112300 CEZ CP EQUITY CEZ a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000261_CC_FIRB 315700XJHXU2PD40RU82 865668 48589837 DEKTRADE a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000262_CC_FIRB 529900C5PL4JGDILRZ94 837043 46678468 HOCHTIEF CZ a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000263_CC_FIRB 31570010000000099520 644725 25322257 IMOS Brno, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000264_CC_FIRB 31570010000000032687 1086806 931 METALIMEX a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000265_CC_FIRB 315700JDC49X4VSP6Z49 601013 14915 Metrostav a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000266_CC_FIRB 31570066GBSS7JYFEL35 817880 45193592 MJM Litovel a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000267_CC_FIRB 31570010000000120084 832322 46342796 OHL ŽS, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000268_CC_FIRB 31570010000000009116 699640 26463318 OTE, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000269_CC_FIRB 31570010000000026285 671247 25860038 Pars nova a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000270_CC_FIRB 315700LTSCT2O45NWM28 805950 43873189 PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000271_CC_FIRB 31570010000000115622 817271 45148155 Primagra, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000272_CC_FIRB 549300KL08IFWLTWLQ52 691287 26271303 Skanska a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000273_CC_FIRB 529900I8XOZDM4ZQSQ21 1025Z CP EQUITY Skoda Auto A.S. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000274_CC_FIRB 31570010000000031135 923751 62623753 ŠKODA TRANSPORTATION a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000275_CC_FIRB 213800Z39ZW4XHAAUA27 725860 27195147 SMP CZ, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000276_CC_FIRB 3157004ICDH3MRKW7534 889798 60193336 Telefónica Czech Republic, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000277_CC_FIRB 31570010000000055191 617997 18050646 TŘINECKÉ ŽELEZÁRNY, a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000278_CC_FIRB 3157007C98ILJK5ST356 609769 15886492 UniCredit Leasing CZ, a.s. CZ Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000279_CC_FIRB 315700EFFOU65ETZ0V16 886003 531766 UNISTAV a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000280_CC_FIRB 31570010000000001356 672337 25877950 VÍTKOVICE HEAVY MACHINERY a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000281_CC_FIRB 31570010000000003490 710607 26823357 VÍTKOVICE POWER ENGINEERING a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000282_CC_FIRB 31570010000000015033 697350 26415623 W.A.G. payment solutions, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000283_CC_FIRB 5493005KH7FO1T5TMX47 1236614-2 ASG GY Equity AachenMuenchener Lebensversicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000284_CC_FIRB 549300JSX0Z4CW0V5023 1319784-3 ADIDAS AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000285_CC_FIRB 549300X1WWPGMS47QQ72 1215807-7 ASG GY Equity Advocard Rechtsschutzversicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000286_CC_FIRB 529900SO83U6ISM6DL85 2832395-4 HRA36525B ALBA Group plc & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000287_CC_FIRB 529900K9B0N5BT694847 1100627-7 ALV GY Equity Allianz SE DE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000288_CC_FIRB 529900C058B9OTVFTU36 2033673-1 HRB98981 ASKLEPIOS KLINIKEN GMBH HAMBURG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000289_CC_FIRB 549300FJWANEIJ25D318 1545974-6 Atlas Copco Energas GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000290_CC_FIRB 529900YNBT62HCUPRG10 1106210-6 AUGUST STORCK KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000291_CC_FIRB 5299005SHIN9ZK7GW242 1124841-6 HRB1775 DE0006766504 NDA GY EQUITY Aurubis AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000292_CC_FIRB 529900PXZU3YHO6HMD80 1130123-1 Axel Springer SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000293_CC_FIRB 529900AJX4TCFW0QT666 1104883-2 B. Braun Melsungen Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000294_CC_FIRB 529900PM64WH8AF1E917 1102017-9 HRB6000 DE000BASF111 BAS GR EQUITY BASF SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000295_CC_FIRB 529900XMQYET3NBF2363 2192515-1 HRB101375 DE0005168108 B5A GY EQUITY Bauer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000296_CC_FIRB 549300J4U55H3WP1XT59 1109561-9 BAYN GY EQUITY Bayer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000297_CC_FIRB YEH5ZCD6E441RHVHD759 1103190-3 BMW GY EQUITY Bayerische Motoren Werke AG [BMW AG] DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000298_CC_FIRB 529900SM0FDLLYATXU36 1103233-1 BAYWA AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000299_CC_FIRB 5299001BUUGXAREGE533 1103821-3 BTG GR EQUITY Bertelsmann SE & Co. KGaA DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000300_CC_FIRB 529900H0HULEN2BZ4604 1114115-7 BWMAHRB710296 GBF GY Equity Bilfinger SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000301_CC_FIRB 529900XBEZ2EYI9ZOV89 3010079-6 BMG Rights Management GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000302_CC_FIRB 529900FOTM78R9Q9NY89 1163617-2 HRB75534 2340173Z GR EQUITY BOSCH UND SIEMENS HAUSGERATE GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000303_CC_FIRB NNROIXVWJ7CPSR27SV97 2926464-5 BNR GY EQUITY Brenntag AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000304_CC_FIRB 529900OQDCYXCLQOAY53 1105482-2 Burda Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000305_CC_FIRB 5299000XH7YX33EJZP65 2730972-3 CARL ZEISS AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000306_CC_FIRB 52990076MX7KD2XYCH67 1111099-6 HRB9517 DE000CLS1001 CLS1 GY EQUITY Celesio AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000307_CC_FIRB 529900O4ND7T8ABIXF67 1235957-6 Claas Kommanditgesellschaft auf Aktien mbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000308_CC_FIRB 529900A7YD9C0LLXM621 1106273-4 HRB3527 DE0005439004 CON GY EQUITY CONTINENTAL AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000309_CC_FIRB 2294277Z GR EQUITY Coutinho & Ferrostaal GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000310_CC_FIRB 5299007VZZKH65OCN774 2781995-2 Cronimet Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000311_CC_FIRB 5299008ODF4EFHRI0G60 2402196-6 HRB8957 7097181Z GR EQUITY CWS-boco International GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000312_CC_FIRB 5299005LEM60UYKU5235 1106512-5 DACHSER Group SE & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000313_CC_FIRB 529900R27DL06UVNT076 2344103-3 HRB19360 DAI GR EQUITY Daimler AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000314_CC_FIRB 5299006S0UKN6D9ZP412 2451917-5 DB NETZ AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000315_CC_FIRB 529900I2DLZPTFPENJ05 1106744-4 DEHNER GMBH & CO KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000316_CC_FIRB 5299005A2ZEP6AP7KM81 2537834-0 ANN GF Equity Vonovia SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000317_CC_FIRB 52990063S23N13HU4E98 1818189-1 HRB50000B DBHN GR EQUITY DEUTSCHE BAHN AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000318_CC_FIRB 529900PH63HYJ86ASW55 1107110-7 HRB2168 LHA GY EQUITY DEUTSCHE LUFTHANSA AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000319_CC_FIRB 52990063W8KQHQMF4M43 2623414-6 DPW GF Equity Deutsche Post Finance B.V. DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000320_CC_FIRB 529900ITHU5Y51F1S257 1107106-5 DEUTSCHE SPARKASSEN LEASING AG & CO KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000321_CC_FIRB 549300V9QSIG4WX4GJ96 2185287-6 HRB6794 DTE GY EQUITY DEUTSCHE TELEKOM AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000322_CC_FIRB 529900KSWLV9JYE7NC83 2095980-5 HRB34977 DFS Deutsche Flugsicherung GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000323_CC_FIRB 529900QTO8D2QK2TJG32 1107340-0 Diehl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000324_CC_FIRB 529900Y1AT9MQF6UYT42 2836050-1 HRB203044 DMK DEUTSCHES MILCHKONTOR GMBH BREMEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000325_CC_FIRB 529900YZNQ3MUUZ02M47 1117002-4 HRB242 Douglas Holding AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000326_CC_FIRB 5299004W7VTLPROHR533 1125242-6 HRA8242 DR AUGUST OETKER KG BIELEFELD DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000327_CC_FIRB 529900EWEX125AULXI58 3008027-9 PAH3 GY EQUITY Dr Ing HCF Porsche AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000328_CC_FIRB 5493005UFVHY0PPNKD75 1107708-8 HRB7903HL DE0005550602 DRW3 GY EQUITY Drägerwerk AG & Co. KGaA DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000329_CC_FIRB 52990076FKBR9THZ8C62 2779318-1 DYWIDAG-Systems International GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000330_CC_FIRB 529900Z8W8S8J1P7U364 1105067-1 HRA9905 E BREUNINGER GMBH CO STUTTGART DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000331_CC_FIRB Q9MAIUP40P25UFBFG033 1134262-3 HRB22315 EOAN GY EQUITY E.ON SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000332_CC_FIRB 5299000MT7P9STUCL908 1137158-0 Ed. Züblin Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000333_CC_FIRB 529900JSFZ4TS59HKD79 2331844-7 EBK GR EQUITY Energie Baden-Wurttemberg AG [EnBW] DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000334_CC_FIRB 549300OQ94C7KRGGC351 2177540-8 ASG GY Equity Envivas Krankenversicherung AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000335_CC_FIRB 529900G1B8AXELNRG982 ALV GY Equity Euler Hermes Deutschland AG DE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000336_CC_FIRB 41GUOJQTALQHLF39XJ34 1518676-0 154407Z GR EQUITY Evonik Industries AG (Evonic) DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000337_CC_FIRB 529900L64X6KZZW19R71 1108854-9 4501Z GR EQUITY EWE AG [Energieversorgung Weser-Ems] DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000338_CC_FIRB 529900D7N2PTTZWFWN57 2579145-0 F.S. Fehrer Automotive GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000339_CC_FIRB 529900EI7R9SCEJP4T76 1109776-3 00311027000005 FERROSTAAL GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000340_CC_FIRB 529900WBP9HFX10RKB30 1110203-5 FLUGHAFEN MUNCHEN GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000341_CC_FIRB 529900VHM89GUAJ1RK35 1114926-7 HRB25 1048Z GR EQUITY FRANZ HANIEL & CIE GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000342_CC_FIRB 5299001ERX0K10IZUL40 1110198-7 FRAPORT AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000343_CC_FIRB XDFJ0CYCOO1FXRFTQS51 1110492-4 HRB11852 DE0005785604 FRE GY EQUITY FRESENIUS SE & CO. KGAA DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000344_CC_FIRB 5299006NS9FCLFHZVL76 1578686-6 HRB714579 Freudenberg SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000345_CC_FIRB 529900KXMB40SPYJD743 2052428-6 HRB36569B 7013717Z GR EQUITY GAZPROM Germania GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000346_CC_FIRB 549300PHUU0ZZWO8EO07 1122951-5 GEA GR EQUITY GEA Group AG [Global Engineering Alliance] DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000347_CC_FIRB 529900JGEOQMCDYOK785 1135188-9 Gelsenwasser AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000348_CC_FIRB 529900F916IVP0TJZK88 1051383-6 HRA11722 GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000349_CC_FIRB 5299006GD4UWSYZOKC28 2877346-3 HRB56040 GXI GY Equity Gerresheimer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000350_CC_FIRB 529900OJM5EX75OD8032 1113335-2 Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000351_CC_FIRB 529900K6BWO03KP4GU58 1113443-4 Giesecke & Devrient Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000352_CC_FIRB 529900J0V7C8Z8MLN980 2943243-2 Gigaset Communications GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000353_CC_FIRB 529900LPAX2H9S4NKU05 1215951-3 Gothaer Finanzholding AG DE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000354_CC_FIRB 529900F4P4RV4Z50PI82 1114066-2 HRB527 GROSSKRAFTWERK MANNHEIM AG MANNHEIM DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000355_CC_FIRB HD52L5PJVBXJUUX8I539 2294348-4 HPL GR EQUITY Hapag-Lloyd AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000356_CC_FIRB 5299007CE1VJWKM99H49 1130882-2 HRB2680KI 4729Z GR EQUITY Hauptgenossenschaft Nord AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000357_CC_FIRB 529900MKHOFQI4A0XC48 2873755-9 HAWE Hydraulik SE DE Large corporate sample non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000358_CC_FIRB 52990022107L9199GO56 2588017-0 HDI Versicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000359_CC_FIRB 529900755OZXM37H4975 1115355-8 Heckler & Koch GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000360_CC_FIRB LZ2C6E0W5W7LQMX5ZI37 1126630-1 HRB330082 DE0006047004 HEI GY EQUITY HEIDELBERGCEMENT AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000361_CC_FIRB 529900ZM98OISTG16932 1115394-7 HDD GY Equity Heidelberger Druckmaschinen AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000362_CC_FIRB 529900PLX4ADJFWIY024 1135805-8 2550Z GR EQUITY Hella KGaA Hueck & Co DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000363_CC_FIRB 52990027B9ARY5AC8476 1115622-1 HELM AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000364_CC_FIRB 549300VZCL1HTH4O4Y49 1115688-2 HRB4724 DE0006048408 HEN3 GY EQUITY HENKEL AG & CO. KGAA DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000365_CC_FIRB 5493007EO7JOPWXHBJ27 1740986-3 HRB3364 Heraeus Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000366_CC_FIRB 529900BVZYMVDRRSXY68 1306869-7 HRB390485 3540636Z GR EQUITY HERRENKNECHT AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000367_CC_FIRB 529900O7US4NP0J6XD12 1179777-6 HETTICH HOLDING GMBH & CO OHG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000368_CC_FIRB 529900Y25S8NZIYTT924 1116241-9 HOT GY EQUITY Hochtief AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000369_CC_FIRB 5299008WW53GLXRORN29 1350826-2 HRB2311 HBM GY Equity Hornbach-Baumarkt-AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000370_CC_FIRB 529900LFVU534EBRXD13 1104693-5 HUGO BOSS AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000371_CC_FIRB TSI2PJM6EPETEQ4X1U25 2443536-4 IFX GY Equity Infineon Technologies AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000372_CC_FIRB 529900FFRTWZQXTTUB07 1193155-7 7573220Z GR EQUITY Intersnack Knabber-Gebäck GmbH & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000373_CC_FIRB 529900DJMOF0DTSWHO38 2850239-1 HRB40163 JUWI AG WÖRRSTADT DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000374_CC_FIRB 529900YURAYD4IJX2J91 1128982-4 HRB2669 SDF GY Equity K+S Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000375_CC_FIRB 1AW6P2GG0FOINEBZUQ05 VOD LN Equity Kabel Deutschland Vertrieb und Service GmbH. DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000376_CC_FIRB 529900WFRVF4SQ2EV734 1121308-9 HRA102851 509821Z GR EQUITY Kaufland Stiftung & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000377_CC_FIRB 529900CQ31CN6GV5LL52 2821686-9 NRWDUHRB20486 KCO GY Equity Kloeckner & Co. S.E. DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000378_CC_FIRB 5299001GRRO0Z25YZT52 1130169-4 Knorr-Bremse AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000379_CC_FIRB 529900IQ90WSXBWSTD78 1131272-5 KOENIG & BAUER AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000380_CC_FIRB 529900LUYJ0V8SOOT260 1173404-3 HRA4415 3612759z gr equity KRAFTVERKEHR NAGEL GMBH & CO. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000381_CC_FIRB 529900MAU9591GT2S236 2849255-1 KraussMaffei Technologies GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000382_CC_FIRB 529900NY2GSZWWUBW049 1120219-9 KRONES Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000383_CC_FIRB 529900BVAET534PD7C28 1119133-5 HRB21016 DE0006292006 KSB3 GY EQUITY KSB Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000384_CC_FIRB 529900VPRFDDIN7BE119 1117324-2 HRB22709 IWKG IX Equity KUKA AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000385_CC_FIRB 529900FR2K4P9L9XLV21 1119187-1 KWS SAAT SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000386_CC_FIRB 529900PTLRE72EMYIJ77 2451186-7 HRB53652 LXS GF Equity Lanxess AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000387_CC_FIRB 5299002HNCMIUBHOMK35 1121223-0 HRB202 DE0005408884 LEO GY EQUITY Leoni AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000388_CC_FIRB 529900EW0ZH7KAZ11H71 1797294-4 Lidl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000389_CC_FIRB WTV8QGD5UD7MMD4HS345 1121375-8 LIN GY Equity Linde AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000390_CC_FIRB 529900SL1W4KHVE18T81 1121582-9 LOHMANN + Co. AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000391_CC_FIRB 52990098TR1QJBWIYG58 1147145-5 MAHLE GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000392_CC_FIRB 52990018UPG26YRFSM46 1122332-8 HRB179426 DE0005937007 MAN GR EQUITY MAN SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000393_CC_FIRB 5299009Z8B0YE4ECMJ92 1044964-3 Media-Saturn Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000394_CC_FIRB 5299009WLGROB3HKM878 1522457-9 MEGGLE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000395_CC_FIRB 529900OAREIS0MOPTW25 2198479-4 HRB6164 MRK GF Equity Merck KGaA DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000396_CC_FIRB 5299001X9L42HXEBCZ51 1188960-7 MEO GY EQUITY Metro AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000397_CC_FIRB 529900JAY79MT50JBH87 MEYER WERFT GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000398_CC_FIRB 213800E45LWMBVNF3R85 3052190-0 NRWGRHRB8959 MNDI LN Equity Mondi Consumer Packaging International AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000399_CC_FIRB 529900807L67JY81RD65 2755947-5 MTX GY Equity MTU Aero Engines AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000400_CC_FIRB 529900ISR2VNZV1C0T93 1182822-5 MVV Energie AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000401_CC_FIRB 529900UXIUW801PQDI37 2597701-8 N-ERGIE AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000402_CC_FIRB 529900HVDYCUWVD0OE76 2551585-9 NORDEX SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000403_CC_FIRB 549300UH52ZS8O00MO03 1125476-0 Osram GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000404_CC_FIRB 529900LMI5FN0KFOE272 1125552-8 HRA62024 OTVR GR EQUITY OTTO (GMBH & CO.KG) DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000405_CC_FIRB 529900ELIX8Z8PQ6CU28 2593300-3 PAPIERFABRIK PALM GMBH & CO.KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000406_CC_FIRB 529900HT3KJHBHNHDT64 1397102-3 HRB6100 259743Z GR EQUITY PERI GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000407_CC_FIRB 52990037VWJGYKGP9877 1131747-6 HRA3551 2590Z GR EQUITY PHOENIX Pharmahandel GmbH & Co KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000408_CC_FIRB 5299008XQJHPTOF8R354 2696731-5 241336g 661074Z GR EQUITY Porsche Corporate Finance GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000409_CC_FIRB 529900NY0WWQUKOMWQ37 2399699-4 PSM GY EQUITY ProSiebenSat 1 Media SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000410_CC_FIRB 529900Z5KBA9KJP6EK09 1196360-0 R+V Versicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000411_CC_FIRB 5299001OU9CSE29O6S05 1127893-4 RHM GY EQUITY Rheinmetall AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000412_CC_FIRB 529900F0LT5OP4SV6122 1104684-4 Robert Bosch GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000413_CC_FIRB 529900BZ1C5S5WQENF25 2820967-4 HRB721056 ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000414_CC_FIRB 529900GB7KCA94ACC940 2531238-0 HRB14525 DE0007037129 RWE GY EQUITY RWE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000415_CC_FIRB 529900Q5SR06C5T8NO26 1128992-3 HRB8372 7015557Z GR EQUITY Salzgitter Mannesmann Handel GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000416_CC_FIRB 529900D6BF99LW9R2E68 1308819-0 SAP GY EQUITY SAP SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000417_CC_FIRB 529900JL0HDVGZMUJF32 3043578-8 Schaeffler Verwaltung Zwei GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000418_CC_FIRB 529900D8QMD1LL0E2393 2800313-5 Schletter GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000419_CC_FIRB 529900DG0F6AGQAP6N55 1131407-7 55234831 SCHOLZ Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000420_CC_FIRB 5299009QTM3SJL9BNR19 2209676-2 Schott AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000421_CC_FIRB 529900ZCRUJ3J5PYWX81 2577577-6 RPW GR EQUITY SENVION GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000422_CC_FIRB 52990038IB31TYK07X63 1129569-8 SGL GY Equity SGL Carbon SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000423_CC_FIRB W38RGI023J3WT1HWRP32 1129508-6 HRB12300B SIE GY EQUITY Siemens Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000424_CC_FIRB 529900M1LIO0SLOBAS50 1532176-3 HRB1562 DE0003304002 SOW GY EQUITY Software AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000425_CC_FIRB 549300WM0X4AUT710770 3278292-2 Springer Science+Business Media Deutschland GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000426_CC_FIRB 529900FMTTLMH0P0DL10 1473528-6 STADA Arzneimittel Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000427_CC_FIRB 549300YTRYZPM57T3319 1132051-2 STADTWERKE HANNOVER AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000428_CC_FIRB 529900QOJGJ2975GD560 2971375-7 Stahlgruber Otto Gruber AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000429_CC_FIRB 5299003M4PGUGL48LS74 3094881-4 Styrolution Group GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000430_CC_FIRB 529900Y2V1QWBDCBT818 2653119-4 Südwestdeutsche Medien Holding GmbH DE Large corporate sample non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000431_CC_FIRB 529900S8QNB101D40S72 1130211-4 SZU GY EQUITY Sudzucker AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000432_CC_FIRB 529900D82I6R9601CF26 2819960-2 HRB200436 SYMRISE AG HOLZMINDEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000433_CC_FIRB 529900P710MOUBKZDL27 2269857-5 HEESHRB85143 Techem GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000434_CC_FIRB 529900COI81IT9N2Y682 3009289-4 HRB180660 THÜGA HOLDING GMBH + CO KGAA MÜNCHEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000435_CC_FIRB 549300UDG16DOYUPR330 2411649-3 HRB9092 DE0007500001 TKA GR EQUITY THYSSENKRUPP AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000436_CC_FIRB 529900JBK6KNC4HSW032 1672825-5 Tönnies Holding GmbH & Co. KG DE Large corporate sample non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000437_CC_FIRB 52990021AYVJLL2XMK94 2182800-9 HRB16654 7010965Z GR EQUITY TRIMET ALUMINIUM SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000438_CC_FIRB 529900SL2WSPV293B552 1126744-0 TUI1 GY EQUITY TUI AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000439_CC_FIRB 3VEKWPJHTD4NKMBVG947 2353095-9 United Internet AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000440_CC_FIRB XQMNIROSQAS7Y9TT7I97 NRWKOHRA24116 LBTYA UW Equity Unitymedia Hessen GmbH & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000441_CC_FIRB 529900I1IDJLEXFUYN67 3340688-5 WELTBILD GMBH & CO. KG, AUGSBURG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000442_CC_FIRB 529900AGED6PJE9AVL37 3185940-8 Vier Gas Transport GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000443_CC_FIRB 52990023338VFV5AIN59 1134669-9 HRA3389 VIESSMANN WERKE GMBH CO KG ALLENDORF DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000444_CC_FIRB W24EDTPHEV8NJOD4FA29 1627667-7 VNG-Verbundnetz Gas Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000445_CC_FIRB 5299004TYSI0Z73QUE46 1227804-0 HRB725621 Voith GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000446_CC_FIRB 529900NNUPAGGOMPXZ31 1134796-0 VOW3 GY EQUITY Volkswagen AG [VW] DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000447_CC_FIRB 0NURKC5Q3CJYZPPK5046 1134904-0 WACKER CHEMIE AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000448_CC_FIRB 529900KKY5IMBX35M241 2679160-8 HRB7736 Wasser und Gas Westfalen GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000449_CC_FIRB 529900KQ44OJDIDU6J81 1135571-6 WEPA Hygieneprodukte GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000450_CC_FIRB 5299006E92R0717GXP27 3189637-6 HRA16706 0892272D GR EQUITY WINGAS GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000451_CC_FIRB 529900A8LX4KL0YUTH71 2543621-3 WDI GY Equity Wirecard AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000452_CC_FIRB 529900CAYOWB8YIG7X25 1136858-6 ZF FRIEDRICHSHAFEN AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000453_CC_FIRB 549300D2K6PKKKXVNN73 22756214 DK0010244425 MAERSKB DC EQUITY A.P.Møller-Mærsk A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000454_CC_FIRB 63965812 A/S SCHOUW & CO DK Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000455_CC_FIRB 549300ADWYS7RRJ8BG19 14244441 Aalborg Portland A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000456_CC_FIRB 549300Y047DQV30CKT47 49723911 ABENA HOLDING A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000457_CC_FIRB 549300PLP6WVTICKLD32 10526949 ALM. BRAND FORSIKRING A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000458_CC_FIRB 529900IJ6T4P1O10R377 25313763 ARLA FOODS A.M.B.A DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000459_CC_FIRB 25511484 Atea A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000460_CC_FIRB 213800KB128IK92MCD10 44782510 AVK Holding A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000461_CC_FIRB 2138009LJ6FGTV868W59 22069519 BYGMA GRUPPEN A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000462_CC_FIRB 5493008YL42784DMWN61 25508343 DK0010181676 CARLB DC EQUITY Carlsberg Breweries A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000463_CC_FIRB 27626904 Catering Engros A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000464_CC_FIRB 213800JF2XSR5NXGL660 12760043 Cheminova A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000465_CC_FIRB 549300MKPW8ZF3E8MW37 28318677 Chr. Hansen Holding A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000466_CC_FIRB 213800AWZ8U3FVALIO26 26259495 Coop Danmark A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000467_CC_FIRB 213800UW822WLK2HZF47 Copenhagen Airports Denmark ApS DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000468_CC_FIRB 529900BWY373HVUNIC90 28527411 Dagrofa ApS DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000469_CC_FIRB 13878595 Dagrofa S-Engros A/S (Foodservice) DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000470_CC_FIRB 213800FJJH5XFNFIAK90 23256118 Damstahl A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000471_CC_FIRB 5493007I2KABJNYPD639 20165715 DANFOSS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000472_CC_FIRB 59789317 Danish Agro A.M.B.A DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000473_CC_FIRB 21380063C9WS18D6WJ21 26121264 Danish Crown A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000474_CC_FIRB 2138007QUZXQLFGCSV45 24246930 DANSK LANDBRUGS GROVVARESELSKAB A DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000475_CC_FIRB 549300FQY6MX8USM0112 35954716 4166777Z DC EQUITY Dansk Supermarked A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000476_CC_FIRB 549300JUFTJMOTC28B39 28113951 Danske Commodities A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000477_CC_FIRB 213800ZCQ8X5QYJWVQ60 42344613 Det Danske Hedeselskab DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000478_CC_FIRB 549300JZVW1Y1UZ5UK38 14194711 DFDS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000479_CC_FIRB W9NG6WMZIYEU8VEDOG48 36213728 DONG Energy A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000480_CC_FIRB 529900X41C0BSLK67H70 58233528 DK0060079531 DSV DC EQUITY DSV A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000481_CC_FIRB 213800K83X1E9HF1MD69 55828415 DT Group A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000482_CC_FIRB 529900C0U279ORGJC950 45349918 Ecco Sko A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000483_CC_FIRB 213800Z47P2HZJKJSK23 75272014 EGM. INT. HOLD A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000484_CC_FIRB 549300JN1F17UXJMM315 17225898 ENERGI DANMARK A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000485_CC_FIRB 5299003X050CWGDW1Z87 Energinet.dk SOV DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000486_CC_FIRB 213800MXXDGQ3ITPXI41 58180912 DK0010234467 FLSMIDTH & CO. A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000487_CC_FIRB 549300036WZGCBDPDZ92 GF-Forsikring A/S (Unsolicited Ratings) DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000488_CC_FIRB 5493006R4KC2OI5D3470 56759913 H. Lundbeck A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000489_CC_FIRB 213800HTGI1CTA7CKP20 34728712 Hedegaard A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000490_CC_FIRB 213800NLXK98F6PC2R37 ISS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000491_CC_FIRB 549300RIPHN847476O42 J. LAURITZEN A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000492_CC_FIRB 54930032G32N1F8JBV10 KIRKBI INVEST A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000493_CC_FIRB UGKYQUOFW6QSIS3P4P93 47458714 LEGO DC EQUITY LEGO System A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000494_CC_FIRB 52990077KVK7QCK2NG31 56759514 LEO PHARMA A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000495_CC_FIRB 529900B5B2U7TIJN7757 MONJASA A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000496_CC_FIRB 213800WNLA5AH3U4WI67 12562233 MT HØJGAARD A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000497_CC_FIRB 549300UQ0QRC1KXGRE08 20293195 NEAS Energy A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000498_CC_FIRB 10845858 Nellemann Holding A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000499_CC_FIRB 529900197LKWCEQ0NL18 62725214 NKT HOLDING A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000500_CC_FIRB 2138007XB7AUOGS4N159 11142141 NORDIC SEAFOOD A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000501_CC_FIRB 2138005ON7KF6M74P542 81203113 Nordisk Dæk Import A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000502_CC_FIRB 549300DAQ1CVT6CXN342 NOVOB DC Equity Novo Nordisk A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000503_CC_FIRB 529900T6WNZXD2R3JW38 10007127 NOVOZYMES A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000504_CC_FIRB 213800LALFCP5FJXW153 62497718 Nowaco A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000505_CC_FIRB 213800PRY3GUP6B5GG04 39170418 OK A.m.b.A. DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000506_CC_FIRB 213800RE7TE67AUCJS21 11369677 Polar Seafood Denmark DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000507_CC_FIRB 213800QRC7LNX935OZ09 54879415 Rockwool International A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000508_CC_FIRB 42997811 SANISTÅL A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000509_CC_FIRB 549300M5XVDYG4I7CC28 14049673 Scan Global Logistics DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000510_CC_FIRB 5299003KG4JS99TRML67 31080185 SCANDINAVIAN TOBACCO GROUP A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000511_CC_FIRB 529900N96EOVRB114D28 14773908 DK0060228559 TDC DC EQUITY TDC A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000512_CC_FIRB 549300ZSIJREG4GDWJ45 Topdanmark A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000513_CC_FIRB 213800A5UXABGUQ3PX11 22460218 TORM A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000514_CC_FIRB 213800BIA5L8OPBER229 Tryg Forsikring A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000515_CC_FIRB 213800O8J7U9F8Q8VQ80 Tryg Garantiforsikring A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000516_CC_FIRB 14003606 Tulip Food Company A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000517_CC_FIRB 54930026SJ2OBLO6M470 25481968 Verdo A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000518_CC_FIRB 549300DYMC8BGZZC8844 00311171460005 VESTAS WIND SYSTEMS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000519_CC_FIRB 213800RM6L9LN78BVA56 71186911 WILLIAM DEMANT HOLDING A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000520_CC_FIRB 5493005044RTLQ5RZU70 Eesti Energia AS EE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000521_CC_FIRB 549300YENFNR57ZJ3X76 ABENER ENERGIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000522_CC_FIRB 8ZQH7RR6DBQZIX8PEQ84 ESA41002288 A41002288 ABG/P SM EQUITY ABENGOA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000523_CC_FIRB 549300GKFVWI02JQ5332 ESA08209769 A08209769 ABE SM EQUITY ABERTIS INFRAESTRUCTURAS SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000524_CC_FIRB 54930002KP75TLLLNO21 ESA31768138 A31768138 ANA SM EQUITY ACCIONA ENERGIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000525_CC_FIRB 95980020140005558665 ESA28004885 A28004885 ACS SM EQUITY Actividades de Construccion y Servicios SA [ACS Group] ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000526_CC_FIRB 213800NKU21ZN7P7RT54 ESA84409408 A84409408 AMS SM EQUITY Amadeus IT Group SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000527_CC_FIRB ESA26019992 A26019992 0468005D SM EQUITY AQUALIA GESTION INTEGRAL DEL AGUA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000528_CC_FIRB 95980020140005491929 A78839271 A3M ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000529_CC_FIRB 549300MXEGOT8MV1B924 ESA62186556 A62186556 ONO SM EQUITY CABLEUROPA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000530_CC_FIRB 549300CGERG48M7P5E96 CENTROS COMERCIALES CARREFOUR S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000531_CC_FIRB ESA46146387 A46146387 0612929D SM EQUITY COBRA INSTALACIONES Y SERVICIOS SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000532_CC_FIRB ESA20001020 A20001020 CAF SM EQUITY CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000533_CC_FIRB 95980020140005319366 ESA48012009 A48012009 OLE SM EQUITY DEOLEO SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000534_CC_FIRB 54930063C6K2TNFL6H10 DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000535_CC_FIRB ESA15139314 A15139314 DRC SM EQUITY DRAGADOS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000536_CC_FIRB 529900U1P1JEV71EBO44 ESA28006104 A28006104 4367465Z SM EQUITY EADS CONSTRUCCIONES AERONAUTICAS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000537_CC_FIRB 95980020140005374753 ESA28017895 A28017895 1082z sm equity EL CORTE INGLES S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000538_CC_FIRB 95980020140005491250 A48027056 ENO ELECNOR S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000539_CC_FIRB 213800VIN4XHLVFIOE10 A86484334 ENG SQ Equity Enagas Transportes, S.A.U. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000540_CC_FIRB 549300LHK07F2CHV4X31 ESA28023430 A28023430 ELE SM EQUITY ENDESA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000541_CC_FIRB 95980020140005732198 ESCAL UGS S L ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000542_CC_FIRB 95980020140005757903 ESA81939209 A81939209 FER SM EQUITY Ferrovial SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000543_CC_FIRB 95980020140005178328 ESA28037224 A28037224 FCC SM EQUITY FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000544_CC_FIRB 549300CKUXDA0CKRQJ56 ESA80477144 A80477144 GAM SM EQUITY GAMESA ENERGIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000545_CC_FIRB TL2N6M87CW970S5SV098 ESA08015497 A08015497 GAS SM EQUITY GAS NATURAL S.D.G. S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000546_CC_FIRB 95980020140005484363 ESB48943864 B48943864 495294Z SM EQUITY GESTAMP AUTOMOCION S L ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000547_CC_FIRB ESA58389123 A58389123 GRF SM EQUITY GRIFOLS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000548_CC_FIRB 213800OILC5Q9AR63B63 A09092305 Grupo Antolin-Irausa, S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000549_CC_FIRB ESA84173947 A84173947 1234Z SM EQUITY GRUPO ISOLUX CORSAN SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000550_CC_FIRB 5QK37QC7NWOJ8D7WVQ45 ESA48010615 A48010615 IBE SM EQUITY Iberdrola SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000551_CC_FIRB 549300GEL7LRGKK0DG70 Iberia Lineas Aereas de Espana S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000552_CC_FIRB GGYEFW27TI7Q3C3XB343 INDUSTRIA DE DISEÑO TEXTIL S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000553_CC_FIRB 95980020140005007414 INMOBILIARIA COLONIAL SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000554_CC_FIRB 549300D4HOJHH0LSET81 ESA41694266 A41694266 4516287Z SM EQUITY INSTALACIONES INABENSA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000555_CC_FIRB 95980020140005317620 ISOLUX INGENIERIA, S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000556_CC_FIRB 95980020140005606874 IZASA DISTRIBUCIONES TECNICAS S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000557_CC_FIRB 529900S4UWJNVO9LEH81 A60195278 4374129Z LIDL SUPERMERCADOS S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000558_CC_FIRB UIUPNLHSQI58ZL7O2J82 A78346558 MAP SQ Equity Mapfre Re, Compania de Reaseguros, S.A. ES Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000559_CC_FIRB 95980020140005021479 ESA79075438 A79075438 MEDIASET ESPAÑA COMUNICACION S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000560_CC_FIRB ESA78304516 A78304516 MEL SM EQUITY Melia Hotels International SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000561_CC_FIRB 95980020140005311703 NAVANTIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000562_CC_FIRB 95980020140005395317 ESA48010573 A48010573 OHL SM EQUITY OBRASCON HUARTE LAIN S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000563_CC_FIRB ESA36603587 A36603587 PVA SM EQUITY PESCANOVA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000564_CC_FIRB 549300N94L4D5NDBFG97 ESA28430882 A28430882 PROSEGUR COMPAÑIA DE SEGURIDAD S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000565_CC_FIRB 54930070W8XSY31XK130 ESA78003662 A78003662 REE SM EQUITY Red Electrica de Espana SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000566_CC_FIRB BSYCX13Y0NOTV14V9N85 A78374725 ES0273516007 REP GY Equity Repsol, S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000567_CC_FIRB ESA08000820 A08000820 DMM XT EQUITY S A DAMM ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000568_CC_FIRB 549300QHD5DP0GOPGX63 SOVENA ESPANA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000569_CC_FIRB 213800JEZBUPZKWJGF49 ESA28092583 A28092583 TRE SM EQUITY TECNICAS REUNIDAS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000570_CC_FIRB 549300EEJH4FEPDBBR25 KvK 24269798 0000 TEF SM EQUITY TELEFONICA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000571_CC_FIRB ESA08356727 A08356727 TST SM EQUITY TESTA INMUEBLES EN RENTA S.A. ES Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000572_CC_FIRB 549300FM9ZIJB5FCS825 TWINS ALIMENTACION SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000573_CC_FIRB 95980020140005462150 ESA79524054 A79524054 571979Z URBASER S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000574_CC_FIRB 5299008CBH6EAEH1VZ37 ESA28293348 A28293348 WORLD DUTY FREE GROUP S.A.U., ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000575_CC_FIRB 743700FHGZEV5UGCB005 FI0009010391 AHL1V FH EQUITY Ahlstrom Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000576_CC_FIRB 529900Q14KI1SCMIMO82 Bayer Nordic SE FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000577_CC_FIRB 5493002B0GOVF42KWX33 Cargotec Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000578_CC_FIRB 549300P8N0P6KDGTJ206 XS0946179529 TY2 GS Equity Citycon OYJ FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000579_CC_FIRB 743700TU2S3DXWGU7H32 0116510-6 XS0973806861 EIA GM Equity Elisa Corporation FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000580_CC_FIRB 7437006ZZI1F7CUA5518 Fingrid Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000581_CC_FIRB 213800SB6EOB8SSK9W63 FI0009003230 FIA1S FH EQUITY Finnair Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000582_CC_FIRB 743700BKTW4EQIVKYY42 FI0009000400 FIS1V FH EQUITY Fiskars Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000583_CC_FIRB 635400IUIZZIUJSAMF76 FI0009007132 FUM1V FH EQUITY Fortum Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000584_CC_FIRB 74370031Y7RK5H88CQ48 FI0009004824 KRA1V FH EQUITY Kemira Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000585_CC_FIRB 743700OX6HSVMCAHPB95 KESKO OYJ FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000586_CC_FIRB 2138001CNF45JP5XZK38 1927400-1 HRB57225 KC4 GR EQUITY Kone GmbH FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000587_CC_FIRB 2138007FRMWVPUDCMA45 FI0009007835 MEO1V FH EQUITY Metso Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000588_CC_FIRB 5493009GY1X8GQ66AM14 FI0009013296 NES1V FH EQUITY Neste Oil Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000589_CC_FIRB 549300A0JPRWG1KI7U06 FI0009000681 NOK1V FH EQUITY Nokia Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000590_CC_FIRB 743700YQIO8Y4L4WKR40 Nokian Renkaat Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000591_CC_FIRB 74370061PO7C10E3PA54 Norilsk Nickel Harjavalta Oy FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000592_CC_FIRB 5493009YRUJJDCFF0R80 FI0009002422 OUT1V FH EQUITY Outokumpu Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000593_CC_FIRB 549300R0VN9C371W0E07 FI0009014575 OTE1V FH EQUITY Outotec Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000594_CC_FIRB 743700X6KUJ0Z8GJIF03 POHJOLAN VOIMA OY FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000595_CC_FIRB 743700CIR72J2LJZO637 Ramirent Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000596_CC_FIRB 743700XJC24THUPK0S03 FI0009007694 SAA1V FH EQUITY Sanoma Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000597_CC_FIRB 743700IFQI6W89M1IY95 STOCKMANN OYJ ABP FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000598_CC_FIRB 7437000ZP669LKUTZ738 STERV FH EQUITY Stora Enso Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000599_CC_FIRB 743700LQ48IZBTZN4S52 0196656-0 XS1043513529 Teollisuuden Voima Oyj(TVO) FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000600_CC_FIRB 743700PKLY067IZIF588 Tikkurila Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000601_CC_FIRB 213800EC6PW5VU4J9U64 FI0009005987 UPM1V FH EQUITY UPM-Kymmene Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000602_CC_FIRB 743700G7A9J1PHM3X223 FI0009003727 WRT1V FH EQUITY Wärtsilä Oyj Abp FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000603_CC_FIRB 549300TLDC3IQX97WU26 Wihuri Packaging Oy FI Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000604_CC_FIRB 529900M13GM4VSTE6W80 YIT Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000605_CC_FIRB 969500QZC2Q0TK11NV07 AC FP EQUITY Accor SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000606_CC_FIRB 969500PJMBSFHYC37989 ADP FP Equity Aeroports de Paris S.A. (ADP) FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000607_CC_FIRB 969500AQW31GYO8JZD66 FR0000031122 AIR FRANCE -KLM FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000608_CC_FIRB 969500MMPQVHK671GT54 AI FP EQUITY Air Liquide SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000609_CC_FIRB 969500RAZNDFVFATTJ14 ALCATEL LUCENT INTERNATIONAL FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000610_CC_FIRB 969500CCRD8GYWLG6R54 542019096 FR0000130007 ALU FP EQUITY Alcatel Lucent S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000611_CC_FIRB 969500TZFFAS8XMVPQ44 ALALF UV Equity ALCATEL-LUCENT SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000612_CC_FIRB 549300W64S5Q0I46LK20 ALSTOM HOLDINGS SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000613_CC_FIRB 96950032TUYMW11FB530 ALO FP EQUITY Alstom SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000614_CC_FIRB 9695007B0RXQCHHTGR34 305207169 AREVA FP EQUITY AREVA NC FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000615_CC_FIRB 96950026BLIV09FMSM49 AKE FP EQUITY Arkema Group SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000616_CC_FIRB ATO FP EQUITY Atos Origin SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000617_CC_FIRB 213800U12KWYZEECZ934 572139996 ASF FP EQUITY AUTOROUTES DU SUD DE LA FRANCE SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000618_CC_FIRB 9695002SV2VP9CU42826 ARR FP EQUITY Autoroutes Paris-Rhin-Rhone SA [APRR] FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000619_CC_FIRB F5WCUMTUM4RKZ1MAIE39 AXA SA FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000620_CC_FIRB 969500MOCLNQFNZN0D63 572015246 EN LI Equity BOUYGUES SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000621_CC_FIRB 96950077L0TN7BAROX36 CAP FP EQUITY Cap Gemini Sogeti SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000622_CC_FIRB 549300B8P6MUJ1YWTS08 CA FP EQUITY Carrefour SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000623_CC_FIRB 969500VHL8F83GBL6L29 554501171 FR0000125585 CO FP EQUITY CASINO GUICHARD — PERRACHON FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000624_CC_FIRB 9695001K81BDUET02H66 CGM FP EQUITY Cegedim SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000625_CC_FIRB 969500FCVQ5SLAAUJV59 GA S1 Equity CGG FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000626_CC_FIRB 969500WESYQMQ1F2C272 CHRISTIAN DIOR FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000627_CC_FIRB 969500BZJ49IICIBZZ08 CMA CGM S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000628_CC_FIRB 969500QKVPV2H8UXM738 CNP FP Equity CNP Assurances FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000629_CC_FIRB 213800CP8292W9E8LJ69 552115891 DG FP Equity Cofiroute FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000630_CC_FIRB 969500DZBBMYHB8NAM93 552025314 FR0000121634 RE FP EQUITY COLAS SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000631_CC_FIRB NFONVGN05Z0FMN5PEC35 SGO FP EQUITY Compagnie de Saint-Gobain SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000632_CC_FIRB 549300SOSI58J6VIW052 ML FP EQUITY Compagnie Generale des Etablissements Michelin SCA [CGEM] FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000633_CC_FIRB 969500D8BWYH453FLN28 CRISTAL UNION FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000634_CC_FIRB 85OKW2SW05RZFQS1W718 JJ FP EQUITY Crown European Holdings SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000635_CC_FIRB 969500H6VMRN7AY1ZU14 441133808 85117Z FP EQUITY DCNS FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000636_CC_FIRB 9695006LOD5B2D7Y0N70 EDEN FP Equity Edenred S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000637_CC_FIRB FR0000130452 FGR FP EQUITY Eiffage SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000638_CC_FIRB 549300X3UK4GG3FNMO06 FR0010242511 EDF FP EQUITY Electricite de France SA [EDF] FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000639_CC_FIRB 9695001HM585I0NEI780 380543678 Elior FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000640_CC_FIRB 549300LUH78PG2MP6N64 Eramet SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000641_CC_FIRB 549300M3VH1A3ER1TB49 712049618 FR0000121667 EI FP EQUITY ESSILOR INTERNATIONAL FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000642_CC_FIRB 529900HC20ELW4B6XI30 Euler Hermes France FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000643_CC_FIRB 52990087UKA0U2TO8412 352383715 117052Z FP EQUITY EUROCOPTER SAS FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000644_CC_FIRB MINO79WLOO247M1IL051 EAD FP Equity European Aeronautic Defence & Space Co NV [EADS] FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000645_CC_FIRB 549300MCOOY1V7P2PG30 ETL FP Equity Eutelsat S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000646_CC_FIRB 969500WASBF8AZP8TC02 323288563 FR0000053142 LEY FP EQUITY FAIVELEY TRANSPORT FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000647_CC_FIRB 969500F0VMZLK2IULV85 FR0000121147 EO FP EQUITY Faurecia S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000648_CC_FIRB 969500UPKU9VF8XAEU18 775625767 1044Q FP EQUITY FINANCIERE AGACHE SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000649_CC_FIRB 969500P8M3W2XX376054 Fonciere des Regions FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000650_CC_FIRB 969500MCOONR8990S771 FTE FP EQUITY France Telecom SA / Orange SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000651_CC_FIRB 5493005GNGE7UFJCIL03 FBEL FP EQUITY Fromageries Bel SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000652_CC_FIRB 969500YWO65OHPVAHN71 GALERIES LAFAYETTE FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000653_CC_FIRB LAXUQCHT4FH58LRZDY46 FR0010208488 GSZ FP EQUITY GDF Suez SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000654_CC_FIRB 5299007I0OJCYZX6IL07 GEA Batignolles Technologies Thermiques SAS FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000655_CC_FIRB 9695003E4MMA10IBTR26 592014476 Gecina FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000656_CC_FIRB 9695004TMMZ3JBKJO332 377791967 UG FP Equity GIE PSA Tresorerie FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000657_CC_FIRB 969500ASEC557H5A4F22 476180625 Groupe Auchan S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000658_CC_FIRB 969500KMUQ2B6CBAF162 BN FP EQUITY Groupe Danone SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000659_CC_FIRB 969500O3KMCBQT8KGK58 Groupe Soufflet SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000660_CC_FIRB 969500FY5T5MLH4G9A95 RIA FP EQUITY Groupe Steria SCA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000661_CC_FIRB 969500LYSYS0E800SQ95 408168003 Holding Bercy Investissement SCA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000662_CC_FIRB 969500I3QVK40XEORU25 495137077 HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000663_CC_FIRB 969500UDH342QLTE1M42 582074944 FR0000035081 ICAD FP EQUITY ICADE FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000664_CC_FIRB 969500FZ9BTRZS3JNB97 342376332 FR0004035913 ILD FP EQUITY ILIAD FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000665_CC_FIRB 54930075MZSSIB2TGC64 449354224 FR0000120859 NK FP EQUITY IMERYS S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000666_CC_FIRB 9695002OY2X35E9X8W87 Ipsos SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000667_CC_FIRB 549300ORN5E1P46ATH26 440413730 IT IM Equity Italcementi Finance S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000668_CC_FIRB 9695009KV7AFPDEI5S30 DEC FP EQUITY JCDecaux SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000669_CC_FIRB 549300VGEJKB7SVUZR78 552075020 PP IM Equity Kering S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000670_CC_FIRB 969500PB4U31KEFHZ621 780152914 Klepierre S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000671_CC_FIRB 969500L0T16HX3R78P61 La Mondiale FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000672_CC_FIRB 9695000YG7TR7PAP0L59 222691Z FP EQUITY La Poste [France] FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000673_CC_FIRB 969500O558W10MK2JF76 Labco SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000674_CC_FIRB 549300DNNL29KCEPRZ85 FR0000120537 LG FP EQUITY Lafarge SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000675_CC_FIRB 969500VX2NV2AQQ65G45 MMB FP EQUITY Lagardere SCA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000676_CC_FIRB 969500TJLHIZLFRWEQ48 FR0010307819 LR FP EQUITY Legrand FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000677_CC_FIRB 969500C0B8YR7HT3OM14 221202Z FP EQUITY Limagrain SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000678_CC_FIRB 529900JI1GG6F7RKVI53 FR0000120321 OR FP EQUITY L'Oréal FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000679_CC_FIRB IOG4E947OATN0KJYSD45 MC FP EQUITY LVMH Moet Hennessy Louis Vuitton SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000680_CC_FIRB MDCA FP EQUITY Medica France SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000681_CC_FIRB 969500081CGAXB7YS433 424064707 Mercialys FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000682_CC_FIRB 969500DZ56QVIKRIU954 Monoprix SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000683_CC_FIRB 96950015FU78G84UIV14 NEX FP EQUITY Nexans SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000684_CC_FIRB 549300DMQNOND6LEVJ13 Novacap SA FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000685_CC_FIRB 969500CDLQKYAR1PT761 NutriXo SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000686_CC_FIRB 969500SHDTSMKBXKKO85 Oberthur Technologies S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000687_CC_FIRB 52990097YFPX9J0H5D87 FR0000120693 RI FP EQUITY PERNOD RICARD S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000688_CC_FIRB 969500TZ5950IT5FPQ42 UG FP EQUITY Peugeot SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000689_CC_FIRB 969500C0PA29TV19CT55 221410Z FP EQUITY Picard Surgeles SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000690_CC_FIRB PP FP EQUITY Pinault Printemps Redoute SA [PPR] FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000691_CC_FIRB 2138004KW8BV57III342 FR0000130577 PUB FP EQUITY Publicis Groupe SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000692_CC_FIRB 969500AI7V5V0J9TOU58 RAL FP EQUITY Rallye SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000693_CC_FIRB 5493004V6A3Z027YT216 RCO FP Equity Remy Cointreau S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000694_CC_FIRB 969500F7JLTX36OUI695 FR0000131906 RNO FP EQUITY RENAULT S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000695_CC_FIRB 969500VZN4KDEZ14C105 412280737 224063Z FP EQUITY RESEAU FERRE DE FRANCE FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000696_CC_FIRB 969500N6AVPA51648T62 RXL FP Equity Rexel SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000697_CC_FIRB 969500FO141C5967KC72 Roquette Freres FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000698_CC_FIRB 969500JRJW0K2ET1UP76 444619258 226514Z FP EQUITY RTE EDF TRANSPORT SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000699_CC_FIRB 969500UIC89GT3UL7L24 SAF FP EQUITY Safran SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000700_CC_FIRB 549300E9PC51EN656011 395030844 SAN FP Equity SANOFI S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000701_CC_FIRB 969500A1YF1XUYYXS284 SU FP EQUITY Schneider Electric SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000702_CC_FIRB 96950056ULJ4JI7V3752 SCR FP Equity SCOR SE FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000703_CC_FIRB 969500WP61NBK098AC47 SK FP EQUITY SEB SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000704_CC_FIRB 969500KDAUM9TYWQTR36 470801168 286575Z FP EQUITY SOC NATIONALE IMMOBILIERE FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000705_CC_FIRB 969500LCBOG12HXPYM84 SW FP EQUITY Sodexho Alliance SA [Sodexo] FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000706_CC_FIRB 9695005U38X1SF184325 552028425 QS3 GF Equity Solocal Group FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000707_CC_FIRB 969500VEVOWR22R2YR86 9876578Z FP Equity Sonepar SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000708_CC_FIRB 969500A4MXJ3ESPHK698 552049447 224507Z FP EQUITY STE NATIONALE DES CHEMINS DE FER FRANCAIS FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000709_CC_FIRB 9695001UJ7FMZ37G6N39 572119550 593377Z FP EQUITY SUCRES ET DENREES FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000710_CC_FIRB 9695002EVBYM5B2OIP31 4699377Z FP Equity Tarkett SAS FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000711_CC_FIRB 969500NQMNC0PVUY8V74 TEC FP EQUITY Technip SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000712_CC_FIRB 529900FNDVTQJOVVPZ19 HO FP EQUITY Thales SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000713_CC_FIRB 542051180 FR0000120271 FP FP EQUITY TOTAL SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000714_CC_FIRB 969500BWNQ1B0PI06I59 492520333 Tyrol Acquisition 2 SAS FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000715_CC_FIRB 969500SHQITWXSIS7N89 682024096 FR0000124711 UL NA EQUITY UNIBAIL RODAMCO SE FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000716_CC_FIRB 5493006IH2N2WMIBB742 FR FP Equity Valeo S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000717_CC_FIRB 969500P2Q1B47H4MCJ34 VK FP EQUITY Vallourec SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000718_CC_FIRB 969500LENY69X51OOT31 VIE FP EQUITY Veolia Environnement SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000719_CC_FIRB 9695009YI1863TOVDP79 Vicat SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000720_CC_FIRB 213800WFQ334R8UXUG83 DG FP EQUITY Vinci SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000721_CC_FIRB 969500FU4DRAEVJW7U54 VIV FP EQUITY Vivendi SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000722_CC_FIRB 969500M98ZMIZYJD5O34 572174035 MF FP Equity Wendel FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000723_CC_FIRB 969500SFFMSIHH11UO32 ZC FP EQUITY Zodiac Aerospace SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000724_CC_FIRB 549300MJIRPTCHAYW359 7847174 ABP Finance Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000725_CC_FIRB 213800B4XZJ3ZDM7CL47 AFR LN Equity Afren plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000726_CC_FIRB 2138003R7TGCSVF27H47 SC177553 GB00B4WQ2Z29 AGK LN Equity AGGREKO PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000727_CC_FIRB 213800HPMHRN3PT62M97 06279732 0807384D LN EQUITY AIRTANKER FINANCE LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000728_CC_FIRB DTA07N5U5HK2KC1SCM04 01675285 GB0000282623 AMEC Foster Wheeler plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000729_CC_FIRB 2Y33NQ5FPI8PR8L9QX13 2854310 AML LN Equity Amlin PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000730_CC_FIRB 213800DL377MH46PDY63 4330322 Anglian Water Services Financing Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000731_CC_FIRB 549300S9XF92D1X8ME43 3564138 GB00B1XZS820 AAL LN EQUITY Anglo American Plc. GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000732_CC_FIRB VVT2B79I2Z4U3R6BY589 7876075 AON UN Equity Aon plc GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000733_CC_FIRB GB00B15Y0C52 AP ALTERNAT ASSETS GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000734_CC_FIRB 549300F4RYR1DNTO2O39 6137924 Arqiva Financing No. 1 Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000735_CC_FIRB GBQKSY6W7G0OHCQ8OQ72 293262 ABF LN Equity Associated British Foods PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000736_CC_FIRB PY6ZZQWO2IZFZC3IOL08 2723534 ZEG GY Equity AstraZeneca PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000737_CC_FIRB YF0Y5B0IB8SM0ZFG9G81 2468686 AV/ LN EQUITY Aviva Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000738_CC_FIRB 213800TSKOLX4EU6L377 02342138 GB0009697037 BAB LN Equity Babcock International Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000739_CC_FIRB 8SVCSVKSGDWMW2QHOH83 1470151 BA/ LN EQUITY BAE Systems Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000740_CC_FIRB CT4UIJ3TUKGYYHMENQ17 395826 GB0000961622 BBY LN EQUITY Balfour Beatty plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000741_CC_FIRB 2138006R85VEOF5YNK29 604574 BDEV LN EQUITY Barratt Developments Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000742_CC_FIRB 2138001T2QEV5RXMFI32 00053688 GB00B1FP8915 BBA LN Equity BBA AVIATION PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000743_CC_FIRB 1480047 BRSN LN Equity Berendsen Plc [ex-Davis Service Group Plc] GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000744_CC_FIRB 0134146D LN Equity Best Buy Europe Distributions Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000745_CC_FIRB V1LV067AJN766PCJIG11 3763515 BG/ LN Equity BG Energy Holdings Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000746_CC_FIRB 549300C116EOWV835768 3196209 BLT LN Equity BHP Billiton Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000747_CC_FIRB VK07P8T49UYFO085O712 3114356 BMW HB Equity BMW (UK) Capital plc GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000748_CC_FIRB 213800V93QFW53NB7Y29 1036959 Bodycote International Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000749_CC_FIRB 213800TGK6XXFA2TBO31 3558065 Boparan Holdings Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000750_CC_FIRB 213800M11ELCLQ8VF938 4011660 Bourne Leisure Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000751_CC_FIRB 549300ZPID4GQRDWI318 1104733-9 HRB113611 BP/ LN EQUITY BP Europa SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000752_CC_FIRB G1KG0OQD10NOMCMLDZ35 00542515 BP/ LN EQUITY BP INTERNATIONAL LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000753_CC_FIRB 213800MBRRUVQIONAN53 4578621 BXB AT Equity Brambles Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000754_CC_FIRB 549300136VSBKI0Q8750 5262170 Brenntag UK Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000755_CC_FIRB 375X9PSJLLOV7F21O626 01777777 IAG LN EQUITY BRITISH AIRWAYS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000756_CC_FIRB 2138001S874P3WKNCV04 3407696 BATS LN EQUITY British American Tobacco Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000757_CC_FIRB 5493000IBP32UQZ0KL24 RC000057 British Broadcasting Corporation GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000758_CC_FIRB RV5B68J2GV3QGMRPW209 621920 British Land Company PLC (The) GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000759_CC_FIRB 2138003TS48MQKF4BZ29 9256967 BSY LN EQUITY British Sky Broadcasting Group Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000760_CC_FIRB 549300OWFMSO9NYV4H90 01800000 BT/A LN EQUITY BRITISH TELECOMMUNICATIONS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000761_CC_FIRB 635400L3NVMYD4BVCI53 5604923 BVIC LN Equity Britvic PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000762_CC_FIRB 358948 GB00B0744B38 BNZL LN EQUITY BUNZL PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000763_CC_FIRB ZIMCVQHUFZ8GVHENP290 2779134 Bupa Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000764_CC_FIRB 213800J3MPR8KO94D535 3458224 BRBY LN Equity Burberry Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000765_CC_FIRB 213800UL7Z7B6GLBZ213 3314066 C&J Clark Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000766_CC_FIRB CMIGEWPLHL4M7ZV0IZ88 2081330 CPI LN EQUITY Capita Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000767_CC_FIRB 6SNZTEXLR1M5211YYB89 CLLN LN EQUITY Carillion Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000768_CC_FIRB 4DR1VPDQMHD3N3QW8W95 4039524 CCL LN EQUITY Carnival Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000769_CC_FIRB 2138001E12GWLLDQQF16 7105905 CPW LN Equity DIXONS CARPHONE PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000770_CC_FIRB E26EDV109X6EEPBKVH76 3033654 GB00B033F229 CNA LN EQUITY CENTRICA PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000771_CC_FIRB 549300IF6EUDVXYQI061 5900853 CEVA Group plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000772_CC_FIRB 213800U9A54VQJ5P2J41 86662 CHG LN Equity Chemring Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000773_CC_FIRB 213800J2J3TOOI176M73 5212407 CINE LN Equity CINEWORLD GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000774_CC_FIRB 213800A41R9NL49E5632 00030470 GB00B07KD360 COB LN Equity COBHAM PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000775_CC_FIRB 2138008M6MH9OZ6U2T68 4083914 CPG LN EQUITY Compass Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000776_CC_FIRB 6354003CVDDPNXREIR29 FC031117 CPUK Finance Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000777_CC_FIRB 4OFD47D73QFJ1T1MOF29 184594 DMGT LN Equity Daily Mail and General Trust Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000778_CC_FIRB 213800NPR9YDSBO86U08 03162897 GB0002502812 DAIRY CREST GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000779_CC_FIRB 5493007MMUEIF4NJG110 5448421 DEB LN EQUITY Debenhams Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000780_CC_FIRB 213800J4UVB5OWG8VX82 3369634 DPH LN Equity Dechra Pharmaceuticals PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000781_CC_FIRB 213800BXKQ9KZNUR1M61 1819699 Derwent London PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000782_CC_FIRB 213800ZVIELEA55JMJ32 23307 DGE FP Equity Diageo plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000783_CC_FIRB 2138005HMFMTYXNEEX13 SC000750 DIAGEO SCOTLAND LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000784_CC_FIRB 5299004HGJWHJ71M5T77 5671205 DNL UK LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000785_CC_FIRB 2138001GRMZ39JRSE316 01363137 GB0002748050 DNO LN Equity DOMINO PRINTING SCIENCES PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000786_CC_FIRB 39RSBE4RCI4M15BLWH36 1377658 SMDS LN EQUITY DS Smith Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000787_CC_FIRB 2138001LSWETH5TDQG53 2366777 DWR Cymru Cyfyngedig GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000788_CC_FIRB 213800U5R8Q5KGM2KU56 2366906 Eastern Power Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000789_CC_FIRB 549300XUUK1H52EDCK10 EDC Finance Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000790_CC_FIRB 549300ZM2QCFG22BOJ03 2366949 Electricity North West Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000791_CC_FIRB 549300KVXDURRKVW7R37 647788 ECM LN EQUITY Electrocomponents Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000792_CC_FIRB 2138008LJU6WFQWOXJ73 7140891 ENQ LN Equity EnQuest plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000793_CC_FIRB 7N0UJMJLXD0MDT5D5086 7023598 Ensco plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000794_CC_FIRB 549300V1O67HJV48FS61 6845434 ENW Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000795_CC_FIRB 5493007MOZNA03BVNE96 5444653 ESNT LN Equity ESSENTRA PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000796_CC_FIRB 21380023G8LF55V46281 02954623 EUROPEAN METAL RECYCLING LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000797_CC_FIRB 213800SVCZ6YZ8YJI569 2462001 4379945Z LN Equity Eurostar International Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000798_CC_FIRB 5493002X7O83FCJVYO69 7329930 Eversholt Funding Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000799_CC_FIRB JPO68XMABX4DR21BNE65 8263590 0274811Z LN Equity Everything Everywhere Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000800_CC_FIRB 54930080DFVZ551GGT17 EVR LN EQUITY Evraz Group S.A. GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000801_CC_FIRB 635400RXXHHYT1JTSZ26 653331 EXPERIAN PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000802_CC_FIRB 213800JLG5TPE3RBYG56 4094619 FIRST CHOICE HOLIDAYS FINANCE LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000803_CC_FIRB 549300DEJZCPWA4HKM93 SC157176 FGP LN EQUITY First Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000804_CC_FIRB 549300JXWH1UV5J0XV81 6344120 FRES LN Equity Fresnillo plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000805_CC_FIRB 213800WTATMITUGXJQ69 FC031364 Friends Life Group PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000806_CC_FIRB 549300L3KWKK8X35QR12 4992207 GFS LN EQUITY G4S Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000807_CC_FIRB 213800OOHUV3HHP46A02 00836539 GB00B3Y2J508 GFRD LN Equity GALLIFORD TRY PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000808_CC_FIRB 213800E8KX2VV9YDY362 1991018 Gatwick Airport Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000809_CC_FIRB 549300IK25CZHKVLAL89 03768267 1844538Z LN EQUITY Gazprom Marketing and Trading Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000810_CC_FIRB 5493007Q8VD7Q3ZYZS59 2258699 GS7 GY Equity GlaxoSmithKline Capital PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000811_CC_FIRB 3888792 GB0009252882 GSK LN EQUITY GlaxoSmithKline plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000812_CC_FIRB 213800N9W2D8A4GJGR36 04542769 2006623Z LN EQUITY GLENCORE ENERGY UK LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000813_CC_FIRB 213800QIJMYMW6TSBG41 5333192 GNK LN Equity Greene King Finance Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000814_CC_FIRB 213800R9N5F2WRMGTR50 24511 GNK LN EQUITY Greene King Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000815_CC_FIRB 213800U8JEPF65PSKU22 6143540 GUARDIAN DIGITAL COMMUNICATIONS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000816_CC_FIRB 2138007FRGLUR9KGBT40 00040932 GB0004052071 HLMA LN Equity HALMA PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000817_CC_FIRB 213800G1C9KKVVDN1A60 360632 GB0004065016 HMSO LN EQUITY Hammerson PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000818_CC_FIRB 529900N6RQR0PX7ZTR62 4626078 HEI GY Equity Hanson Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000819_CC_FIRB 213800QC8AWD4BO8TH08 2150950 HAS LN Equity Hays PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000820_CC_FIRB 549300J5R8AWMHPE7O05 1991017 Heathrow Airport Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000821_CC_FIRB 7TI96JO3DYEIQWZ7Z726 99529 Heathrow Funding Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000822_CC_FIRB 213800YRHAPNN54BKN78 5863533 GB00B19NKB76 HOME LN EQUITY HOME RETAIL GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000823_CC_FIRB 213800UTXVFRH9XBL453 7939278 Iceland Acquico Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000824_CC_FIRB 213800FGWQXPVI86SE26 5879252 Iglo Foods MidCo Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000825_CC_FIRB 3236483 GB0004544929 IMT LN EQUITY Imperial Tobacco Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000826_CC_FIRB 2138002D68XDR4LZCG32 7084307 Ineos Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000827_CC_FIRB 5134420 IHG LN EQUITY Intercontinental Hotels Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000828_CC_FIRB 549300OGASR5WRKJ8R68 2234775 INTERMEDIATE CAPITAL GROUP PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000829_CC_FIRB GB00B19DVX61 ISYS LN EQUITY Invensys plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000830_CC_FIRB ZLECI7ED2QMWFGYCXZ59 4967001 ITV LN Equity ITV plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000831_CC_FIRB 213800VGZAAJIKJ9Y484 185647 SBRY LN EQUITY J Sainsbury Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000832_CC_FIRB 529900RRNKUM3INJGF98 KvK 34233247 0000 JBH LN EQUITY JAB Holdings B.V. GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000833_CC_FIRB 213800CHWARFAAN7UB85 1709784 JDW LN EQUITY JD Wetherspoon Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000834_CC_FIRB 5493008LNN1X4R79PJ89 SC034970 GB0005790059 JOHN MENZIES PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000835_CC_FIRB 549300PLYY6I10B6S323 SC036219 GB00B5N0P849 WG/ LN Equity JOHN WOOD GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000836_CC_FIRB 2138001AVBSD1HSC6Z10 33774 GB0004764071 JMAT LN EQUITY JOHNSON MATTHEY PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000837_CC_FIRB 213800JFIBCR4LGUA242 SC015382 GB0004769682 JOHNSTON PRESS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000838_CC_FIRB 06467400 KAZ LN EQUITY KAZ MINERALS FINANCE PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000839_CC_FIRB 2138002RKCU2OM4Y7O48 02708030 GB0004915632 KIE LN Equity KIER GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000840_CC_FIRB 213800KBMEV7I92FY281 1664812 KGF LN EQUITY Kingfisher Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000841_CC_FIRB 213800QOWHF5R9VLL274 1429533 LAD LN Equity Ladbrokes plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000842_CC_FIRB 213800JH9QQWHLO99821 1417162 LGEN LN Equity Legal & General Group PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000843_CC_FIRB 549300BSGXG3QLIQYT84 8379990 Liberty Global plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000844_CC_FIRB 213800JDI3GTKPG4XI38 3929195 London Power Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000845_CC_FIRB 213800QAUUUP6I445N30 05369106 GB00B0SWJX34 LSE LN Equity LONDON STOCK EXCHANGE GROUP PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000846_CC_FIRB 213800JP7STUK5WKRE92 1000608 MMC LN Equity MANAGEMENT CONSULTING GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000847_CC_FIRB 213800IU37OVVT5ZXP41 8338561 Manchester Airport Group Funding PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000848_CC_FIRB 213800CN1RI3UCIZWB95 214436 MKS LN EQUITY Marks & Spencer Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000849_CC_FIRB 213800HQB746UJ9UWM15 5135049 MARS LN Equity Marston's Issuer PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000850_CC_FIRB 213800Q6RP3ZJ2CZR962 31461 Marston's PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000851_CC_FIRB 549300QSUNKAEBMYIR16 2798634 McBride plc GB Large corporate sample non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000852_CC_FIRB YMFO3TKB4UAWQTDZJJ31 432989 MGGT LN Equity Meggitt Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000853_CC_FIRB 213800E7QA1U8BF34219 4778667 MAB LN Equity Mitchells & Butlers Finance Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000854_CC_FIRB 213800LOZA69QFDC9N34 6209386 GB00B1CRLC47 MNDI LN EQUITY Mondi Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000855_CC_FIRB 4PQUHN3JPFGFNF3BB653 2068222 Morgan Stanley & Co. International plc GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000856_CC_FIRB 213800A8IQEMY8PA5X34 2590560 NEX LN Equity National Express Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000857_CC_FIRB 8R95QZMKZLJX5Q2XR704 4031152 NGG LN EQUITY National Grid Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000858_CC_FIRB 213800H88F5EE4B1D697 5090412 Network Rail Infrastructure Finance PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000859_CC_FIRB 213800UGAULQ1FVD4B35 1618428 NEW LOOK RETAILERS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000860_CC_FIRB 213800WQD8ECPZP9PH98 4412362 NXT LN EQUITY Next Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000861_CC_FIRB 549300JIM3ERGZFGGL27 6428375 North West Electricity Networks Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000862_CC_FIRB 635400GPHRFKZQIBUK45 NI026892 Northern Ireland Electricity Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000863_CC_FIRB 213800B3ZUTDOZYVJB41 53171 NTG LN EQUITY Northgate Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000864_CC_FIRB 213800PWPM9HZIEEO670 2366703 Northumbrian Water Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000865_CC_FIRB 213800WWVCAPAMOZ1M98 5584873 NSG UK Enterprises Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000866_CC_FIRB 2158036Z LN EQUITY Omnicom Financial Services Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000867_CC_FIRB 213800G8P2ULTOP62Q95 5915896 Osprey Acquisitions Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000868_CC_FIRB 213800J364EZD6UCE231 00775598 GB0006650450 OXIG LN Equity OXFORD INSTRUMENTS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000869_CC_FIRB 213800NL5NLBY6YIBI88 2019023 6752 JT Equity Panasonic Finance (Europe) plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000870_CC_FIRB 2138004JBXWWJKIURC57 53723 PSON LN EQUITY Pearson Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000871_CC_FIRB 2304195 PDG LN EQUITY Pendragon Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000872_CC_FIRB 213800V1CCTS41GWH423 02366640 GB00B18V8630 PENNON GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000873_CC_FIRB 1818486 PSN LN EQUITY Persimmon Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000874_CC_FIRB 549300OPFWKTD6BUFP71 4267536 PPL UN Equity PPL UK DISTRIBUTION HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000875_CC_FIRB 213800U93SZC44VXN635 00668987 GB00B1Z4ST84 PFG LN Equity PROVIDENT FINANCIAL PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000876_CC_FIRB XB3CXKKKED7OMV80FY35 00019457 GB00B19Z1432 PZC LN Equity PZ CUSSONS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000877_CC_FIRB 213800791EF5XP7WW494 2641728 QBE AT Equity QBE European Operations PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000878_CC_FIRB 213800NRSZ1N2Y6LEX44 5777981 R&R Ice Cream plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000879_CC_FIRB 5493003JFSMOJG48V108 6270876 RB/ LN Equity Reckitt Benckiser Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000880_CC_FIRB 549300WSX3VBUFFJOO66 2746616 Relx Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000881_CC_FIRB 549300VN4WV7Z6T14K68 5393279 RTO LN EQUITY Rentokil Initial Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000882_CC_FIRB 549300JJKH86IWQ78005 191285 REX LN EQUITY Rexam Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000883_CC_FIRB 2138009113L7IDGEM175 358901 RIO LN Equity Rio Tinto Finance plc GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000884_CC_FIRB X57JK1U580XATGR67572 1003142 RR/ LN EQUITY Rolls-Royce Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000885_CC_FIRB 213800ANK59AYB612F23 93792 RSA LN Equity Royal & Sun Alliance Insurance PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000886_CC_FIRB 213800JQB9FWF5SD6F42 4138203 ROYAL MAIL GROUP LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000887_CC_FIRB 2578443 RPC LN EQUITY RPC Group GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000888_CC_FIRB 549300HOGQ7E0TY86138 2339826 RSA LN Equity RSA Insurance Group PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000889_CC_FIRB Y4DQT2X5DDRE70QFR206 3528416 SAB LN EQUITY SABMiller Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000890_CC_FIRB 549300Y7M5CC1U5DBX07 SC264065 Scotland Gas Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000891_CC_FIRB 549300KI75VYLLMSK856 SC117119 SSE LN EQUITY SSE Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000892_CC_FIRB 213800X1T29YFAYMPC26 SC144517 AGN NA Equity Scottish Equitable PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000893_CC_FIRB 21380085VKJ5NICZBA52 SC193794 IBE SQ Equity Scottish Power Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000894_CC_FIRB 549300WPVG0TZSPBYR76 SC199549 LLOY LN Equity Scottish Widows PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000895_CC_FIRB 213800XC35KGM9NFC641 167591 SEGRO PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000896_CC_FIRB 549300PT2CIHYN5GWJ21 02048608 GB0007973794 SERCO GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000897_CC_FIRB 213800RPBXRETY4A4C59 2366619 SVT LN EQUITY Severn Trent Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000898_CC_FIRB 213800CNEIDZBL17KU22 SC077438 SKS LN EQUITY Shanks Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000899_CC_FIRB 213800VDC1BKJEZ8PV53 00998314 GB0008025412 SHI LN Equity SIG PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000900_CC_FIRB 213800ZTMDN8S67S1H61 00324357 GB0009223206 SN/ LN Equity SMITH & NEPHEW PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000901_CC_FIRB 213800MJL6IPZS3ASA11 137013 SMIN LN EQUITY Smiths Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000902_CC_FIRB AJOW550HA7E8YNKF5D89 4120046 6758 JT Equity Sony Global Treasury Services PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000903_CC_FIRB 213800H7NWVLCWAVKA15 3043097 South Eastern Power Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000904_CC_FIRB 213800YQRUOQE9HPX193 4295398 South Staffordshire PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000905_CC_FIRB 213800FR2VAOKRYRHX45 2366665 South West Water Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000906_CC_FIRB 549300SR1GYYNBZQGX56 4094290 SSE LN Equity Southern Electric Power Distribution PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000907_CC_FIRB 549300SPX8573VZ2SK79 5167021 Southern Gas Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000908_CC_FIRB 213800NCZLJFDE8Y8D88 7581353 Southern Water (Greensands) Financing plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000909_CC_FIRB 213800Z4CO2CZO3M3T10 02025003 GB0003308607 SXS LN Equity SPECTRIS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000910_CC_FIRB 4L663LRNTBQ008OK2N07 SC100764 SGC LN Equity Stagecoach Group plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000911_CC_FIRB 0TMBS544NMO7GLCE7H90 SC286832 SL/ LN Equity Standard Life PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000912_CC_FIRB 549300GUNF6FFGH4LN53 9743802 532183Z LN Equity Stemcor Holdings Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000913_CC_FIRB 213800QHYTM5QRFSEM66 3355631 SYR LN EQUITY Synergy Health Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000914_CC_FIRB 213800WF53FVDRRHRF44 7105891 TALK LN Equity TalkTalk Telecom Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000915_CC_FIRB 213800TR86P337IE8605 2280000 0469505D LN Equity Tata Steel UK Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000916_CC_FIRB 2138008K14474WPKZ244 76535 TATE LN EQUITY Tate & Lyle Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000917_CC_FIRB 21380089BTRXTD8S3R66 296805 TW/ LN EQUITY Taylor Wimpey Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000918_CC_FIRB 2138002P5RNKC5W2JZ46 445790 GB0008847096 TSCO LN EQUITY TESCO PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000919_CC_FIRB 213800JKM5UQHFJOTZ25 2366661 Thames Water Utilities Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000920_CC_FIRB 2138009TF1SYOMQLBJ60 02100855 GB0003753778 THE GO-AHEAD GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000921_CC_FIRB 213800VZ4671W3DVB860 6575598 TCG LN Equity Thomas Cook Group Treasury limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000922_CC_FIRB 2138003BOFNAAO14YV58 2553288 8766 JT Equity Tokio Millennium Re (UK) Limited GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000923_CC_FIRB 2138001I27OUBAF22K83 824821 TPK LN Equity Travis Perkins Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000924_CC_FIRB 213800B6YQZAE8LHAW84 6072876 GB00B1Z7RQ77 TT/ LN EQUITY TUI TRAVEL Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000925_CC_FIRB 2138003EYHWO75RKS857 3919249 GB0001500809 TLW LN EQUITY TULLOW OIL PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000926_CC_FIRB 549300MKFYEKVRWML317 41424 ULVR LN Equity Unilever PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000927_CC_FIRB 213800Y1TEVS8REY1M35 5957557 United Biscuits Holdco Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000928_CC_FIRB 2138008EZCXK4ANQHF89 3207231 United Business Media holdings Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000929_CC_FIRB 213800KYT12UFB2VE455 2366616 UU/ LN Equity United Utilities PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000930_CC_FIRB XCJQ23OWIJNLHN7RQC93 1022786 271652Z LN Equity Urenco Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000931_CC_FIRB 213800F3BD6N3G6XHU16 251977 CKSN LN Equity VESUVIUS HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000932_CC_FIRB 213800TB53ELEUKM7Q61 1833679 VOD LN EQUITY Vodafone Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000933_CC_FIRB 549300UPYDURLSSFVL38 9223384 Western Power Distribution Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000934_CC_FIRB 2138006LIAYQKUCYBB20 29423 WTB LN Equity Whitbread Group PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000935_CC_FIRB 4212563 WMH LN EQUITY William Hill Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000936_CC_FIRB 213800Z5WTW8QKOHWQ82 04178808 GB0030329360 WINCANTON PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000937_CC_FIRB 213800IN6LSRGTZSOS29 358949 MRW LN Equity Wm Morrison Supermarkets Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000938_CC_FIRB 549300HTNGX0DU8W1F65 5537577 WPP LN Equity WPP 2008 Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000939_CC_FIRB 635400LNUHA2LDXXV850 GCC ID Equity C&C Group PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000940_CC_FIRB 8NUHUXWN9LG4XBGJ7O17 241565 CAT SE Equity Caterpillar International Finance Limited IE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000941_CC_FIRB 635400CHHI1XZLVQH675 Coillte Teoranta IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000942_CC_FIRB 549300MIDJNNTH068E74 IE0001827041 CRH ID EQUITY CRH Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000943_CC_FIRB 213800UPS1QEE4TD3T45 DCC LN Equity DCC IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000944_CC_FIRB 635400HRFGVKXFHZ8O77 9401 Dublin Airport Authority PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000945_CC_FIRB 635400UFHDIQCDZ6JK11 IE0003094731 1014Z ID EQUITY Electricity Supply Board Ltd [ESB] IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000946_CC_FIRB 635400VCPRSU89DLMZ57 480184 XS0856023493 ESB Finance Limited IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000947_CC_FIRB 635400RKRK5EGXSPC782 EXPN LN EQUITY Experian Finance Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000948_CC_FIRB 635400YN51CDCGBYFZ31 Fyffes plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000949_CC_FIRB 5493008VFFOIPWCZJK45 IE0000669501 GLB ID EQUITY Glanbia Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000950_CC_FIRB 635400BE9SBAG61DJ963 GFTU LN Equity Grafton Group PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000951_CC_FIRB 6354007LIXWZ5WPPT308 519799 GRF SQ Equity Grifols World Wide Operations Ltd. IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000952_CC_FIRB 9XTI53MZJ013RO12SX05 2936 IE00B59HWB19 INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000953_CC_FIRB IE0004906560 KYG ID EQUITY Kerry Group Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000954_CC_FIRB 635400HM7V74SUB9OG75 Kingspan Group plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000955_CC_FIRB 635400JJOWHIYAJER733 MUSGRAVE GROUP PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000956_CC_FIRB 635400EG4YIJLJMZJ782 IE0002588105 PWL ID Equity PADDY POWER PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000957_CC_FIRB 635400WKFIPCHCKVW376 104547 RYA ID Equity Ryanair Holdings PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000958_CC_FIRB 396PBGKP6TE3O062MS44 STX UW Equity Seagate Technology plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000959_CC_FIRB 635400CPLP8H5ITDVT56 IE00B1RR8406 SKG ID EQUITY SMURFIT KAPPA GROUP PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000960_CC_FIRB 549300INUT2G0ST5K268 327184 TEX UN Equity Terex International Financial Services Co. IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000961_CC_FIRB 635400K7UEIKHMNKLJ02 Total Produce plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000962_CC_FIRB 482042 XL Group PLC IE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000963_CC_FIRB VZVOSGGS8JITR4J7J704 Amtek Auto Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000964_CC_FIRB 8GRDBX1TJ0PU5NCSHT72 MH008931 BPCL IS Equity Bharat Petroleum Corporation Limited IN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000965_CC_FIRB BHARTI IN Equity Bharti Airtel Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000966_CC_FIRB IOCL IN Equity INDIAN OIL CORPN LIMITED IN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000967_CC_FIRB FMVY1IZCSYXSAFRDIT05 LT IN Equity Larsen & Toubro Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000968_CC_FIRB RCOM IN Equity Reliance Communications Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000969_CC_FIRB 5493003UOETFYRONLG31 RIL IN EQUITY Reliance Industries Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000970_CC_FIRB 1GZWF073IJTD6XPRUU65 Wipro GE Healthcare Private Limited IN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000971_CC_FIRB 213800Z3CFZOLXPJWN61 Landsvirkjun IS Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000972_CC_FIRB 81560076E3944316DB24 3812211 493995 A2A IM EQUITY A2A S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000973_CC_FIRB 8156000962B2EB41FE28 5988397 1497770 4525791Z IM EQUITY ACCIAIERIA ARVEDI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000974_CC_FIRB 8156004FCECE0879E118 15161747 191346 7570364Z IM EQUITY ACCIAIERIE VALBRUNA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000975_CC_FIRB 549300Q3448N041CTH56 11341891 882486 XS0495012428 ACE IM Equity Acea SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000976_CC_FIRB 8156008183686996C911 25090618 3567090232 ACQUE VERONESI S.C.A R.L. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000977_CC_FIRB 8156007259ABDEA3F444 15214381 971268 Aeroporti di Roma S.p.A IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000978_CC_FIRB 549300H2RFDYI3YP5R63 13960200 263011 337973Z NA EQUITY AGUSTAWESTLAND S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000979_CC_FIRB 529900EKXEGSRCGAAC89 14856155 2791070044 4519735Z ALSTOM FERROVIARIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000980_CC_FIRB ZYXJDNVM2JI3VBM8G556 AMP IM EQUITY Amplifon SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000981_CC_FIRB 815600B611746717CC98 50098Z IM Equity Ansaldo Energia SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000982_CC_FIRB 549300FZRH46R7DWAX12 1248024 557390 4472623Z IM EQUITY ANSALDOBREDA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000983_CC_FIRB 815600049A1F9AFE6666 4140157 1192794 MN IM EQUITY ARNOLDO MONDADORI EDITORE SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000984_CC_FIRB 8156000BEB8FC062F442 1020333 120591 2168Z IM EQUITY ARTSANA — SOCIETA' PER AZIONI IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000985_CC_FIRB 549300X5UKJVE386ZB61 6914312 6204 XS1014759648 ASG GY Equity Assicurazioni Generali SpA IT Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000986_CC_FIRB 81560001F41A81948348 AST IM EQUITY Astaldi SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000987_CC_FIRB 8156008DEC771409C487 18631331 1023691 AU9 GF Equity Atlantia S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000988_CC_FIRB 5299003D9N2698I3C257 1367700 188902 AGL IM EQUITY AUTOGRILL S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000989_CC_FIRB 815600149448CEB9B230 19402720 1037417 3653719Z IM EQUITY AUTOSTRADE PER L' ITALIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000990_CC_FIRB 26926563 1057205 3889748Z IM EQUITY AVIO S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000991_CC_FIRB 529900RRESEDV68K0S54 28770346 235460 BLLA IM EQUITY BARILLA INIZIATIVE S.R.L. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000992_CC_FIRB 815600BFEB936DC6ED24 BEN IM EQUITY Benetton Group SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000993_CC_FIRB 8156004C04255952AB77 1076562 821225 BNS IM EQUITY BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA IT Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000994_CC_FIRB 5299003DX5YLKSVJ6K59 2930031 134288 BZU IM Equity Buzzi Unicem SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000995_CC_FIRB 8156006BEAA911EC0A47 1019726 587878 CANDY SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000996_CC_FIRB 8156008B101B97A43B02 1053555 160498 CEM IM EQUITY CEMENTIR HOLDING S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000997_CC_FIRB 815600F3213951394367 40014779 2001719 Cerved Group S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000998_CC_FIRB 4544552 8114020152 CLASS EDITORI SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000999_CC_FIRB 8156009034C1A5108284 15716081 61357 Compagnia Valdostana delle Acque Spa (CVA Spa) IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001000_CC_FIRB 815600DBF6DC4BC94832 1061039 260769 0310548D IM EQUITY CONSERVE ITALIA — CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE — SOCIETA' COOPERA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001001_CC_FIRB 8327877 819280157 COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001002_CC_FIRB 815600A5C1DD6C3A8455 1093853 154950364 CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001003_CC_FIRB 81560039BF5C1D8E5A15 2836130 60793 3898658Z IM EQUITY DALMARE SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001004_CC_FIRB 5493005TWX96RDJ9I655 De Agostini Invest SA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001005_CC_FIRB 529900WS2E20BA5J4L49 16183303 1698754 EDNR IM EQUITY EDISON S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001006_CC_FIRB WOCMU6HCI0OJWNPRZS33 ENEL IM EQUITY Enel SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001007_CC_FIRB BUCRF72VH5RBN7X3VL35 IT0003132476 ENI IM EQUITY ENI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001008_CC_FIRB 81560081EE079FBED395 19377159 3544950961 ENOVA S.R.L. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001009_CC_FIRB 549300JJBVOOKOBCTX09 2153515 354265 ERG IM EQUITY ERG S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001010_CC_FIRB 549300AZQ4Z5UGY0Q555 1002458 91712 EXO IM EQUITY EXOR S.P.A. IT Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001011_CC_FIRB 8156004CE82074779D19 13870596 1664630223 FEDRIGONI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001012_CC_FIRB 549300J4SXC5ALCJM731 1448Z IM Equity Ferrovie dello Stato SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001013_CC_FIRB 5493004C1SL445NFDR90 F IM EQUITY Fiat SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001014_CC_FIRB 8156001B8AD051794959 FINAVAL S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001015_CC_FIRB 529900X4EEX1U9LN3U39 1053767 7031 FNC IM EQUITY FINMECCANICA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001016_CC_FIRB 815600C3CCA800EF5D96 1134215 FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001017_CC_FIRB 815600E12249DD563C29 26650695 1143814 Gamenet S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001018_CC_FIRB 81560098DBDD66154985 GRANDI NAVI VELOCI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001019_CC_FIRB 8156001250E819E30127 GCN IM EQUITY Gruppo Coin SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001020_CC_FIRB 8156001294017C870346 11027526 10022100159 GRUPPO FINELCO SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001021_CC_FIRB 8156005113BD16699393 24907200 RM1117269 LTO IX Equity GTECH S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001022_CC_FIRB 15541251 1638878 4004268Z IM EQUITY H3G S.P.A IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001023_CC_FIRB 8156009414FD99443B48 3201267 363550 HER IM EQUITY HERA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001024_CC_FIRB 815600D86992FDA7B908 1035363 149288 IMA IM EQUITY I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001025_CC_FIRB 815600A7D7C7A85F8B51 2733792 1168660262 I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001026_CC_FIRB 81560033824BE53C7D28 3585262 1303501215 IMAP EXPORT S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001027_CC_FIRB 549300KTGKED5E25JR59 IND IM EQUITY Indesit Co SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001028_CC_FIRB 213800M4YYCP6E8YUX94 2714789 2589327 IPLOM S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001029_CC_FIRB 8156001EBD33FD474E60 10431674 281364 IRE IM EQUITY IREN S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001030_CC_FIRB 8156009D23D0FDC70C93 1007005 50 ITM IM Equity Italcementi S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001031_CC_FIRB 815600236A6B5AE5B406 26754254 167186 Linea Group Holding S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001032_CC_FIRB 549300I1NMOBS4B1LT88 IT0001479374 LUX IM EQUITY LUXOTTICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001033_CC_FIRB 7003703 481230266 MANGIAROTTI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001034_CC_FIRB 815600292DA01BE68971 3755075 152396 3184788Z IM EQUITY MARCEGAGLIA — S.P.A IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001035_CC_FIRB 815600C8D55034EB5379 3779273 64334 Marcolin SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001036_CC_FIRB 213800DIFN7NR7B97A50 552637 1264109 MS IM EQUITY Mediaset S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001037_CC_FIRB PSNL19R2RXX5U3QWHI44 1012492 343508 MB IM Equity MEDIOBANCA SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001038_CC_FIRB 815600325D15DD92A023 4376875 4846130633 MOBY S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001039_CC_FIRB 1653085 110858 3893422Z IM EQUITY MONIER S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001040_CC_FIRB 8156003A100E8AB89697 6794759 1865640369 PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001041_CC_FIRB 8156001B96890989C002 23641842 5411110827 PB TANKERS S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001042_CC_FIRB 5493006293RJBDQWJL92 5944540 169833 PMS IM EQUITY PERMASTEELISA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001043_CC_FIRB 8156000256C2431C2E92 4495509 134077 PIA IM Equity Piaggio & C. S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001044_CC_FIRB 815600A0C9AFC1F2A709 PC IM Equity Pirelli & Co SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001045_CC_FIRB 815600EDDBB07C9BDB90 15591777 2246400218 PODINI HOLDING S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001046_CC_FIRB 815600354DEDBD0BA991 3465665 842633 POST IM EQUITY POSTE ITALIANE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001047_CC_FIRB 8156000FE0A2DC5B7852 16232311 1343952 PRP GR EQUITY PRADA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001048_CC_FIRB 213800VHJ22UE2BRRZ48 3830970 706270410 PROFILGLASS S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001049_CC_FIRB 23687310 1777895 PRY IM EQUITY PRYSMIAN S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001050_CC_FIRB 815600B9FC8D18A5D034 1058024 291350635 RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001051_CC_FIRB 81560086FA79BEDD6B94 13270817 RHIAG — INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001052_CC_FIRB 5012487 8850400154 SACAL — SOCIETA' ALLUMINIO CARISIO — S.P IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001053_CC_FIRB 815600AF08EE2EC2DE92 1035262 8924 226907Z IM EQUITY SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001054_CC_FIRB 815600FC906D230A1420 16077541 86111 SFL IM Equity Safilo SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001055_CC_FIRB 549300PHV8MBDHWB8X12 1086637 788744 SPM IM EQUITY SAIPEM S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001056_CC_FIRB 549300UKR289DF4UXQ47 1013056 525502 SAL SALINI IMPREGILO S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001057_CC_FIRB 6524595 3957900487 SAMMONTANA — S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001058_CC_FIRB 8156006755200B82EB33 1246827 836320150 SAN CARLO GRUPPO ALIMENTARE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001059_CC_FIRB 5299005KJSU2AQUJUH84 1066932 49540 SRS IM EQUITY SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. — RAFFINERIE SARDE IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001060_CC_FIRB 815600D2FC31AF713B07 1012950 166476 SNAI SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001061_CC_FIRB 8156002278562044AF79 16067629 1633443 SRG IM Equity SNAM SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001062_CC_FIRB EOJCGSUI4NX234BL7V57 14234253 1594238 2091Z IM EQUITY SORGENIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001063_CC_FIRB 815600141CFE5F4C4325 19113128 1016401 4473035Z IM EQUITY STRADA DEI PARCHI SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001064_CC_FIRB 815600C3438977CBBE37 1038951 68670397 TAMPIERI FINANCIAL GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001065_CC_FIRB 81560029415DF1381583 1030384 195810262 TECNICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001066_CC_FIRB 815600AC5599D16D9A40 3335773 574643 MT IM EQUITY TECNIMONT S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001067_CC_FIRB 549300W384M3RI3VXU42 IT0003497168 TIT IM EQUITY TELECOM ITALIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001068_CC_FIRB 815600CD7323A82E5092 28935694 1763778 2847328Z IM EQUITY TENOVA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001069_CC_FIRB 1037712 182850362 TERMOSANITARI CORRADINI — S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001070_CC_FIRB 8156009E94ED54DE7C31 TRN IM Equity Terna Rete Elettrica Nazionale SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001071_CC_FIRB 549300IN56S27SDGEI85 18659000 1019536 80698Z IM EQUITY TIRRENO POWER S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001072_CC_FIRB 8156003E86EBA167A868 0946688D IM EQUITY TotalErg SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001073_CC_FIRB 815600FE9E92D9D6C309 3554534 201271 TFI IM EQUITY TREVI — FINANZIARIA INDUSTRIALE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001074_CC_FIRB 4212473Z IM EQUITY UNIECO SOCIETA' COOPERATIVA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001075_CC_FIRB 815600B8027C92F0DA07 4257672 1189360066 VIBAC S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001076_CC_FIRB 549300YSFQKM1C0X4E45 11321265 884361 WIND IM EQUITY WIND TELECOMUNICAZIONI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001077_CC_FIRB 549300DHPOF90OYYD780 5108 JT Equity Bridgestone Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001078_CC_FIRB 549300IZYK3206QECG76 CAT SE Equity Caterpillar Finance Corporation JP Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001079_CC_FIRB 549300MIFE1VEW02GY83 JP3298600002 COSMO OIL COMPANY LTD JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001080_CC_FIRB 549300T6IPOCDWLKC615 6501 JT Equity Hitachi, Ltd. JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001081_CC_FIRB J48DJYXDTLHM30UMYI18 8001 JT Equity Itochu Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001082_CC_FIRB 5493004LQ0B4T7QPQV17 6301 JT Equity Komatsu Ltd. JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001083_CC_FIRB 4P4N3ORD02UGQT1T1W12 0100-01-008776 8002 JT Equity Marubeni Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001084_CC_FIRB KVIPTY4PULAPGC1VVD26 8058 JP EQUITY Mitsubishi Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001085_CC_FIRB 5493008VBQD43X8QCS14 Mitsui Life Insurance Company Limited JP Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001086_CC_FIRB 5493000QYMPFRTEY4K28 6701 JT Equity NEC Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001087_CC_FIRB 7201 JP EQUITY Nissan Motor Co Ltd JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001088_CC_FIRB 5493003BZYYYCDIO0R13 9984 JT Equity SOFTBANK CORP. JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001089_CC_FIRB 5493004SE33MRLPB1W98 2768 JP EQUITY Sojitz Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001090_CC_FIRB 6758 JP EQUITY Sony Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001091_CC_FIRB V82KK8NH1P0JS71FJC05 8053 JP EQUITY Sumitomo Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001092_CC_FIRB 54930074QUY8RD0UZM08 Suntory Holdings Limited JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001093_CC_FIRB 549300ZLMVP4X0OGR454 4502 JT Equity Takeda Pharmaceutical Company Limited JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001094_CC_FIRB 549300LBHTST91VKHO68 6502 JT Equity Toshiba Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001095_CC_FIRB 5493006W3QUS5LMH6R84 TOM GY Equity Toyota Motor Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001096_CC_FIRB 004020 KS Equity Hyundai Steel Co KR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001097_CC_FIRB 000270 KS Equity Kia Motors Corp KR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001098_CC_FIRB 549300MGHLPT1EFHGF84 2007 HK Equity Country Garden Holdings Company Limited KY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001099_CC_FIRB 549300IHVJRWVT07S523 3333 HK Equity Evergrande Real Estate Group Limited KY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001100_CC_FIRB 5493003DTPH8AMMK4P51 NE UN Equity Noble Corporation KY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001101_CC_FIRB 549300FNENFFSMO3GT38 XS0835890350 XPBR SQ Equity Petrobras Global Finance B.V. KY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001102_CC_FIRB 213800S7DNJQX6LHTQ21 133818917 AB “Kauno grūdai” LT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001103_CC_FIRB LU1014539529 ALTICE LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001104_CC_FIRB 5493003BU7PAH5RRM092 APAM NA EQUITY Aperam SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001105_CC_FIRB 2EULGUTUI56JI9SAL165 MT LX EQUITY ArcelorMittal SA [AM] LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001106_CC_FIRB 549300GJ79DYFBBF5T83 0307096D LX EQUITY Brandbrew S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001107_CC_FIRB 5493007GVB1I2FDSS786 B0155849 CNHI UN Equity CNH Industrial Finance Europe S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001108_CC_FIRB 549300938QUWMPITJ642 COV US EQUITY Covidien International Finance SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001109_CC_FIRB 5299001R2HL1TAFZ8Z20 ENOVOS INTERNATIONAL SA (FORMER SOTEG) LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001110_CC_FIRB 350807947 FR0000038259 ERF FP EQUITY EUROFINS SCIENTIFIC SE LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001111_CC_FIRB 213800568PRHV2JR9650 XS0357281558 GSPBEX RR Equity Gaz Capital S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001112_CC_FIRB 213800WHKNIC1JQQG433 8GC GS Equity Glencore Finance (Europe) S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001113_CC_FIRB 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001114_CC_FIRB 549300MBM5B61VCW5A23 International Automotive Components Group, S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001115_CC_FIRB RUOKPID0PZ0UWJYU9J61 DE UN Equity John Deere Bank S.A. LU Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001116_CC_FIRB 529900XUC6PXMN6ABU42 TGH GY Equity Logwin AG LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001117_CC_FIRB 549300CTHC1CP86P2G96 MIICF PQ Equity Millicom International Cellular S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001118_CC_FIRB 0755015D LX EQUITY NH FINANCE SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001119_CC_FIRB 213800IUIRBFRNCYVR24 3900394Z LX Equity Nizi International SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001120_CC_FIRB 549300VEJMMZCY6OBU06 PDSA NS Equity Pacific Drilling S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001121_CC_FIRB 529900UUYBCBB7HMVI56 Phoenix PIB Dutch Finance B.V. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001122_CC_FIRB 549300OZSHE4H5BFQA66 QUILVEST SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001123_CC_FIRB 5493000C8J3C3SZYS040 RTL BB Equity RTL Group S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001124_CC_FIRB 5493008JPA4HYMH1HX51 SESG FP EQUITY SES SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001125_CC_FIRB 549300CJ7LW6QSGIL444 Swiss Re Europe S.A. LU Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001126_CC_FIRB 529900BSBZ853DKUP675 TRAXYS SARL LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001127_CC_FIRB 549300RIG2CXWN6IV731 CEMEX S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001128_CC_FIRB 5493008KEVFYPMGTXO33 KOFL MM Equity Coca-Cola FEMSA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001129_CC_FIRB 5493000XJLJ6C4T0PG82 GRUMAB MM Equity GRUMA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001130_CC_FIRB 5493000RIXURZEBFEV60 BIMBOA MM Equity Grupo Bimbo, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001131_CC_FIRB 549300QOAB2GJSFM0381 1234Z MM Equity Grupo Petrotemex SA de CV MX Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001132_CC_FIRB 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS MX Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001133_CC_FIRB 549300FW3RGHPHT21D10 ALFAA MM Equity Sigma Alimentos, S.A. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001134_CC_FIRB 5493000MY3DAIB0BP706 TNE940608HS5 USP9084BAD03 ALFAA MM Equity Tenedora Nemak, S.A. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001135_CC_FIRB 549300EMP9DT6Q35HZ31 NL0000852564 AALBERTS INDUSTR NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001136_CC_FIRB 549300J93WR5DPG0P466 KVK 33232124 ABB SS Equity ABB Capital B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001137_CC_FIRB 5493007WHKI5H75YJ358 KVK 34215458 ABE SQ Equity Abertis Infraestructuras Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001138_CC_FIRB 7245007QUMI1FHIQV531 KVK 33235189 Achmea B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001139_CC_FIRB 724500HIKX3QVUQF9G08 KVK 28080300 Achmea Zorgverzekeringen N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001140_CC_FIRB O4QK7KMMK83ITNTHUG69 KVK 27076669 NL0000303709 AGN NA Equity AEGON N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001141_CC_FIRB NL0010672325 AHOLD KON NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001142_CC_FIRB 724500XYIJUGXAA5QD70 KVK 09007809 NL0000009132 AKZA NA EQUITY Akzo Nobel NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001143_CC_FIRB 724500XBZ9QOPTI11U82 KVK 34108286 Alliander N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001144_CC_FIRB 549300KYQ7B0H0K66406 KVK 33055009 AML LN Equity Amlin Europe N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001145_CC_FIRB 724500MCUU6QOFRFEA53 KVK 33256360 0000 792658Z PL EQUITY AMORIM ENERGIA, BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001146_CC_FIRB 7245000UZH70GO047N03 NL0006237562 ARCADIS NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001147_CC_FIRB 7245001I22ND6ZFHX623 KVK 30037466 NL0000334118 ASM NA Equity ASM International N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001148_CC_FIRB 724500Y6DUVHQD6OXN27 KVK 17085815 NL0006034001 ASML NA EQUITY ASML HOLDING N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001149_CC_FIRB 7245004JOPUJ0OOWTU73 KVK 30031823 ASR Schadeverzekering N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001150_CC_FIRB 724500XFMNHF1GFPYJ05 KVK 08125298 3324558Z NA Equity BDR Thermea Group BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001151_CC_FIRB 5299006ZHG3IXU0PNJ56 KvK 27106340 0000 1136Z NA EQUITY BMW Finance N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001152_CC_FIRB NL0000852580 BOSKALIS WESTMIN NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001153_CC_FIRB NL0010776944 BRUNEL INTERNAT NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001154_CC_FIRB 529900AOH3NBA8PZFG65 KvK 32097651 0000 0533866D NA EQUITY Celesio Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001155_CC_FIRB 549300WGC2HZ5J67V817 CNHI IM Equity CNH Industrial NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001156_CC_FIRB 549300BXVNOCYQ83FU09 KVK 34154633 KO UN Equity Coca-Cola HBC Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001157_CC_FIRB NL0000200384 CORE LABORATORIES NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001158_CC_FIRB 549300UNTCLR21YKLL62 KVK 30073501 NL0000288967 Corio N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001159_CC_FIRB NL0009294552 DELTA LLOYD NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001160_CC_FIRB 724500S75737K2SFDA03 KVK 22031457 Delta N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001161_CC_FIRB 213800N8X49KJRTNDM49 KVK 3419663 DGE FP Equity Diageo Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001162_CC_FIRB 529900M7QSB704RUUT95 KVK 34182495 AIR FP Equity Eads Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001163_CC_FIRB 724500KRQECMCRGM1971 KVK 14026250 EBN B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001164_CC_FIRB 5299007L43AQDFOW5739 KvK 34121496 0000 1403Z NA EQUITY EDP FINANCE BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001165_CC_FIRB 724500R5IP6TFKTNRU48 KvK 24306393 2091Z NA Equity Eneco Holding NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001166_CC_FIRB 549300XW2F91G4T4WC42 KVK 34149162 ENL GY Equity ENEL Investment Holding B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001167_CC_FIRB 529900011V8VJ3BUKR64 KVK 17115973 RWE GF Equity Essent N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001168_CC_FIRB NL0000288876 EUROCOMMERCIAL NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001169_CC_FIRB NL0000352565 FUGRO NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001170_CC_FIRB 2138005FTXOJUBQ5J563 KVK 24243533 GAS SQ Equity Gas Natural Fenosa Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001171_CC_FIRB 724500EJ2TDPAITRSJ55 KVK 02089290 GasTerra B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001172_CC_FIRB NL0000400653 GEMALTO NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001173_CC_FIRB 549300L10EVYURBFIH66 KVK 55293980 Global Blue Acquisition B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001174_CC_FIRB 529900SNLFF5M6HJ1T36 KvK 33286563 0000 1004Z NA EQUITY Haniel Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001175_CC_FIRB 724500K5PTPSST86UQ23 KVK 33011433 NL0000009165 HEIA NA Equity Heineken NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001176_CC_FIRB 7245008C9KMJL9P2UI77 KVK 34323653 Hyva Global B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001177_CC_FIRB 724500CR19MQGFWFBZ64 KvK 34217578 0000 0308206D NA EQUITY ICL Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001178_CC_FIRB TLLG0UTU6ZHOG003X735 Imperial Mobility Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001179_CC_FIRB 54930050LBZUR4138I72 KVK 27120438 ING Re (Netherlands) N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001180_CC_FIRB KVK 24311905 2872423Z NA Equity InterGen NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001181_CC_FIRB 724500C9GNBV20UYRX36 KVK 35000363 NL0010672325 AH NA Equity Koninklijke Ahold NV [Royal Ahold NV] NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001182_CC_FIRB 724500V38C5KTDY5BS93 KVK 30058019 NL0000337319 BAMNB NA Equity Koninklijke BAM NBM NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001183_CC_FIRB 724500SNT1MK246AHP04 KVK 14022069 NL0000009827 DSM NA EQUITY Koninklijke DSM N.V NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001184_CC_FIRB 549300YO0JZHAL7FVP81 KVK 02045200 NL0000009082 KPN NA Equity Koninklijke KPN NV [Royal KPN NV] NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001185_CC_FIRB H1FJE8H61JGM1JSGM897 KVK 17001910 NL0000009538 PHIA NA Equity Koninklijke Philips Electronics N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001186_CC_FIRB 724500HZ4BN317I12G68 KVK 06016321 KTC NA Equity Koninklijke Ten Cate NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001187_CC_FIRB 724500UL634GFV1KYF10 KVK 24295332 NL0009432491 VPK NA Equity Koninklijke Vopak NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001188_CC_FIRB 529900WQGOTJDYG9NP76 KVK 09151956 LXS GF Equity Lanxess Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001189_CC_FIRB 5H8RMHHYTWIP1RKLCE38 KvK 34115238 0000 2177Z NA EQUITY Linde Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001190_CC_FIRB 549300J6QSW38QNOJK61 KVK 57924562 LYB International Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001191_CC_FIRB BN6WCCZ8OVP3ITUUVN49 KVK 24473890 DLY GB Equity LyondellBasell Industries N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001192_CC_FIRB 635400TMCKVEU87EJ582 KVK 24321697 METINVEST B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001193_CC_FIRB 529900PF6F1OHRZVU341 KvK 33178683 0000 1169Z NA EQUITY Metro Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001194_CC_FIRB 6354007MKEEGGVUMXO83 KVK 34239108 New World Resources N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001195_CC_FIRB 724500RKMOD48AIWKD94 KvK 24307569 0000 3893886Z NA EQUITY NIDERA B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001196_CC_FIRB 54930062JS29A5N4GO82 KVK 34248449 Nielsen Holdings N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001197_CC_FIRB 724500GQV9YLNSWECU41 KVK 17179668 Nord Gold N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001198_CC_FIRB 724500TXS5HH3GY4UW42 KVK 30124358 NS Groep N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001199_CC_FIRB 5299000CMF80GY2U0U47 KVK 16074305 NL0010395208 NUO NA Equity Nutreco Holding NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001200_CC_FIRB 724500HT4YW45B1Y7859 KVK 57585083 OAK Leaf B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001201_CC_FIRB 549300NCMRGIBJYUOE57 NL0010558797 OCI NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001202_CC_FIRB 724500IM9A059TQLBX63 OCI Nitrogen BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001203_CC_FIRB 72450053F5WRDY8CDZ66 KVK 24291478 OI US Equity OI European Group B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001204_CC_FIRB Q47A62EK6GMSID3Y8C39 KVK 17133742 XS0788529096 PCAR US Equity PACCAR Financial Europe B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001205_CC_FIRB 549300N522D3SS8MKV65 KvK 24320769 0000 3617372Z NA EQUITY PETROBRAS NETHERLANDS BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001206_CC_FIRB 549300VGHFJJ58HE2B54 KVK 17008551 PHIA NA Equity Philips Electronics NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001207_CC_FIRB 529900N9UJEHN9UPXN50 PHOENIX PIB FINANCE BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001208_CC_FIRB 724500Q41FHN0P1GPC53 KVK 27168968 NL0009739416 TNT LI Equity PostNL N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001209_CC_FIRB 54930036WK3GMCN17Z57 QIA GY Equity Qiagen NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001210_CC_FIRB 7245009EAAUUQJ0U4T57 KVK 33216172 NL0000379121 RAND NA EQUITY RANDSTAD HOLDING NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001211_CC_FIRB 549300XO8R7MPISUO753 KVK 33155037 NL0006144495 Reed Elsevier NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001212_CC_FIRB 5493002YCY6HTK0OUR29 KVK 24251372 XS0202649934 REP GY Equity Repsol International Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001213_CC_FIRB KVK 34179503 GB00B03MM408 RDSA NA EQUITY ROYAL DUTCH SHELL PLC NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001214_CC_FIRB 5493002N51KZCVBDMS27 24114856 NL0006055329 ROYAL IMTECH NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001215_CC_FIRB 213800LBMMAIG1FQP389 KVK 14105351 SABIC AB Equity SABIC Capital I B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001216_CC_FIRB NL0000360618 SBM OFFSHORE NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001217_CC_FIRB 529900KEH8410ESH1483 KVK 53761790 Schaeffler Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001218_CC_FIRB 724500DX7Q1A19SPY530 KVK 34166584 Schiphol Nederland B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001219_CC_FIRB 7245001TBT3NI9SPNJ75 SHV Netherlands NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001220_CC_FIRB TAFO772JB70PDRN5VS48 KvK 27092998 0000 1223Z NA EQUITY Siemens Financieringsmaatschappij N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001221_CC_FIRB 724500E9ZG6JMH6E2I14 NL0000817179 SLIGRO FOOD GROUP NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001222_CC_FIRB 724500ZTKJYJMWVLWJ82 KVK 34297413 SRLEV N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001223_CC_FIRB 5493002SSXOL85X3XC87 KVK 58623701 Syncreon Group B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001224_CC_FIRB 724500LTUWK3JQG63903 KVK 09083317 TenneT Holding B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001225_CC_FIRB 7245008G22FOV7TYYJ34 KVK 06045666 NL0000852523 TWEKA NA EQUITY TKH Group NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001226_CC_FIRB 724500978QL7NKMLTQ37 KVK 34210949 TMF Group Holding B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001227_CC_FIRB NL0009739424 TNT EXPRESS NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001228_CC_FIRB 724500L44K67W7UW1C59 KVK 34224566 NL0000387058 TOM2 NA EQUITY TOMTOM N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001229_CC_FIRB 724500OPA8GZSQUNSR96 KVK 33194984 TOM GY Equity Toyota Motor Finance (Netherlands) B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001230_CC_FIRB PX7SUPU7HUNJBQ8BPI65 KVK 33236939 585233Z NA Equity Trafigura Beheer BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001231_CC_FIRB 549300TK7G7NZTVM1Z30 KVK 24051830 NL0000009355 UNIA NA Equity Unilever NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001232_CC_FIRB 549300IW6C3SRHUUK147 Vitol Holding BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001233_CC_FIRB NL0009432491 VOPAK NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001234_CC_FIRB 549300FRXSUUW3M2Q281 WABCO Europe Holdings BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001235_CC_FIRB 724500522D3ORUTUGW47 KVK 05078970 WAVIN NA Equity Wavin NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001236_CC_FIRB 724500YRQCY3BD9RJZ92 NL0000289213 WERELDHAVE NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001237_CC_FIRB 724500TEM53I0U077B74 KVK 33202517 NL0000395903 WKL NA EQUITY Wolters Kluwer N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001238_CC_FIRB 5JB3IE65ZU13TA0DGN10 Würth Finance International B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001239_CC_FIRB NL0006294290 ZIGGO NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001240_CC_FIRB BWO NO Equity BW Offshore Shipholding Ltd NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001241_CC_FIRB 5493004ZHCILEMZLBS85 00304772770005 FERD AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001242_CC_FIRB 5493009F6KP3UMLPOY27 931186744 ICA Norge AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001243_CC_FIRB 549300ZLJDXBXUNCY824 936738540 National Oilwell Varco Norway AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001244_CC_FIRB 549300N1SDN71ZZ8BO45 NHY NO Equity Norsk Hydro ASA NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001245_CC_FIRB 529900J8VSH14TP5VD23 ODFJELL SE NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001246_CC_FIRB 213800T66DRTE6O6BV87 916235291 PGS NO Equity Petroleum Geo-Services ASA NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001247_CC_FIRB 529900TH4OAW7WYG1777 987059699 Statkraft AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001248_CC_FIRB OW6OFBNCKXC4US5C7523 923609016 STL NO Equity Statoil ASA NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001249_CC_FIRB R7NJHU48LTCIOB9BVU57 CNU NZ Equity Chorus Limited NZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001250_CC_FIRB 259400GYHYZPQ0HTMT82 CIE PW Equity Ciech S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001251_CC_FIRB 259400A9BI23M3K1NK82 LTS PW EQUITY GRUPA LOTOS S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001252_CC_FIRB 259400WT6MCX3V59XI09 Netia S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001253_CC_FIRB 259400TOMPUOLS65II22 10681 TPA1 GB Equity ORANGE POLSKA SA PL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001254_CC_FIRB 259400TGY6IYEP2EFW87 467426 POLKOMTEL SP. Z O.O. PL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001255_CC_FIRB 259400VVMM70CQREJT74 28860 PKN PW Equity Polski Koncern Naftowy ORLEN S.A. (PKN) PL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001256_CC_FIRB 259400NAPDFBOTNCRL54 TPE PW Equity TAURON Polska Energia S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001257_CC_FIRB Q1ECZWEVT6ZTFERCPG94 PLTLKPL00017 OPL PW EQUITY TELEKOMUNIKACJA POLSKA SA PL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001258_CC_FIRB 213800RQXBBZ6KSP1I72 500311390 AMORIM & IRMAOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001259_CC_FIRB 2138002PLGLYW8EP7248 AMORIM HOLDING II SGPS SA PT Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001260_CC_FIRB 213800V5Z38TLIRQW516 500700834 ANA AEROPORTOS PORTUGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001261_CC_FIRB 502607920 AUCHAN PORTUGAL HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001262_CC_FIRB 54930011KNBNPPKW7528 500038015 AUTO SUECO LDA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001263_CC_FIRB 549300RU6UYW1UMYOP92 500194670 BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001264_CC_FIRB PTBRI0AM0000 BRI PL EQUITY BRISA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001265_CC_FIRB 549300FREK460JU7RG08 500060266 CELULOSE BEIRA INDUSTRIAL-CELBI SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001266_CC_FIRB 549300TF1SUYCFUO3840 503309362 COLEP PORTUGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001267_CC_FIRB 507195515 CONTROLINVESTE SGPS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001268_CC_FIRB 213800X28CMB8LAIT849 502557400 CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001269_CC_FIRB 549300RGQV4M16FESU23 500832234 CUF QUIMICOS INDUSTRIAS, SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001270_CC_FIRB 529900CLC3WDMGI9VH80 PTEDP0AM0009 EDP PL EQUITY EDP — Energias de Portugal S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001271_CC_FIRB 529900LOXJVWGOH84656 503293695 EDP — GESTÃO DA PRODUÇÃO DE ENERGIA SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001272_CC_FIRB 504885367 ESPIRITO SANTO SAUDE SGPS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001273_CC_FIRB 2138003319Y7NM75FG53 504499777 PTGALIOE0009 GALP PL Equity GALP ENERGIA SGPS, S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001274_CC_FIRB 213800Y3V72PI6W8KG10 511220448 GRUPO PESTANA — SGPS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001275_CC_FIRB 259400A8SZP10GB5IB19 PTJMT0AE0001 JMT PL EQUITY J.MARTINS PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001276_CC_FIRB 500073880 LENA ENGENHARIA CONSTRUCOES SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001277_CC_FIRB 549300SNYKYW15R3UE62 502011475 MODELO CONTINENTE HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001278_CC_FIRB 549300TLPT6W9R3CLQ86 500197814 MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001279_CC_FIRB 5493003NN4LXUF8JA244 Ocidental Companhia Portuguesa de Seguros de Vida, S.A. PT Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001280_CC_FIRB 54930071D35BVUPC5942 502604751 OPTIMUS-COMUNICACOES S.A PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001281_CC_FIRB 507979265 OPWAY — SGPS, SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001282_CC_FIRB 213800ZWKG61JG7ZCF61 500697370 PETROLEOS PORTUGAL PETROGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001283_CC_FIRB 259400DRC6WOXNVW8B57 500829993 500829993 90413Z PL EQUITY PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001284_CC_FIRB 549300UNIB7M2AXUXS35 PTPTI0AM0006 PTCL TQ EQUITY Portucel S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001285_CC_FIRB 549300FR1FN48IGHR915 PTREL0AM0008 RENE PL Equity REN-Redes Energeticas Nacionais, SGPS, S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001286_CC_FIRB 500246963 REPSOL PORTUGUESA SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001287_CC_FIRB 5493002X2CCY60HWCU94 500243590 SECIL COMP GERAL CAL CIMENTO SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001288_CC_FIRB 549300PXZF74GVQM6867 500058580 SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001289_CC_FIRB 549300EZYIURQ5RGSE56 500278571 SOVENA OILSEEDS PORTUGAL, SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001290_CC_FIRB 549300KFJPELBPMQH079 500833532 SOVENA PORTUGAL CONSUMER GOODS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001291_CC_FIRB 95980020140005813290 505042037 SUMOL+COMPAL MARCAS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001292_CC_FIRB 500097488 TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001293_CC_FIRB 549300CNE5R74B3XKF57 505266202 UNICER BEBIDAS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001294_CC_FIRB 503933139 503933139 3646175Z PL EQUITY UNILEVER JERÓNIMO MARTINS, LDA. PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001295_CC_FIRB 213800IDK8UTYDSFOG74 502544180 VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001296_CC_FIRB 500302200 500302200 0265472D PL EQUITY ZAGOPE — CONSTRUÇÕES E ENGENHARIA S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001297_CC_FIRB 549300VOFQC1SPGTZM19 503039063 ZON TV CABO PORTUGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001298_CC_FIRB 549300D3EIDZJB62TR20 21183 ORDS QD Equity Ooredoo Q.S.C. QA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001299_CC_FIRB 549300UKYDM6L8HEPU79 SNP RO EQUITY OMV PETROM S.A. RO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001300_CC_FIRB 549300F8ZIGJVUPIU797 24297754 Rompetrol Group N.V. (The) RO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001301_CC_FIRB GAZP RU Equity Gazprom OAO RU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001302_CC_FIRB ROSN RU Equity OJSC Oil Co Rosneft RU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001303_CC_FIRB TATN RU Equity Tatneft OAO RU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001304_CC_FIRB 5493007RN7O98MYBX124 AKTIEBOLAG LINDEX SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001305_CC_FIRB 549300UCKT2UK88AG251 SE0000695876 ALFA SS EQUITY Alfa Laval AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001306_CC_FIRB 549300YECS8HKCIMMB67 SE0000255648 ASSAB SS EQUITY Assa Abloy AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001307_CC_FIRB 213800T8PC8Q4FYJZR07 5560142720 SE0000122467 ATCOA SS EQUITY Atlas Copco Aktiebolag SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001308_CC_FIRB 2138002GW5WN1UYZAO32 55611256900004 BILIA AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001309_CC_FIRB 549300YJUYJ9A24RXL71 SE0005906922 SE0005906922 Corp BILLERUDKORSNÄS AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001310_CC_FIRB 549300ZACGIQHBBMOD20 5560269549 BONN SS EQUITY Bonnier Finans AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001311_CC_FIRB 213800SE6FV3UDEIEY92 72317831 CAPIO AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001312_CC_FIRB 549300GU5OHTR1T5IY68 SE0005932225 SE0005932225 Corp Castellum AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001313_CC_FIRB 549300HCT1WLHEXNLZ18 Dometic Holding AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001314_CC_FIRB 549300Y3HHZB1ZGFPJ93 ELUXA SS Equity Electrolux AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001315_CC_FIRB 549300JNPI46XNH0PM97 Fabege AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001316_CC_FIRB 5493003PZ4F570G3W735 GETINGE AB, SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001317_CC_FIRB 529900XKWB408ZZYBF68 GREEN CARGO AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001318_CC_FIRB 213800YUV362W4E1LP46 H & M Hennes & Mauritz GBC AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001319_CC_FIRB 54930033BTSY61VHUR49 55601011550004 HALDEX AKTIEBOLAG SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001320_CC_FIRB 549300VOTS5OZ82UTG69 SE0005934320 SE0005934320 Corp HEMSÖ FASTIGHETS AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001321_CC_FIRB 549300WJFW6ILNI4TA80 5561904771 SE0000103699 HEXAB SS EQUITY Hexagon AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001322_CC_FIRB 52990080SH3454F0QE68 5560013301 SE0000109290 HOLMB SS EQUITY Holmen AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001323_CC_FIRB 549300GYQIIJ3UXB7655 SE0001662222 HUSQB SS EQUITY HUSQVARNA AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001324_CC_FIRB 549300VEBQPHRZBKUX38 556013-8298 XS0795505402 INVEA SS Equity Investor AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001325_CC_FIRB 529900X0UEM9DOM6FK12 5560452103 SE0000806994 JM SS EQUITY JM AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001326_CC_FIRB 549300VD6SNNS5N5V183 KORAB INTERNATIONAL AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001327_CC_FIRB 5493005OXRTBK0WSJN46 5565451217 SE0000549412 KLED SS EQUITY Kungsleden AB SE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001328_CC_FIRB 529900AB08F05L4HWU11 LANTMÄNNEN EK FÖR SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001329_CC_FIRB 213800NS2XXVRYS7WP40 SE0002683557 LOOMB SS EQUITY Loomis AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001330_CC_FIRB 549300SNQNTHQLZQON04 5564272812 SE0000221723 MEDAA SS EQUITY Meda AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001331_CC_FIRB 549300E8NDODRSX29339 5563099158 SE0000412371 MTGB SS EQUITY MODERN TIMES GROUP MTG AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001332_CC_FIRB 213800WRGLW3CY4MHW53 55603451740004 NCC SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001333_CC_FIRB 549300KUJMRC9NW93S96 Nobina sverige AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001334_CC_FIRB 5493007VGEKBZGZ6PC69 NYNAS AB (PUBL) SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001335_CC_FIRB 549300ES84TRW7EWGU35 Perstorp Holding AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001336_CC_FIRB 549300S2D8BDH1CKLI47 PostNord AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001337_CC_FIRB 549300MIHCMD8DCSBY41 55607269770034 Preem SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001338_CC_FIRB 549300ZHO4JCQQI13M69 556036-0793 SE0000112385 SE0005567088 Corp SAAB AKTIEBOLAG SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001339_CC_FIRB 5299008ZUAXN43LVZF54 SAND SS Equity Sandvik AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001340_CC_FIRB 5299001G94UPTI8C7N54 5566577416 0301536D SS EQUITY Sandvik Treasury AB SE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001341_CC_FIRB 529900AE1FZNUH6EVS39 SE0003366871 SAS SS EQUITY SAS AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001342_CC_FIRB 529900BZYSUQLQSPNR07 5560840976 SE0000308280 SCVB SS EQUITY Scania CV AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001343_CC_FIRB 635400TTYKE8EIWDS617 SECUB SS Equity Securitas AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001344_CC_FIRB 5493004WOSC31U83UG49 5561063834 SKAB SS EQUITY Skanska Financial Services SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001345_CC_FIRB 549300MA1BZYJU87BW55 5560339086 SE0000113250 SKAB SS EQUITY Skanska Sverige AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001346_CC_FIRB 549300X6MQ0GG8BRY481 SKF sverige AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001347_CC_FIRB 5493002FIVSWBLEV7P15 SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001348_CC_FIRB 529900329VS14ZIML164 5560163429 SE0000171100 SSABA SS EQUITY SSAB AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001349_CC_FIRB 529900J0C48FH28HNQ19 5563137933 SE0000120669 SSABA SS EQUITY SSAB Emea AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001350_CC_FIRB 213800CWLTI7WZCC2R35 5560010802 1081Z SS EQUITY Stena AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001351_CC_FIRB 5299005HSK597UX55629 SVEASKOG FÖRVALTNINGS AKTIEBOLAG SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001352_CC_FIRB 549300FW5JDRV1IJ0M67 SCAB SS Equity Svenska Cellulosa AB [SCA] SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001353_CC_FIRB 529900ZERGNJBEQEX179 55679708180004 SWEDAVIA AB SWEDAVIA EKONOMI SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001354_CC_FIRB 5493005DU3003SGUC166 SWEDISH HOSPITAL PARTNERS AB, SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001355_CC_FIRB 529900YVXCGNWAUYZG78 SE0000310336 SWMA SS EQUITY Swedish Match AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001356_CC_FIRB 213800EKD193RVI9HL76 5564108917 SE0000314304 TEL2B SS EQUITY Tele2 AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001357_CC_FIRB 549300W9JLPW15XIFM52 556016-0680 XS0435008726 ERICB SS Equity Telefonaktiebolaget LM Ericsson SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001358_CC_FIRB 213800FSR9RNDUOTXO25 TLSN SS Equity TeliaSonera AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001359_CC_FIRB 5493006LU5JO4P7HQ305 THULE HOLDING AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001360_CC_FIRB 213800XY16PAWG2PAD14 TRELB SS Equity Trelleborg AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001361_CC_FIRB 5493007LNZSEWN5KTV42 SE0005769270 SE0005769270 Corp Vasakronan SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001362_CC_FIRB 549300T5RZ1HA5HZ3109 VATT SS Equity Vattenfall AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001363_CC_FIRB 549300HGV012CNC8JD22 SE0000115420 VOLVB SS EQUITY Volvo AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001364_CC_FIRB 54930083GODGBHODQ153 189744 Global A&T Electronics Ltd. SG Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001365_CC_FIRB 33D7DTWH8BNIUWE0IF81 OLAM SP Equity Olam International Ltd SG Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001366_CC_FIRB 7536988Z SK EQUITY Volkswagen Slovakia A.S. SK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001367_CC_FIRB 549300QOGMPTKB6W7G56 1,07544E+11 USY71548BY95 PTT TB Equity PTT Public Company Limited TH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001368_CC_FIRB 8RS0AKOLN987042F2V04 NXWA GF Equity 21st Century Fox America, Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001369_CC_FIRB LUZQVYP4VS22CLWDAR65 US88579YAF88 MMM SE Equity 3M Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001370_CC_FIRB HQD377W2YR662HK5JX27 IL08142220 ABT US Equity Abbott Laboratories US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001371_CC_FIRB FR5LCKFTG8054YNNRU85 DE5126809 4AB GF Equity AbbVie Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001372_CC_FIRB 549300T0GJTEK811VI53 WPI US EQUITY Actavis, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001373_CC_FIRB 549300QKBENKLBXQ8968 PA724325 AET US Equity Aetna Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001374_CC_FIRB LYOM0B2GCF1JWXK5ZG04 AGCO UN Equity AGCO Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001375_CC_FIRB QUIX8Y7A2WP0XRMW7G29 A UN Equity Agilent Technologies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001376_CC_FIRB 9PO87UV78U1JHLR68X04 8685 JT Equity AIG Financial Products Corp. US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001377_CC_FIRB 7QEON6Y1RL5XR3R1W237 APD US Equity Air Products & Chemicals Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001378_CC_FIRB ABPN11VOHLHX6QR7XQ48 AA US Equity Alcoa Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001379_CC_FIRB XSGZFLO9YTNO9VCQV219 MO US Equity Altria Group Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001380_CC_FIRB ZXTILKJKG63JELOEG630 DE2620453 AMZN US Equity Amazon.com, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001381_CC_FIRB IWUQB36BXD6OWD6X4T14 DE0332421 AAL UW Equity American Airlines, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001382_CC_FIRB B6Q2VFHD1797Q7NZ3E43 CAC0951492 7267 JT Equity American Honda Finance Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001383_CC_FIRB 5493006ORUSIL88JOE18 AMT US Equity American Tower Corp [ex- American Tower System] US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001384_CC_FIRB 549300D3L3G0R4U4VT04 APH US Equity Amphenol Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001385_CC_FIRB B78FQ7XBQFLP4AYJ6F79 APC US Equity Anadarko Petroleum Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001386_CC_FIRB 72ZZ1XRHOOU9P9X16K08 APA US Equity Apache Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001387_CC_FIRB HWUPKR0MPOU8FGXBT394 CAC0806592 AAPL US Equity Apple Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001388_CC_FIRB 42YMHYH0XMHJEXDUB065 ARAMARK Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001389_CC_FIRB W47HVZ7Q6FXL86RELH91 DE0717711 ACI US Equity Arch Coal, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001390_CC_FIRB 549300LO13MQ9HYSTR83 DE0152524 ADM US Equity Archer-Daniels-Midland Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001391_CC_FIRB 0C0SZC7H22UWI2NA3R46 ARRS UW Equity Arris Group, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001392_CC_FIRB 549300YNNLBXT8N8R512 NYCARREUS ARW US Equity Arrow Electronics, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001393_CC_FIRB 6O4MRU8C1MS0K34UQF79 KY0580261 ASH US Equity Ashland Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001394_CC_FIRB 549300Z40J86GGSTL398 DE2018584 T* MM Equity AT&T Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001395_CC_FIRB QVLWEGTD2S8GJMO8D383 ATO US Equity Atmos Energy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001396_CC_FIRB HGBOLILQXWER4SAL2I23 ADP US Equity Automatic Data Processing US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001397_CC_FIRB GA3JGKJ41LJKXDN23E90 Autozone Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001398_CC_FIRB XN8R4HH1TVC1XOCL5P21 CAR US EQUITY Avis Budget Car Rental LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001399_CC_FIRB XJI53DCPL7QABOWK4Z75 NYCAVNTUS AVT US Equity Avnet, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001400_CC_FIRB 5493007RY69UEB1F1B45 AVP US Equity Avon Products, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001401_CC_FIRB MF62XBVMNYTYMC18DL76 DE2416636 BA/ LN Equity BAE Systems Holdings Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001402_CC_FIRB BHI US EQUITY Baker Hughes Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001403_CC_FIRB EWRDABCN7XBHM37LIA98 DE2072335 Beam Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001404_CC_FIRB HL5XPTVRV0O8TUN5LL90 MN1K-1056 BBY US Equity Best Buy Co., Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001405_CC_FIRB KK5MZM9DIXLXZL9DZL15 DE2322568 BMW HB Equity BMW US Capital, LLC US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001406_CC_FIRB 549300DSFX2IE88NSX47 BWA US Equity BorgWarner Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001407_CC_FIRB Y6ZDD9FP4P8JSSJMW954 DE0874815 BSX UN Equity Boston Scientific Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001408_CC_FIRB 549300GMUCJ08527GQ81 IN182869-107 BP/ LN Equity BP Corporation North America Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001409_CC_FIRB 549300YYMNSW7KWZH127 BP/ LN Equity BP Products North America Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001410_CC_FIRB HLYYNH7UQUORYSJQCN42 BMY US EQUITY Bristol Myers Squibb Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001411_CC_FIRB 5493007M0RIN8HY3MM77 BG US Equity Bunge Limited US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001412_CC_FIRB Y7ET3D9SDOFUZ515FE28 DE0799956 CA US Equity CA, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001413_CC_FIRB 43R4VPJBXTU2O15HEF41 Calpine Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001414_CC_FIRB 5493007JDSMX8Z5Z1902 CPB US Equity Campbell Soup Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001415_CC_FIRB CCU46N3GJMF4OK4N7U60 OH535613 CAH US Equity Cardinal Health, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001416_CC_FIRB QXZYQNMR4JZ5RIRN4T31 3091Z US Equity Cargill Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001417_CC_FIRB EDBQKYOPJUCJKLOJDE72 DE0921323 CAT SE Equity Caterpillar Financial Services Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001418_CC_FIRB WRJR7GS4GTRECRRTVX92 CAT US EQUITY Caterpillar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001419_CC_FIRB 5KYC8KF17ROCY24M3H09 DE2106821 C5S GM Equity CBS Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001420_CC_FIRB CD30XVRLT4QO00B1C706 DE3780476 CE UN Equity Celanese US Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001421_CC_FIRB 4SIHMF0MOSTTL8CD0X64 CELG US Equity Celgene Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001422_CC_FIRB 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001423_CC_FIRB 8E6NF1YAL0WT6CWXXV93 CSCO US EQUITY Cisco Systems Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001424_CC_FIRB 549300IA9XFBAGNIBW29 CMS Energy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001425_CC_FIRB B0QU0GIVGFFMCOP5RJ72 DE4789658 CKK GB Equity Coca-Cola Enterprises, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001426_CC_FIRB 2V9V7M0RUQG9M2J4IC47 Colfax Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001427_CC_FIRB YMEGZFW4SBUSS5BQXF88 DE0156313 CL US Equity Colgate-Palmolive Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001428_CC_FIRB 51M0QTTNCGUN7KFCFZ59 PA3039985 CTP GB Equity Comcast Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001429_CC_FIRB 549300OQS2LO07ZJ7N73 DE0406521 CMC US Equity Commercial Metals Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001430_CC_FIRB 6113F6JQLWIUGTBN1L36 CSC US equity Computer Sciences Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001431_CC_FIRB 54930035UDEIH090K650 DE0818944 CAG US Equity ConAgra Foods, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001432_CC_FIRB SYHS7HRDXLL4I0IQ8776 CXO US EQUITY Concho Resources Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001433_CC_FIRB 6VJJ5GQWIRDQ06DUXG89 DE0064324 COP US Equity ConocoPhillips Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001434_CC_FIRB 549300JK3KH8PWM3B226 DE2277631 CNX UN Equity CONSOL Energy Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001435_CC_FIRB 29DX7H14B9S6O3FD6V18 CTO GM Equity Costco Wholesale Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001436_CC_FIRB 549300BO9IWPF3S48F93 COTY US EQUITY Coty Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001437_CC_FIRB TVRMNZKRGA8LPW6XPG60 Cox Enterprises Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001438_CC_FIRB RPPGGRL1J75WGF2DFO04 PA3337938 CCK US Equity Crown Americas LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001439_CC_FIRB ZUNI8PYC725B6H8JU438 IN194062-043 CMI UN Equity Cummins Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001440_CC_FIRB S4BKK9OTCEWQ3YHPFM11 DHR US EQUITY Danaher Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001441_CC_FIRB PWFTNG3EI0Y73OXWDH08 DE US EQUITY Deere & Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001442_CC_FIRB 3E70L4WYANTIWWIPHC81 DELL US EQUITY Dell Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001443_CC_FIRB Q2CCMS6R0AS67HJMBN42 DAL US EQUITY Delta Air Lines Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001444_CC_FIRB 54930042348RKR3ZPN35 DE2155705 DVN US Equity Devon Energy Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001445_CC_FIRB F14FQJ2EEHW5VPYUHL14 DO US Equity Diamond Offshore Drilling, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001446_CC_FIRB 549300Z1UGYT5725XB67 DE3535468 DTV TQ Equity DIRECTV Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001447_CC_FIRB ILUL7B6Z54MRYCF6H308 D US EQUITY Dominion Resources Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001448_CC_FIRB 549300FMC2ALGA7N9E80 DE0412823 DOV UN Equity Dover Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001449_CC_FIRB ZQUIP1CSZO8LXRBSOU78 DOW US EQUITY Dow Chemical Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001450_CC_FIRB 549300IX8SD6XXD71I78 DTE US EQUITY DTE Energy Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001451_CC_FIRB FDPVHDGJ1IQZFK9KH630 DE2345566 EMN UN Equity Eastman Chemical Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001452_CC_FIRB 0NZWDMRCE180888QQE14 ETN US EQUITY Eaton Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001453_CC_FIRB OML71K8X303XQONU6T67 DE2871352 EBAY US Equity eBay Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001454_CC_FIRB FRDRIPF3EKNDJ2CQJL29 LLY US EQUITY Eli Lilly & Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001455_CC_FIRB FGLT0EWZSUIRRITFOA30 EMR UN Equity Emerson Electric Co. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001456_CC_FIRB GHFPUH0OZ5JLGJXWCO16 ESV UN Equity ENSCO International Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001457_CC_FIRB 4XM3TW50JULSLG8BNC79 ETR US EQUITY Entergy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001458_CC_FIRB 549300EVUN2BTLJ3GT74 DE2911438 EQIX US Equity Equinix, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001459_CC_FIRB 549300RO2XES74KQGG63 XLS US EQUITY Exelis Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001460_CC_FIRB 3SOUA6IRML7435B56G12 EXC US EQUITY Exelon Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001461_CC_FIRB CI7MUJI4USF3V0NJ1H64 WA601975803 EXPE UW Equity Expedia, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001462_CC_FIRB J3WHBG0MTS7O8ZVMDC91 NJ3793794100 XOM US Equity Exxon Mobil Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001463_CC_FIRB 549300E707U7WNPZN687 FDX US EQUITY FedEx Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001464_CC_FIRB 6WQI0GK1PRFVBA061U48 GA0110597 FIS UN Equity Fidelity National Information Services, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001465_CC_FIRB 549300NPYMLM4NHTOF27 First Solar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001466_CC_FIRB 549300SVYJS666PQJH88 OH953140 FE US Equity FirstEnergy Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001467_CC_FIRB 6Y0GK87T6V7NJKZJVM41 NYCDRRCUS FLS US Equity Flowserve Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001468_CC_FIRB CQ7WZ4NOFWT7FAE6Q943 FLR US EQUITY Fluor Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001469_CC_FIRB CKDHZ2X64EEBQCSP7013 FMC US Equity FMC Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001470_CC_FIRB EMQFUEY7DV1MVNKAUT87 DE3315658 FTI US Equity FMC Technologies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001471_CC_FIRB 20S05OYHG0MQM4VUIC57 F US EQUITY Ford Motor Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001472_CC_FIRB 2MNR4Q42DBL85U7RD221 Forest Oil Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001473_CC_FIRB A0WMBJD47C49E2JJOM88 DE4594648 FRE GY Equity Fresenius US Finance I, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001474_CC_FIRB 549300FNRIXILI56M704 0196414D US EQUITY Gavilon LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001475_CC_FIRB 9C1X8XOOTYY2FNYTVH06 GD US EQUITY General Dynamics Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001476_CC_FIRB 3C7474T6CDKPR9K6YT90 NYCGECYUS GNE FP Equity General Electric Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001477_CC_FIRB 2TGYMUGI08PO8X8L6150 GIS US Equity General Mills, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001478_CC_FIRB 549300PDWRZX0BR28B12 DE4717789 GM UN Equity General Motors Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001479_CC_FIRB L2EVHWFHVAQK72TMH265 DE4275413 Georgia-Pacific LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001480_CC_FIRB 5493002BI0S2ZQUY3437 GT US EQUITY Goodyear Tire & Rubber Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001481_CC_FIRB 7ZW8QJWVPR4P1J1KQY45 GOOG US EQUITY Google Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001482_CC_FIRB ENYF8GB5SMQZ25S06U51 DE2681775 HAL UN Equity Halliburton Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001483_CC_FIRB KAO98FK89NPNNPQGUZ43 DE0497602 HSC US Equity Harsco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001484_CC_FIRB 549300NUB6D2R1ITYR45 HAS US Equity Hasbro, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001485_CC_FIRB 549300PD0C69OJ0NLB27 766481Z US EQUITY Hertz Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001486_CC_FIRB UASVRYNXNK17ULIGK870 DE0097017 AHC GB Equity Hess Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001487_CC_FIRB WHKXQACZ14C5XRO8LW03 HPQ US EQUITY Hewlett-Packard Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001488_CC_FIRB 5493003STKEZ2S0RNU91 HNZ US EQUITY HJ Heinz Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001489_CC_FIRB ISRPG12PN4EIEOEMW547 DE2061772 HON UN Equity Honeywell International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001490_CC_FIRB KNX4USFCNGPY45LOCE31 4335 HK Equity Intel Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001491_CC_FIRB VGRQXHF3J8VDLUA7XE92 IBM US EQUITY International Business Machines (IBM Corp) US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001492_CC_FIRB F9HV8ZL85LRIQ6D60098 NVC7491-1980 IGT UN Equity International Game Technology US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001493_CC_FIRB 824LMFJDH41EY779Q875 IP US EQUITY International Paper Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001494_CC_FIRB 5493008IUOJ5VWTRC333 Interpublic Group of Cos US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001495_CC_FIRB 24F6LSZD18II6ICG6S41 Itron Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001496_CC_FIRB YB2O5TUONPB3W1X7WJ88 ITT US EQUITY ITT Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001497_CC_FIRB KD833U13JEIGETBW2749 JAH US EQUITY Jarden Corp (fka Alltrista Corp) US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001498_CC_FIRB 549300XR6O4ACB0KLV08 JFB Firth Rixson, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001499_CC_FIRB E0KSF7PFQ210NWI8Z391 DE UN Equity John Deere Capital Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001500_CC_FIRB 549300G0CFPGEF6X2043 NJ5106301000 JNJ GQ Equity Johnson & Johnson US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001501_CC_FIRB 3LB2NG8VUULSCV2NO430 JCI US EQUITY Johnson Controls Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001502_CC_FIRB LONOZNOJYIBXOHXWDB86 K US EQUITY Kellogg Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001503_CC_FIRB AGX0G2MXE54NFNNICD28 KU1 US EQUITY Kentucky Utilities Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001504_CC_FIRB MP3J6QPYPGN75NVW2S34 KMB UN Equity Kimberly-Clark Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001505_CC_FIRB 549300PDHUGWPWGOT525 DE2301470 Kinder Morgan Energy Partners, L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001506_CC_FIRB 5493005158BXZWGOX572 3097Z US EQUITY Koch Industries Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001507_CC_FIRB 549300JF6LPRTRJ0FH50 KSS UN Equity Kohl's Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001508_CC_FIRB V1BYR0MM295ZFWYYS367 KRFT US EQUITY Kraft Foods Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001509_CC_FIRB GR3KVMWVCR54YWQNXU90 DE0933796 LTD GF Equity L Brands, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001510_CC_FIRB LINE US EQUITY Linn Energy LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001511_CC_FIRB 5493007B9BM9ZXJINO78 DE4009151 LYV UN Equity Live Nation Entertainment, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001512_CC_FIRB DPRBOZP0K5RM2YE8UU08 LMT US EQUITY Lockheed Martin Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001513_CC_FIRB WAFCR4OKGSC504WU3E95 NC0087443 LOW UN Equity Lowe's Companies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001514_CC_FIRB 2RTSLGQ89VMY18RHX631 Manitowoc Co Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001515_CC_FIRB 1FRVQX2CRLGC1XLP5727 DE3395371 MRO US Equity Marathon Oil Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001516_CC_FIRB 3BNYRYQHD39K4LCKQF12 DE4750998 MPC UN Equity Marathon Petroleum Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001517_CC_FIRB 225YDZ14ZO8E1TXUSU86 DE2798413 MAR US Equity Marriott International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001518_CC_FIRB 54930073HKEO6GZBSS03 4614Z US EQUITY Mars Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001519_CC_FIRB 549300XMP3KDCKJXIU47 DE0706226 MMC UN Equity Marsh & McLennan Companies, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001520_CC_FIRB 5GCSNMQXHEYA1JO8QN11 DE0585027 MAS US Equity Masco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001521_CC_FIRB AR5L2ODV9HN37376R084 DE3390142 MA US Equity MasterCard Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001522_CC_FIRB 549300VELLG24KHTJ564 DE0673809 MAT US Equity Mattel, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001523_CC_FIRB UE2136O97NLB5BYP9H04 MCD US EQUITY McDonald's Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001524_CC_FIRB 549300WZWOM80UCFSF54 DE2417015 MCK US Equity McKesson Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001525_CC_FIRB 4DL8C98Z5G5IXZLH3578 MWV US Equity MeadWestvaco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001526_CC_FIRB D56MRZY2INAN94ZONZ37 MDT US EQUITY Medtronic Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001527_CC_FIRB 4YV9Y5M8S0BRK1RP0397 MRK US EQUITY Merck & Co Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001528_CC_FIRB INR2EJN1ERAN0W5ZP974 WA600413485 MSF NA Equity Microsoft Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001529_CC_FIRB 54930073LBBH6ZCBE225 TAP US EQUITY Molson Coors Brewing Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001530_CC_FIRB 549300DV9GIB88LZ5P30 VA05501796 KTF GF Equity Mondelez International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001531_CC_FIRB NONUZEX43GHIPSVDD938 DE3174788 MON US Equity Monsanto Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001532_CC_FIRB 6S552MUG6KGJVEBSEC55 DE0789650 MTLA GF Equity Motorola Solutions, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001533_CC_FIRB MOM4570XTJ5YYX7JKH83 DE2977161 NG/ LN Equity National Grid USA US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001534_CC_FIRB 549300VSP3RIX7FGDZ51 NEM US EQUITY Newmont Mining Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001535_CC_FIRB UMI46YPGBLUE4VGNNT48 NEE UN Equity NextEra Energy Capital Holdings, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001536_CC_FIRB 549300Z2ZSKKGUE3J147 NKE US EQUITY Nike Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001537_CC_FIRB ZHUWIE4VK4MIYES0UG62 IN2000033100151 NI UN Equity NiSource Finance Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001538_CC_FIRB 7D6DIU2QXTUJRFNNJA49 CAC1059173 7201 JT Equity Nissan Motor Acceptance Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001539_CC_FIRB 02VFQXG2D1LR5ZH3K186 NBL UN Equity Noble Energy, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001540_CC_FIRB 549300S3IZB5P35KNV16 WA178071138 JWN US Equity Nordstrom, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001541_CC_FIRB RIMU48P07456QXSO0R61 NOC US EQUITY Northrop Grumman Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001542_CC_FIRB 6B6FQLPMMKB14LX6NY57 Novelis Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001543_CC_FIRB 549300GGJCRSI2TIEJ46 NUE UN Equity Nucor Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001544_CC_FIRB IM7X0T3ECJW4C1T7ON55 OXY US EQUITY Occidental Petroleum US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001545_CC_FIRB 52990006VBKYFQMQJX90 KvK 34311273 0000 OILT UD EQUITY Oiltanking Finance B.V. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001546_CC_FIRB HKUPACFHSSASQK8HLS17 OMC US EQUITY Omnicom Group US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001547_CC_FIRB 1Z4GXXU7ZHVWFCD8TV52 DE2457805 ORCL* MM Equity Oracle Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001548_CC_FIRB 549300TOPQ8NG4HGVK16 Owens Corning US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001549_CC_FIRB PH3S12DWZBHHQKVYZ297 WA177005077 PCAR US Equity PACCAR Financial Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001550_CC_FIRB KDTEY8BWE486IKZ3CC07 PCAR US EQUITY Paccar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001551_CC_FIRB SGY07Y7FNYBNLM6Z1M11 OR085297-86 BRK/A US Equity PacifiCorp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001552_CC_FIRB 5493002CONDB4N2HKI23 PH US EQUITY Parker Hannifin Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001553_CC_FIRB EJCO258LNNVSKAR2JX59 DE2864939 BTU US Equity Peabody Energy Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001554_CC_FIRB FJSUNZKFNQ5YPJ5OT455 NC0198463 PEP SE Equity PepsiCo, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001555_CC_FIRB 765LHXWGK1KXCLTFYQ30 PFE US EQUITY Pfizer Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001556_CC_FIRB 8YQ2GSDWYZXO2EDN3511 PG&E Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001557_CC_FIRB HL3H1H2BGXWVG3BSWR90 VA0670281-5 PMI SE Equity Philip Morris International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001558_CC_FIRB TWSEY0NEDUDCKS27AH81 Pinnacle West Capital Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001559_CC_FIRB 549300N2O26NW4ST6W55 DE0101728 PBI US Equity Pitney Bowes Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001560_CC_FIRB 5MRSWZYSSE4064ED3F25 Plains Exploration & Production Co LP US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001561_CC_FIRB 549300BKPEP01R3V6C59 PA284424 PPG UN Equity PPG Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001562_CC_FIRB ZU69GUVJQGZ6Z1UOOO79 PX US EQUITY Praxair Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001563_CC_FIRB 6S3X7J22E861RNTJSA74 3252Z US EQUITY President & Fellows of Harvard College US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001564_CC_FIRB 2572IBTT8CCZW6AU4141 PG US EQUITY Procter & Gamble Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001565_CC_FIRB 5PRBRS5FEH7NREC8OR45 NJ0100802453 PRU US Equity Prudential Financial, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001566_CC_FIRB PUSS41EMO3E6XXNV3U28 PEG US EQUITY Public Service Enterprise Group Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001567_CC_FIRB 123WALMHY1GZXG2YDL90 PVH UN Equity PVH Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001568_CC_FIRB 8MCWUBXQ0WE04KMXBX50 DE2249088 DGX UN Equity Quest Diagnostics Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001569_CC_FIRB HO1QNWM0IXBZ0QSMMO20 RL UN Equity Ralph Lauren Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001570_CC_FIRB YR6K3WJN0KKLUPZSNL57 DE0472015 RTN US Equity Raytheon Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001571_CC_FIRB NKNQHM6BLECKVOQP7O46 RSG US EQUITY Republic Services Group US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001572_CC_FIRB PQQ60KVT5SJX0ETQT497 RKT US Equity Rock-Tenn Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001573_CC_FIRB VH3R4HHBHH12O0EXZJ88 ROK US Equity Rockwell Automation, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001574_CC_FIRB 549300LJXD867XMVE759 ROP UN Equity Roper Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001575_CC_FIRB K2NEH8QNVW44JIWK7Z55 C-38863 RCL NO Equity Royal Caribbean Cruises Ltd. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001576_CC_FIRB 549300TJCKW4BRXPJ474 RPM US Equity RPM International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001577_CC_FIRB 549300VXRTBPBK07QT94 0398293Z US EQUITY Ruby Pipeline LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001578_CC_FIRB ZXJ6Y2OSPZXIVGRILD15 FL590739250 R US Equity Ryder System, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001579_CC_FIRB 549300NKZ6VCN5P3K723 DE2096948 SWY US Equity Safeway Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001580_CC_FIRB RLTHESQ0RNFQJWPBJN60 DE2258732 SGMS UW Equity Scientific Games International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001581_CC_FIRB Q0M0CZB4YN6JZ65WXI09 SEE US EQUITY Sealed Air Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001582_CC_FIRB PBBKGKLRK5S5C0Y4T545 CAC1991515 SRE US Equity Sempra Energy US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001583_CC_FIRB KAF673KJXD92C8KSLU49 SLGN US EQUITY Silgan Holdings Inc [fka Silgan Corp] US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001584_CC_FIRB MR92GTD0MJTTTTQDVG45 DE2360269 Simon Property Group, L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001585_CC_FIRB HHWAT5TDOYZMM26KKQ73 SNA US Equity Snap-on Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001586_CC_FIRB 549300FC3G3YU2FBZD92 Southern Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001587_CC_FIRB EFWMP121W54QV9MGOP87 DE4116263 SWN US Equity Southwestern Energy Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001588_CC_FIRB P761FCI0CPOG24I8JE10 SPW US Equity SPX Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001589_CC_FIRB 549300DJ09SMTO561131 SWK US Equity Stanley Black & Decker, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001590_CC_FIRB XQM2JINI1UL7642TU573 SPLS US Equity Staples, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001591_CC_FIRB 5493002F0SC4JTBU5137 MI148492 SYK US Equity Stryker Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001592_CC_FIRB 549300TXO070764WUH65 SPWR US EQUITY Sunpower Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001593_CC_FIRB YF6ZV0M6AU4FY94MK914 SYMC US Equity Symantec Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001594_CC_FIRB 5RGWIFLMGH3YS7KWI652 SYY US Equity Sysco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001595_CC_FIRB 8WDDFXB5T1Z6J0XC1L66 TGT US Equity Target Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001596_CC_FIRB 6HL0C5LCIE4TN8UZHL06 DE2980513 TRP UN Equity TC PipeLines, LP US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001597_CC_FIRB UUL85LWXB4NGSWWXIQ25 TFX US Equity Teleflex Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001598_CC_FIRB YAWJZJYEQ7M1SYMOS462 DE2106001 TEX UN Equity Terex Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001599_CC_FIRB CMTK1YBYNLPLIS3QLI53 TSO US EQUITY Tesoro Petroleum US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001600_CC_FIRB 549300VFZ8XJ9NUPU221 The Estee Lauder Companies US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001601_CC_FIRB HCHV7422L5HDJZCRFL38 DE0558016 TMO US Equity Thermo Fisher Scientific Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001602_CC_FIRB KNG3XRAA0RHN9H62OK76 TWX US EQUITY Time Warner Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001603_CC_FIRB B0I35MLPFXZSE70ASS73 TKR US EQUITY Timken Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001604_CC_FIRB 549300V2JRLO5DIFGE82 DE3058821 DTE GF Equity T-Mobile USA, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001605_CC_FIRB R1JB4KXN77XFCXOQKV49 DE7324254 TRN US Equity Trinity Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001606_CC_FIRB 3NWOXIHJSQCX0SM5Z749 DE3589359 TRW US Equity TRW Automotive Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001607_CC_FIRB G8NWFN4YP7CR6FOP4886 Tupperware Brands Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001608_CC_FIRB WD6L6041MNRW1JE49D58 TSN US Equity Tyson Foods, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001609_CC_FIRB MYF1DAS6G5WY7PRWCU78 DE0945814 ULVR LN Equity Unilever Capital Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001610_CC_FIRB K1OQBWM7XEOO08LDNP29 DE0890080 UAL UN Equity United Airlines, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001611_CC_FIRB D01LMJZU09ULLNCY6Z23 UPS US EQUITY United Parcel Service Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001612_CC_FIRB JNLUVFYJT1OZSIQ24U47 X UN Equity United States Steel Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001613_CC_FIRB I07WOS4YJ0N7YRFE7309 UTX US EQUITY United Technologies Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001614_CC_FIRB 549300VSXHFQVR770L55 DE4426189 Univar Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001615_CC_FIRB 549300BZXZ66F6DTIF20 VA0016487-1 UVV US Equity Universal Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001616_CC_FIRB 5493004XNBKB5SFUJI60 DE0932960 AAL UW Equity US Airways, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001617_CC_FIRB KOO0397YRO83WY5MGD97 VRX CT Equity Valeant Pharmaceuticals International US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001618_CC_FIRB 549300XTO5VR8SKV1V74 VLO US EQUITY Valero Energy Corp US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001619_CC_FIRB 2S72QS2UO2OESLG6Y829 VZ US EQUITY Verizon Communications Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001620_CC_FIRB CWAJJ9DJ5Z7P057HV541 VFC US EQUITY VF Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001621_CC_FIRB X0ST5BPF0CZG9FE5OV61 VIA US EQUITY Viacom Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001622_CC_FIRB 549300OBVCU4IRZFZ230 Virgin Media Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001623_CC_FIRB CQKUMNNZVDJLRYV2PT43 Virginia Electric & Power Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001624_CC_FIRB 549300JZ4OKEHW3DPJ59 V US Equity Visa Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001625_CC_FIRB 549300BMOJ05INE4YK86 DE2669712 Vornado Realty L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001626_CC_FIRB 549300UUPJ2NXDB68M19 DE0911551 VW Credit, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001627_CC_FIRB Y87794H0US1R65VBXU25 WMT US EQUITY Wal-Mart Stores Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001628_CC_FIRB 7260JQNI6SCF9FIV2392 DIS US EQUITY Walt Disney Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001629_CC_FIRB IQN3XTJNANI73KWRED03 Walter Energy Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001630_CC_FIRB 549300YX8JIID70NFS41 WM US EQUITY Waste Management US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001631_CC_FIRB 3CYEJKBUJZO3UW777J80 DE3797582 WEA Finance LLC US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001632_CC_FIRB WHENKOULSSK7WUM60H03 WHR US EQUITY Whirlpool Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001633_CC_FIRB D3W7PCXCBRQLL17DZ313 World Fuel Services Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001634_CC_FIRB T4VNTWMFQ7JQB65L7T35 DE3664441 WYN UN Equity Wyndham Worldwide Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001635_CC_FIRB LGJNMI9GH8XIDG5RCM61 MN37-AA XEL US Equity Xcel Energy Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001636_CC_FIRB 4KF48RN45X1OO8UBLY20 XRX UN Equity Xerox Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001637_CC_FIRB 6EY4K7ZMF9UX1CU6KC79 XIX GF Equity Xilinx, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001638_CC_FIRB 549300DF5MV96DRYLQ48 XYL US EQUITY Xylem Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001639_CC_FIRB 2P2YLDVPES3BXQ1FRB91 DE3343799 ZMH US Equity Zimmer Holdings, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001640_CC_FIRB 549300HD9Q1LOC9KLJ48 ZTS UN Equity Zoetis Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001641_CC_FIRB 5493007CO5W5OBFG7L21 RETAIL ESTATES NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001642_CC_FIRB 549300QSUNKAEBMYIR16 RAVAGO S.A. BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001643_CC_FIRB 549300O3SGMD4K45DN61 BE 0404621642 ALCATEL-LUCENT BELL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001644_CC_FIRB 54930031IF9XW7PCY637 BE 0403992231 Atlas Copco Airpower BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001645_CC_FIRB 549300PR82EONF1NKE18 BE 0473566965 BELFIMA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001646_CC_FIRB 549300UOBXCS79E82606 BE 0404535431 Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001647_CC_FIRB 549300VSM2RG55U2QU15 BE 0400853488 BRUSSELS AIRLINES BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001648_CC_FIRB 5493007ZLRNTTT9B6384 Carrefour Finance SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001649_CC_FIRB 529900P0HVIO92I8AU52 BE 0422362447 COCKERILL MAINTENANCE & INGENIERIE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001650_CC_FIRB 549300VWVXR1GOHG0E16 BE 0425702910 COFELY FABRICOM sa BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001651_CC_FIRB 5493003N7PPOYDZI1G90 BE 0400464795 COMPAGNIE D'ENTREPRISES CFE — AANNEMINGSMAATSCHAPPIJ CFE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001652_CC_FIRB 5299009GDDJ20VCTA286 BE 0404411707 CONTINENTAL BENELUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001653_CC_FIRB 549300NF0J86QSGBSV95 BE 0413572663 DELDO AUTOBANDEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001654_CC_FIRB 549300KT827RUL680A73 BE0428741087 D'IETEREN Treasury BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001655_CC_FIRB 5493000G720YN71E2S86 BE 0435305514 DREDGING INTERNATIONAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001656_CC_FIRB 529900YOYR5FW12UBJ80 BE 0471811661 EDF Luminus BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001657_CC_FIRB 549300F203XBWYK45D98 BE 0411515075 Emmaüs vzw BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001658_CC_FIRB 529900T3V512W5JEJF78 BE 0406183144 Evonik Degussa Antwerpen BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001659_CC_FIRB 5493006GOR72R0ZYBN98 BE 0860409202 EXMAR BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001660_CC_FIRB 52990071WX2UW1WNHC16 BE 0402954628 FLUXYS BELGIUM BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001661_CC_FIRB 529900RL1B6NSLKU7P45 BE 0821382439 FLUXYS FINANCE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001662_CC_FIRB 549300EL1OTYCHBFUV17 BE 0442100363 GDF SUEZ CC SCRL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001663_CC_FIRB 549300AS6JDY8GAUB274 BE 0831958211 GDF SUEZ ENERGY MANAGEMENT TRADING BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001664_CC_FIRB 6IM6CQKADLNCQGUEU352 BE0439255986 GEMS Services SA/NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001665_CC_FIRB 549300UFHGFY5IOON989 BE 0220324117 Gimv BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001666_CC_FIRB 5493004EAZQ20FYJKT70 BE 0438202052 greif services belgium BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001667_CC_FIRB 5299004FBX5DGG463D98 BE 0430060188 HERAEUS ELECTRO — NITE INTERNATIONAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001668_CC_FIRB 5493002TTO3072KC6L60 BE 0402220594 Hewlett — Packard Belgium BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001669_CC_FIRB 549300VI27GGJFIOCP26 BE 0440113348 INTERNATIONAL FINANCE CENTER CFE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001670_CC_FIRB 5493002RVRZ1S3CPUI26 BE 0428750985 ION BEAM APPLICATIONS S.A BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001671_CC_FIRB 54930073JZQL85NE3817 BE 0222343301 IVERLEK BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001672_CC_FIRB 549300YEC7519H8CBF72 BE 0473587751 J.C. General Services CVBA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001673_CC_FIRB 549300U0BLKP6Y8LPX16 BE 0404778426 Katoen Natie BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001674_CC_FIRB 529900X1VAF3IXDZJ071 LE PEIGNE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001675_CC_FIRB 549300ROPVHSEKEMW107 BE 0807049797 LOCORAIL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001676_CC_FIRB 549300L6DOLPEQSOI005 BE 0405580655 MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001677_CC_FIRB 5493007JS0ZHJVBUWP18 BE 0456810810 MOBISTAR BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001678_CC_FIRB 549300V3ES7BVGYNRZ58 BE 0413630071 N.V BESIX S.A BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001679_CC_FIRB 529900P78BT1RIIYWY69 BE 0458885719 NUTRECO CAPITAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001680_CC_FIRB 549300XHGK09MEWMOL68 BE 0419457296 Ontex bvba BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001681_CC_FIRB 5299009CBE6VJXABZS81 BE 0436410522 RAFFINERIE TIRLEMONTOISE — TIENSE SUIKERRAFFINADERERIJ BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001682_CC_FIRB 529900P4SONA6KVTRT86 BE 0428343981 RECTICEL INTERNATIONAL SERVICES BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001683_CC_FIRB 529900LK4T42CNH2U882 BE 0434475767 S.B. MANAGEMENT AND SERVICES BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001684_CC_FIRB 529900FTYUE9QOXMU884 BE 0434284638 SAINT-GOBAIN BENELUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001685_CC_FIRB 549300CCKFF44A550J72 BE 0400747580 SARENS BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001686_CC_FIRB 549300JTFH1WHCEMIN40 BE 0407139583 SD WORX BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001687_CC_FIRB HB7FFAZI0OMZ8PP8OE26 BE 0413330856 Society for Worldwide Interbank Financial Telecommunication BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001688_CC_FIRB 213800IS5GA1OZ8RBM85 BE 0473416418 TELENET nv BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001689_CC_FIRB 529900R7MYQQO8CHR962 BE 0403063902 TOTAL BELGIUM BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001690_CC_FIRB 5299003N2SCVNU16O909 BE 0403079441 Total Petrochemicals & Refining SA/NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001691_CC_FIRB 549300ZSTW3D1UXOXY91 BE 0412639681 TRACTEBEL ENGINEERING sa BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001692_CC_FIRB 529900F3AIQECS8ZSV61 UMICORE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001693_CC_FIRB 549300J5X4E65PJHE355 BE 0464538245 VPK SERVICES BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001694_CC_FIRB 5493002MUOV04NSPT571 2796756-1 RBC INVESTOR SERVICES TRUST CA Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001695_CC_FIRB 549300G6ZUFBJVLAJQ46 MERCURIA ENERGY TRADING SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001696_CC_FIRB 5299009K1FINARYDEC72 RENAULT FINANCE SA CH Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001697_CC_FIRB 549300WZRVQERM819Z90 1141987-6 CH02039235685 Schweizerische RÃ 1 4 ckversicherungs-Gesellschaft AG CH Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001698_CC_FIRB 52990031Q7PCTSUSRW11 2820823-9 HRB40498 LBBW Dublin Management GmbH DE Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001699_CC_FIRB 529900GHE5268QPEOH13 2537992-6 HRB106727 LIDL IRELAND GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001700_CC_FIRB 529900USFSZYPS075O24 1144838-8 HRB3790 VOLKSWAGEN FINANCIAL SERVICES AG DE Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001701_CC_FIRB 549300Y5BJOTCMUYT658 ARCELORMITTAL TREASURY SNC FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001702_CC_FIRB 969500KY4MRVCLM9HE48 EDF ENERGIES NOUVELLES FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001703_CC_FIRB 529900QI55ZLJVCMPA71 TOTAL CAPITAL FR Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001704_CC_FIRB 2138006E2VG89XLORJ06 02366682 YORKSHIRE WATER SERVICES LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001705_CC_FIRB 549300BPQYQ838KE1X51 UNIPEC ASIA COMPANY LIMITED HK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001706_CC_FIRB 213800SKZTSE2L1BII69 THAMES WATER UTILITIES CAYMAN FINANCE LIMITED KY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001707_CC_FIRB 0YQH6LCEF474UTUV4B96 KvK 34313428 0000 ENEL FINANCE INTERNATIONAL N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0001708_CC_FIRB 4ME66GO1Q4T87C52WS37 KvK 33134831 0000 GENERAL ELECTRIC INTERNATIONAL INC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001709_CC_FIRB 1310Z AR Equity Argentina AR Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001710_CC_FIRB 1525Z AU Equity Australia AU Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001711_CC_FIRB 1480Z AV Equity Austria AT Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001712_CC_FIRB 43886Z BD Equity Bangladesh BD Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001713_CC_FIRB 111136Z BB Equity Belgium BE Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001714_CC_FIRB 1323Z BZ Equity Brazil BR Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001715_CC_FIRB 129225Z BU Equity Bulgaria BG Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001716_CC_FIRB 80710Z CN Equity Canada CA Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001717_CC_FIRB 45793Z CI Equity Chile CL Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001718_CC_FIRB PRCH CH Equity China CN Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001719_CC_FIRB 1153Z CB Equity Colombia CO Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001720_CC_FIRB 1040Z CP Equity Czech Republic CZ Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001721_CC_FIRB 1271Z DC Equity Denmark DK Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001722_CC_FIRB 1083Z EY Equity Egypt EG Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001723_CC_FIRB 1000Z ET Equity Estonia EE Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001724_CC_FIRB 1306Z FH Equity Finland FI Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001725_CC_FIRB 223727Z FP Equity France FR Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001726_CC_FIRB 3413Z GR Equity Germany DE Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001727_CC_FIRB 1004Z GA Equity Greece GR Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001728_CC_FIRB 1182Z HB Equity Hungary HU Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001729_CC_FIRB 1504Z IN Equity India IN Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001730_CC_FIRB 1133Z IJ Equity Indonesia ID Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001731_CC_FIRB 1266Z ID Equity Ireland IE Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001732_CC_FIRB 3343943Z IT Equity Israel IL Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001733_CC_FIRB 2103Z IM Equity Italy IT Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001734_CC_FIRB JAPZ JP Equity Japan JP Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001735_CC_FIRB 1001Z KN Equity Kenya KE Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001736_CC_FIRB 3344606Z LR Equity Latvia LV Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001737_CC_FIRB 1092Z LH Equity Lithuania LT Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001738_CC_FIRB 1110Z LX Equity Luxembourg LU Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001739_CC_FIRB 1124Z MK Equity Malaysia MY Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001740_CC_FIRB 5753Z US Equity Malta MT Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001741_CC_FIRB 1426Z MM Equity Mexico MX Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001742_CC_FIRB 1096Z MC Equity Morocco MA Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001743_CC_FIRB 1533Z NA Equity Netherlands NL Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001744_CC_FIRB 46443Z NZ Equity New Zealand NZ Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001745_CC_FIRB 1233Z NO Equity Norway NO Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001746_CC_FIRB 279379Z PM Equity Philippines PH Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001747_CC_FIRB 1084Z PW Equity Poland PL Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001748_CC_FIRB 1174Z PL Equity Portugal PT Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001749_CC_FIRB 1089Z RO Equity Romania RO Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001750_CC_FIRB 4458Z RU Equity Russia RU Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001751_CC_FIRB 3344642Z AB Equity Saudi Arabia SA Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001752_CC_FIRB 1545Z SP Equity Singapore SG Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001753_CC_FIRB 1023Z SK Equity Slovakia SK Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001754_CC_FIRB 1091Z SV Equity Slovenia SI Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001755_CC_FIRB 50184Z SJ Equity South Africa ZA Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001756_CC_FIRB ROKZ KS Equity South Korea KR Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001757_CC_FIRB 1841Z SM Equity Spain ES Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001758_CC_FIRB 204283Z EK Equity Sudan SD Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001759_CC_FIRB 1179Z SS Equity Sweden SE Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001760_CC_FIRB 344758Z SW Equity Switzerland CH Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001761_CC_FIRB 116657Z TT Equity Taiwan TW Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001762_CC_FIRB 1179Z TB Equity Thailand TH Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001763_CC_FIRB 114144Z TI Equity Turkey TR Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001764_CC_FIRB 1089Z UZ Equity Ukraine UA Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001765_CC_FIRB 3344698Z UH Equity United Arab Emirates AE Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001766_CC_FIRB 6152Z LN Equity United Kingdom GB Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001768_CC_FIRB 6152Z LN Equity United States US Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001769_CC_FIRB 1069Z VC Equity Venezuela VE Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001770_CC_FIRB 231715Z VN Equity Vietnam VN Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001771_CC_FIRB ZTMSNXROF84AHWJNKQ93 INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT US Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach GG_0001772_CC_FIRB QKL54NQY28TCDAI75F60 INTERNATIONAL FINANCE CORPORATION US Sovereign sample General governments Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001773_CC_FIRB BFXS5XCH7N0Y05NIXW11 3531454Z NA EQUITY ABN Amro NL Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001774_CC_FIRB CNE100000Q43 1288 HK EQUITY Agricultural Bank of China CN Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001775_CC_FIRB 3U8WV1YX2VMUHH7Z1Q21 IE0000197834 ALBK ID EQUITY ALLIED IRISH BANKS PLC IE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001776_CC_FIRB 5299009N55YRQC69CN08 GRS015013006 ALPHA GA EQUITY Alpha Bank GR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001777_CC_FIRB JHE42UYNWWTJB8YTTU19 AU000000ANZ3 ANZ AU EQUITY ANZ AU Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001778_CC_FIRB 549300CTUU1RFXHQJE44 US0594603039 BBD US EQUITY Banco Bradesco BR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001779_CC_FIRB JU1U6S0DG9YLT7N8ZV32 PTBCP0AM0007 BCP PL EQUITY BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) PT Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001780_CC_FIRB QE0Q0253K88YAGNPE356 BRBBASACNOR3 BBAS3 BZ EQUITY Banco Do Brasil BR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001781_CC_FIRB 5493006P8PDBI8LC0O96 IT0005002883 BP IM EQUITY Banco Popolare IT Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001782_CC_FIRB 9DJT3UXIJIZJI4WXO774 US0605051046 BAC US EQUITY Bank of America Corp. US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001783_CC_FIRB 54930053HGCFWVHYZX42 CNE1000001Z5 3988 HK EQUITY Bank of China CN Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001784_CC_FIRB CNE100000205 3328 HK EQUITY Bank of Communications CN Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001785_CC_FIRB CO6GC26LCGGRTUESIP55 HK0023000190 23 HK EQUITY Bank of East Asia Ltd. HK Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001786_CC_FIRB Q2GQA2KF6XJ24W42G291 IE0030606259 BKIR ID EQUITY BANK OF IRELAND IE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001787_CC_FIRB NQQ6HPCNCCU6TUTQYE16 CA0636711016 BMO CN EQUITY Bank of Montreal CA Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001788_CC_FIRB WFLLPEPC7FZXENRZV188 US0640581007 BK US EQUITY Bank of New York Mellon Corp. US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001789_CC_FIRB L3I9ZG2KFGXZ61BMYR72 CA0641491075 BNS CN EQUITY Bank of Nova Scotia CA Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001790_CC_FIRB 549300685QG7DJS55M76 ES0113307021 BKIA SM EQUITY Bankia ES Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001791_CC_FIRB VWMYAEQSTOPNV0SUGU82 ES0113679I37 BKT SM EQUITY BANKINTER ES Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001792_CC_FIRB G5GSEF7VJP5I7OUK5573 GB0031348658 BARC LN EQUITY Barclays Plc GB Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001794_CC_FIRB VDYMYTQGZZ6DU0912C88 1103165-5 BLGZ GR EQUITY Bayerische Landesbank DE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001795_CC_FIRB K8MS7FD7N5Z2WQ51AZ71 ES0113211835 BBVA SM EQUITY BBVA ES Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001796_CC_FIRB A5GWLFH3KM7YV2SFQL84 CCBG BB EQUITY Belfius (Ex-Dexia bank) BE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001797_CC_FIRB R0MUWSFPU8MPRO8K5P83 FR0000131104 BNP FP EQUITY BNP Paribas FR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001798_CC_FIRB 9695005MSX1OYEMGDF46 3692594z fp equity BPCE FR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001799_CC_FIRB 7CUNS533WID6K7DGFI87 ES0140609019 CABK SM EQUITY CaixaBank ES Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001800_CC_FIRB 2IGI19DL77OX0HC3ZE78 CA1360691010 CM CN EQUITY Canadian Imperial Bank of Commerce CA Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001801_CC_FIRB CNE1000001Q4 998 HK EQUITY China CITIC Bank CN Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001802_CC_FIRB 5493001KQW6DM7KEDR62 CNE1000002H1 939 HK EQUITY China Construction CN Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001803_CC_FIRB CNE100000SL4 601818 CH EQUITY China Everbright Bank CN Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001804_CC_FIRB 549300MKO5B60FFIHF58 CNE1000002M1 3968 HK EQUITY China Merchants Bank CN Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001805_CC_FIRB 549300HBUGSQD1VCXG94 CNE100000HF9 1988 HK EQUITY China Minsheng Banking Corp., Ltd. CN Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001806_CC_FIRB 6SHGI4ZSSLCXXQSBB395 US1729674242 C US EQUITY Citigroup US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001807_CC_FIRB 851WYGNLUQLFZBSYGB56 1106139-7 DE000CBK1001 CBK GY EQUITY Commerzbank DE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001808_CC_FIRB MSFSBD3QN1GSN7Q6C537 AU000000CBA7 CBA AU EQUITY Commonwealth AU Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001809_CC_FIRB 969500TJ5KRTCJQWXH05 FR0000045072 ACA FP EQUITY Crédit Agricole FR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001810_CC_FIRB 9695000CG7B84NLR5984 CMUT FP EQUITY Crédit Mutuel FR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001811_CC_FIRB ANGGYXNX0JLX3X63JN86 CH0012138530 CSGN VX EQUITY Credit Suisse CH Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001812_CC_FIRB MAES062Z21O4RZ2U7M96 DK0010274414 DANSKE DC EQUITY Danske Bank DK Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001813_CC_FIRB 7LTWFZYICNSX8D621K86 1106989-5 DE0005140008 DBk GY EQUITY Deutsche Bank DE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001814_CC_FIRB 549300GKFG0RYRRQ1414 NO0010031479 DNB NO EQUITY DNB NOR NO Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001815_CC_FIRB 529900HNOAA1KXQJUQ27 1107041-4 DE0008343104 DGBK GR EQUITY DZ BANK AG Deutsche Zentral-Genossenschaftsbank DE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001816_CC_FIRB JEUVK5RWVJEN8W0C9M24 GRS323003004 EUROB GA EQUITY EFG EUROBANK ERGASIAS GR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001817_CC_FIRB PQOH26KWDF7CG10L6792 AT0000652011 EBS AV EQUITY Erste Group Bank AG AT Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001818_CC_FIRB 549300GGF3CSCFS5UT61 PTBES0AM0007 BES PL EQUITY ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) PT Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001819_CC_FIRB THRNG6BD57P9QWTQLG42 US3167731005 FITB US EQUITY Fifth Third Bancorp US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001820_CC_FIRB 784F5XWPLTWKTBV3E584 US38141G1040 GS US EQUITY Goldman Sachs Group US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001821_CC_FIRB MLU0ZO3ML4LN2LL2TL39 GB0005405286 HSBA LN EQUITY HSBC Holdings GB Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001823_CC_FIRB CNE000001QZ7 601166 CH EQUITY Industrial Bank of China CN Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001824_CC_FIRB 5493002ERZU2K9PZDL40 CNE1000003G1 1398 HK EQUITY Industrial Commercial Bank of China CN Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001825_CC_FIRB 3TK20IVIUJ8J3ZU0QE75 NL0000303600 INGA NA EQUITY ING NL Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001826_CC_FIRB 2W8N8UU78PMDQKZENC08 IT0000072618 ISP IM EQUITY Intesa IT Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001827_CC_FIRB 635400DTNHVYGZODKQ93 ILOA ID EQUITY Permanent TSB Group Holdings Plc IE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001828_CC_FIRB BZO2P8KHO2O10H5QQ663 BRITUBACNPR1 ITUB4 BZ EQUITY Itaú Unibanco Holding BR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001829_CC_FIRB 8I5DZWZKVSZI1NUHU748 US46625H1005 JPM US EQUITY JPMorgan Chase & Co. US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001830_CC_FIRB 3M5E1GQGKL17HI6CPN30 DK0010307958 JYSK DC EQUITY Jyske Bank DK Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001831_CC_FIRB 213800X3Q9LSAKRUWY91 BE0003565737 KBC BB EQUITY KBC BE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001832_CC_FIRB 549300XXMOJSIW8P4769 KR7060000007 060000 KS EQUITY Kookmin Bank KR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001833_CC_FIRB B81CK4ESI35472RHJ606 1001144-3 2525Z GR EQUITY Landesbank Baden-Württemberg DE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001834_CC_FIRB 549300PPXHEU2JF0AM85 GB0008706128 LLOY LN EQUITY Lloyds Banking Group GB Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001836_CC_FIRB 4ZHCHI4KYZG2WVRT8631 AU000000MQG1 MQG AU EQUITY Macquarie AU Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001837_CC_FIRB PSNL19R2RXX5U3QWHI44 IT0000062957 mb im equity Mediobanca SpA IT Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001838_CC_FIRB JP3902900004 8306 JP EQUITY Mitsubishi UFJ Financial Group JP Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001839_CC_FIRB RB0PEZSDGCO3JS6CEU02 JP3885780001 8411 JP EQUITY Mizuho Financial Group JP Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001840_CC_FIRB J4CP7MHCXR8DAQMKIL78 IT0001334587 BMPS IM EQUITY Monte Dei Paschi IT Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001841_CC_FIRB IGJSJL3JD5P30I6NJZ34 US6174464486 MS US EQUITY Morgan Stanley US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001842_CC_FIRB F8SB4JFBSYQFRQEH3Z21 AU000000NAB4 NAB AU EQUITY National Australia Bank AU Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001843_CC_FIRB 549300XFX12G42QIKN82 0916972D LN EQUITY Nationwide Building Society GB Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001845_CC_FIRB 549300B3CEAHYG7K8164 JP3762600009 8604 JP EQUITY Nomura Holdings JP Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001846_CC_FIRB DSNHHQ2B9X5N6OUJ1236 1124864-8 2531Z GR EQUITY Norddeutsche Landesbank DE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001847_CC_FIRB 6SCPQ280AIY8EP3XFW53 SE0000427361 NDA SS EQUITY Nordea SE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001848_CC_FIRB 549300GLF98S992BC502 US6658591044 NTRS US EQUITY Northern Trust Corp. US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001849_CC_FIRB 7437003B5WFBOIEFY714 OP Osuuskunta FI Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001850_CC_FIRB CFGNEKW0P8842LEUIA51 US6934751057 PNC US EQUITY PNC Financial Services Group US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001851_CC_FIRB DG3RU1DBUFHT4ZF9WN62 682055Z NA EQUITY Rabobank NL Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001852_CC_FIRB EVOYOND2GGP3UHGGE885 AT0000606306 RBI AV EQUITY Raiffeisen Zentralbank Österreich AG AT Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001853_CC_FIRB ES7IP3U3RHIGC71XBU11 CA7800871021 RY CN EQUITY Royal Bank of Canada CA Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001854_CC_FIRB 2138005O9XJIJN4JPN90 GB00B7T77214 RBS LN EQUITY Royal Bank of Scotland GB Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001856_CC_FIRB 5493006QMFDDMYWIAM13 ES0113900J37 SAN SM EQUITY Santander ES Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001857_CC_FIRB 549300WE6TAF5EEWQS81 RU0009029540 SBER RX EQUITY Sberbank RU Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001858_CC_FIRB F3JS33DEI6XQ4ZBPTN86 SE0000148884 SEBA SS EQUITY SEB SE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001859_CC_FIRB CNE0000011B7 600000 CH EQUITY Shanghai Pudong Development Bank CN Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001860_CC_FIRB O2RNE8IBXP4R0TD8PU41 FR0000130809 GLE FP EQUITY Société Générale FR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001861_CC_FIRB U4LOSYZ7YG4W3S5F2G91 GB0004082847 STAN LN EQUITY Standard Chartered Group GB Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001863_CC_FIRB 5493001JZ37UBBZF6L49 INE062A01012 SBIN IN EQUITY State Bank of India IN Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001864_CC_FIRB 549300ZFEEJ2IP5VME73 US8574771031 STT US EQUITY State Street Corp US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001865_CC_FIRB JP3890350006 8316 JP EQUITY Sumitomo Mitsui Financial Group JP Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001866_CC_FIRB 7E1PDLW1JL6TS0BS1G03 US8679141031 STI US EQUITY SunTrust Banks Inc. US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001867_CC_FIRB NHBDILHZTYCNBV5UYZ31 SE0000193120 SHBA SS EQUITY Svenska Handelsbanken SE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001868_CC_FIRB M312WZV08Y7LYUC71685 SE0000242455 SWEDA SS EQUITY Swedbank SE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001869_CC_FIRB GP5DT10VX1QRQUKVBK64 DK0010311471 SYDB DC EQUITY Sydbank DK Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001870_CC_FIRB NORZ JP EQUITY The Norinchukin Bank JP Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001871_CC_FIRB PT3QB789TSUIDF371261 CA8911605092 TD CN EQUITY Toronto-Dominion Bank CA Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001872_CC_FIRB N1GZ7BBF3NP8GI976H15 US9029733048 USB US EQUITY U.S. Bancorp US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001873_CC_FIRB 81560097964CBDAED282 UBI IM EQUITY UBI Banca IT Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001874_CC_FIRB BFM8T61CT2L1QCEMIK50 CH0024899483 UBSN VX EQUITY UBS CH Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001875_CC_FIRB 549300TRUWO2CD2G5692 IT0004781412 UCG IM EQUITY Unicredit IT Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001876_CC_FIRB IO66REGK3RCBAMA8HR66 SG1M31001969 UOB SP EQUITY United Overseas Bank Ltd. SG Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001877_CC_FIRB RU000A0JP5V6 VTBR RX EQUITY VTB Bank RU Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001878_CC_FIRB PBLD0EJDB5FWOLXP3B76 US9497461015 WFC US EQUITY Wells Fargo & Company US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001879_CC_FIRB EN5TNI6CI43VEPAMHL14 AU000000WBC1 WBC AU EQUITY Westpac AU Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001880_CC_FIRB KR7053000006 053000 ks equity Woori Finance Holding KR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001881_CC_FIRB 2138002Y3WMK6RZS8H90 NATIONAL BANK OF ABU DHABI AE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001882_CC_FIRB A6NZLYKYN1UV7VVGFX65 BE 0404453574 Argenta Spaarbank NV/SA BE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001883_CC_FIRB 529900WPR59SSV2AOJ29 BE 0414392710 BNP Paribas Fortis Factor BE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001884_CC_FIRB KGCEPHLVVKVRZYO1T647 BE 0403199702 BNP PARIBAS FORTIS SA/NV BE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001885_CC_FIRB 549300OZ46BRLZ8Y6F65 BE 0429875591 Euroclear Bank SA/NV BE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001886_CC_FIRB JLS56RAMYQZECFUF2G44 BE 0403200393 ING BELGIUM SA/NV BE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001887_CC_FIRB 5493008QOCP58OLEN998 BE 0404453475 Investar BE Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001888_CC_FIRB 6B2PBRV1FCJDMR45RZ53 BE 0462920226 KBC BANK NV BE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001889_CC_FIRB Q5BP2UEQ48R75BOTCB92 Ceskoslovenska obchodni banka as CZ Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001890_CC_FIRB KR6LSKV3BTSJRD41IF75 2900164-1 64948242 UNICREDIT CZ/SK PRA CZ Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001891_CC_FIRB 2ZCNRR8UK83OBTEK2170 1103210-9 HRB42148 Unicredit Bank AG DE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001892_CC_FIRB 529900GJD3OQLRZCKW37 1134792-9 HRB1819 VOLKSWAGEN BANK GMBH DE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001893_CC_FIRB CXW2O4H2U3MBVXMY1773 NORDEA BANK FINLAND PLC FI Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001894_CC_FIRB 969500VHCVGOH0RM3X42 AXA CORPORATE SOLUTIONS ASSURANCE FR Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001895_CC_FIRB 549300WCGB70D06XZS54 BNP Paribas Securities Services FR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001896_CC_FIRB 1VUV7VQFKUOQSJ21A208 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK FR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001897_CC_FIRB F4G136OIPBYND1F41110 DEXIA CREDIT LOCAL FR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001898_CC_FIRB KX1WK48MPD4Y2NCUIZ63 NATIXIS SA FR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001899_CC_FIRB QP3XKRKS0CX2T3O07L95 02857033 CARGILL GLOBAL FUNDING PLC GB Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001900_CC_FIRB 549300ZT0RVWCG8T4L55 03196171 CLERICAL MEDICAL INVESTMENT GROUP LTD GB Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001901_CC_FIRB TXDSU46SXBWIGJ8G8E98 00995939 RBC EUROPE GB Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001902_CC_FIRB 0LC1OXN013FUKQASJB58 1466050-0 ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED GG Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001903_CC_FIRB 2HI3YI5320L3RW6NJ957 1116658-4 THE HONGKONG AND SHA HK Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001904_CC_FIRB N1FBEDJ5J41VKZLO2475 3445100Z ID Equity CITIBANK EUROPE PLC IE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001905_CC_FIRB HRRVUBV0XN84YQZT6245 XS0227637500 DEPFA BANK PLC-DUBLIN HEAD OFFICE IE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001906_CC_FIRB EQYXK86SF381Q21S3020 3459384Z LN Equity MERRILL LYNCH INTERNATIONAL BANK LIMITED IE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001907_CC_FIRB 549300F99IL9YJDWH369 1105105-9 HSBC BANK MIDDLE EAST LIMITED JE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001908_CC_FIRB C3GTMMZIHMY46P4OIX74 1123361-6 019901008846 THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE JP Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001909_CC_FIRB 549300OL514RA0SXJJ44 B9248 CLEARSTREAM BANKING S.A. LU Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001910_CC_FIRB 5493006YXS1U5GIHE750 European Investment Bank LU Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001911_CC_FIRB 549300X34UUBDEUL1Z91 XHB GR EQUITY HSBC BANK MALTA PLC MT Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001912_CC_FIRB G8ZTNESVNKW4NN761W05 KvK 33170459 0000 ABN AMRO CLEARING BANK NV NL Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001913_CC_FIRB X3CZP3CK64YBHON1LE12 KvK 33002587 1594 THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE NL Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001914_CC_FIRB HZSN7FQBPO5IEWYIGC72 ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE NZ Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001915_CC_FIRB 54930044PULMORCKB765 SAUDI ARABIAN MONETARY AGENCY SA Institutions sample Central banks Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001916_CC_FIRB CWZ8NZDH5SKY12Q4US31 Citibank AS TR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001917_CC_FIRB B4TYDEB6GKMZO031MB27 Bank of America NA US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001918_CC_FIRB HPFHU0OQ28E4N0NFVK49 BANK OF NEW YORK MELLON US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001919_CC_FIRB E57ODZWZ7FF32TWEFA76 Citibank NA US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001920_CC_FIRB 7H6GLXDRUGQFU57RNE97 KvK 33278302 0000 JPMorgan Chase Bank N US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach IN_0001921_CC_FIRB 571474TGEMMWANRLN572 1203023-5 STATE STREET BANK AND TRUST COMPANY BOSTON — MASSACHUSETTS US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Foundation IRB approach LC_0000001_CC_AIRB 1040 58237v 0296104D AV EQUITY ALPINE Bau GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000002_CC_AIRB 5299005VO3GJ18GL5F14 8670870 310593f AMAG Austria Metall AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000003_CC_AIRB 549300VZKC61IR5U8G96 26972 50935f AT0000730007 ANDR AV EQUITY ANDRITZ AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000004_CC_AIRB 529900LMTI8YSE62EI88 LHA GF Equity AUSTRIAN AIRLINES AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000005_CC_AIRB 5299004QD601B8U1HD44 131830 109445z Austrian Gaming Industries GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000006_CC_AIRB 529900J7EWWGQ375DL84 2410 53507m AVL List GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000007_CC_AIRB 226424 58036y Bauunternehmung Granit Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000008_CC_AIRB 160431 89102h BENE AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000009_CC_AIRB 529900ZAFSOBVFCKF263 319670d 0456855D AV EQUITY Benteler International Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000010_CC_AIRB 5299000SY4448XU04857 847216 86959g CAG Holding GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000011_CC_AIRB 5299003V84MVB5A3C324 5762600 231192p CARBONES HOLDING GMBH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000012_CC_AIRB 529900G8XM6H1XVZBJ73 67504 99639d Casinos Austria Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000013_CC_AIRB 529900VN62L73X2OJX85 5200326 212163f conwert Immobilien Invest SE AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000014_CC_AIRB 7161956 270027z DCM DECOmetal GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000015_CC_AIRB 76350 67493f dm drogerie markt GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000016_CC_AIRB 5299002NFQKOBT1E8569 3570614 156765m DO & CO Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000017_CC_AIRB 5299004ARAOQMGTWCI13 125709 70342w Doppelmayr Seilbahnen GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000018_CC_AIRB 54930060U4XOVED1T359 5536812 223028h EconGas GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000019_CC_AIRB 529900WJZJAEI0VBLP60 Egger Holzwerkstoffe GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000020_CC_AIRB 52990048A4N0S24VG982 159026 42973x Eglo Leuchten GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000021_CC_AIRB 529900N8OA1GVSR5R946 30988 76532y Energie AG Oberösterreich AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000022_CC_AIRB 529900BMPGUGAFYYAV45 6106 126805d Energie Burgenland AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000023_CC_AIRB 529900WID59A60HHYX13 2795493 145825z Erber Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000024_CC_AIRB 529900P4JZBFEVNEAE60 EVN AV Equity EVN AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000025_CC_AIRB 9907106 347483f Felbermayr Holding GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000026_CC_AIRB 549300FQ2ILBH7DJ6I45 1754530 42984m Flughafen Wien Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000027_CC_AIRB 529900RJAN0LNMW7Q775 1312138 89381v HABAU Hoch- und Tiefbaugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000028_CC_AIRB 5299000X53SAWQMDFF06 58114 26451z Hofer Kommanditgesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000029_CC_AIRB 1640348 47654f Hyundai Import Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000030_CC_AIRB 529900RQJADHH91ABP14 2777363 144991y Infineon Technologies Austria AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000031_CC_AIRB 529900DSSMPIR6R3GO43 130311 64543t J. u. A. Frischeis Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000032_CC_AIRB 5299008ARRNJFPBNTM78 4155033 178368g Kapsch BusinessCom AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000033_CC_AIRB 529900A9NX1TM65N4176 21369 99133i KELAG-Kärntner Elektrizitäts-Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000034_CC_AIRB 1376136 94579m Leiner Immobilien GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000035_CC_AIRB 25798 32725a Leyrer + Graf Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000036_CC_AIRB 1216520 106825x Management Trust Holding Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000037_CC_AIRB 529900JYVV57QBKV9G11 1991078 35673k MFC Commodities GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000038_CC_AIRB 529900WFARKZGRCQ8652 MONTANA TECH COMPONENTS GMBH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000039_CC_AIRB 213800CUWJ54846X6779 1760513 40450k Montanwerke Brixlegg Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000040_CC_AIRB 529900UUANUJ60MNMX97 71396w 7716424Z AV EQUITY ÖBB — Infrastruktur Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000041_CC_AIRB 529900UOHXZ1BIORCV04 6467385 248742y ÖBB-Personenverkehr Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000042_CC_AIRB 529900B76VL5KG71J029 6515541 250198p ÖBB-Postbus GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000043_CC_AIRB 529900UZY47TEIFNF978 6496644 249666g ÖBB-Produktion Gesellschaft mbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000044_CC_AIRB 549300V62YJ9HTLRI486 93363z AT0000743059 OMV AV EQUITY OMV Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000045_CC_AIRB 3512231 154148p Österreichische Bundesforste AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000046_CC_AIRB 529900IFAV83BX8O1O91 526819 33393h AT0000758305 PAL AV EQUITY PALFINGER AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000047_CC_AIRB 957313 115289v QuadraCir AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000048_CC_AIRB 5299000HTNHA5ACH9N32 1074393 56247t 495680Z AV EQUITY Red Bull GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000049_CC_AIRB 529900ENFTO28GS3KF76 1813722 78563i Rohöl-Aufsuchungs Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000050_CC_AIRB 5299005U4ZMMSYUJ5G02 7113951 267218v ROXCEL Handelsgesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000051_CC_AIRB 5493000C4S664YT7T556 38229 51350s Salzburg AG für Energie, Verkehr und Telekommunikation AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000052_CC_AIRB 549300XBCUMUR5CI0181 Sappi Papier Holding GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000053_CC_AIRB 5299002XAOMQWAIZMA51 271020 128056v Schmid Industrieholding G.m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000054_CC_AIRB 52990021T5LVTQOGSU18 39594 60562m Siemens Aktiengesellschaft Österreich AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000055_CC_AIRB 52990020WIPPT0HC0V31 Steinhoff Europe AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000056_CC_AIRB 529900TYYSRJH2VJSP60 421065 88983h AT000000STR1 STR AV EQUITY Strabag SE AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000057_CC_AIRB 529900BTWJ6SISLJ5854 5880980 235264b SWARCO AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000058_CC_AIRB 529900SCL1LJL8PZNI48 501247 83175t Swietelsky Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000059_CC_AIRB 529900V54UV5XQUK5S85 FN155563W TKA AV Equity Telekom Finanzmanagement GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000060_CC_AIRB 529900OOW8ELHOXWZP82 UN9 GS Equity UNIQA Insurance Group AG AT Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000061_CC_AIRB 549300IFXHQIB5POT565 3734340 162844b VAMED ENGINEERING GmbH & CO KG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000062_CC_AIRB 5299006UDSEJCTTEJS30 45926 76023z AT0000746409 VER AV EQUITY VERBUND AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000063_CC_AIRB 529900ZAXBMQDIWPNB72 2147807 66209t AT0000937503 VOE AV EQUITY voestalpine AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000064_CC_AIRB 5299008VQJD65XCUPR16 1134770-5 HRA661038 6830553Z AV EQUITY Voith Turbo GmbH & Co. KG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000065_CC_AIRB 529900VXIFBHO0SW2I31 46434 77676f AT0000831706 WIE AV EQUITY Wienerberger AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000066_CC_AIRB 529900OS67T49AW45S74 194255 121150m 665707Z AV EQUITY WIENERBERGER FINANZ SERVICE GMBH AT Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000067_CC_AIRB 529900OJFTLS1RYWIF55 9565779 336561v XXXLutz KG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000068_CC_AIRB 529900IIODYNYAZ2ID26 ZUMTOBEL AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000069_CC_AIRB 54930002QM8QVWM56E14 Amcor Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000070_CC_AIRB WZE1WSENV6JSZFK0JC28 BHP AU EQUITY BHP Billiton Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000071_CC_AIRB 6026550Z AU EQUITY Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000072_CC_AIRB JOR7RJTXUXBRJ4UA5G70 CCL AT Equity Coca-Cola Amatil Limited AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000073_CC_AIRB 549300HPMK7UWN02N804 PA3337938 CWN AT Equity Crown Group Finance Limited AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000074_CC_AIRB LEI AU EQUITY Leighton Holdings Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000075_CC_AIRB ACMHD8HWFMFUIQQ8Y590 MQG AU EQUITY Macquarie Group Ltd AU Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000076_CC_AIRB ZSN2LWNPYW6ISMRUC664 ORG AU EQUITY Origin Energy Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000077_CC_AIRB 5493008XVFHYYV0YHN70 HUWA GF Equity Powercor Australia, LLC AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000078_CC_AIRB YLXNW6TI6QSK1H8H0N82 QAN AU EQUITY Qantas Airways Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000079_CC_AIRB 520433129 SPT AU EQUITY Spotless Holding SAS AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000080_CC_AIRB PCTXNQGRJVR3OG33JG65 TLS AT Equity Telstra Corporation Limited AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000081_CC_AIRB 5493003L32ZX9557ST85 WES AU EQUITY Wesfarmers Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000082_CC_AIRB QNWEWQBS7HP85QHXQL92 Woolworths Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000083_CC_AIRB G05OZ4J4E05KDATL0J93 AG Insurance BE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000084_CC_AIRB 549300IHBDUTUNQJJB79 16342 AGFB BB EQUITY Agfa-Gevaert NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000085_CC_AIRB 549300N22C0GCT5BUD97 26198 AJINOMOTO OMNICHEM BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000086_CC_AIRB 116163 ALBELEC BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000087_CC_AIRB 225626 ALCATAN BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000088_CC_AIRB 5493008H3828EMEXB082 ABI BB EQUITY Anheuser-Busch InBev NV/SA [ABInBev] BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000089_CC_AIRB 549300BKDDQ56JWCBT72 1098030 AQUAFIN BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000090_CC_AIRB 549300B4HNIJSAWU1C95 1138391 ARPAL MANAGEMENT BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000091_CC_AIRB 213800R1F1EJYM4ICO85 444734706 BE 0444734706 Barry Callebaut Services BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000092_CC_AIRB 549300CWRXC5EP004533 BELG BB Equity Belgacom S.A. BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000093_CC_AIRB 549300R9I8GUZLNIV408 890082292 Brussels Airport Company S.A./N.V. BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000094_CC_AIRB 433287 CENTRE HOSPITALIER CHRETIEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000095_CC_AIRB 81095 CHAUSSURES CECIL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000096_CC_AIRB 549300IP2F5TKUC0GF38 82988 CHEMITEX BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000097_CC_AIRB 549300TM914CSF6KI389 149177 COFB BB EQUITY COFINIMMO BE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000098_CC_AIRB 184723 COLLIGNON ENG. BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000099_CC_AIRB 201775 COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000100_CC_AIRB 213800DMG7PUQHINO388 BE 0401641663 Louis Delhaize — Compagnie franco-belge d'Alimentation BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000101_CC_AIRB 255648 DOD BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000102_CC_AIRB 1145532 EDIFICIO BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000103_CC_AIRB T0YOOBZO4L6YAD6SAV65 14206 403170701 ELEB BB EQUITY ELECTRABEL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000104_CC_AIRB 549300JC3HI3K7ZSYU66 1329681 ELEM BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000105_CC_AIRB 549300S1MP1NFDIKT460 BE 0476388378 ELI BB Equity ELIA SYSTEM OPERATOR BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000106_CC_AIRB 5493001XW6MSHRMFLU28 ENI GY Equity eni finance international SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000107_CC_AIRB 549300VO7PUETX031S03 10309 BE 0860004176 ETEXCO SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000108_CC_AIRB 13771 ETS DE SIMONE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000109_CC_AIRB 52990053AH5LF0YZWD07 Euler Hermes Europe BE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000110_CC_AIRB 549300D80RYON74MEJ03 18181 EURN BB EQUITY Euronav NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000111_CC_AIRB 8RDWFWPP4PLMZ5PPQH32 Fluxys G SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000112_CC_AIRB 25281 G EN J VASTGOED BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000113_CC_AIRB 65807 HOET TRUCKING & RENTING BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000114_CC_AIRB 549300M48VNC2Z0MDG47 71844 HOTTLET FROZEN FOODS BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000115_CC_AIRB 549300GR6U0KHJD7DG07 IKEA SERVICE CENTRE N.V. BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000116_CC_AIRB 84089 INTERNATIONAL ORE ET FERTILIZER BELGIUM BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000117_CC_AIRB 85640 JEAN WAUTERS-ACIERS SPECIAUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000118_CC_AIRB 111717 M.G.S. BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000119_CC_AIRB 5493004FKZI586397240 Magotteaux International SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000120_CC_AIRB 549300Q80KFPKZC6BQ79 144096 MENOUQUIN BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000121_CC_AIRB 166601 N.V BESIX S.A BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000122_CC_AIRB 5493002HHHFTG6G3BG36 BE 0431676229 OME BB EQUITY OMEGA PHARMA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000123_CC_AIRB 168945 OPIO BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000124_CC_AIRB 192350 PHARMACIES SERVAIS BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000125_CC_AIRB 54930064JCEXFA8M0W31 202291 BE 0405747040 PRAYON BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000126_CC_AIRB 204834 PRO CONCEPT M P J BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000127_CC_AIRB 549300NMIBTX17HWF142 233001 RARE GEMS BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000128_CC_AIRB 549300X72GEQB1X8K911 247664 ROULARTA MEDIA GROUP BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000129_CC_AIRB 529900PY79CWSUGVK810 249233 S.A. CORMAN BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000130_CC_AIRB 549300O3VKWJUM16UI64 257312 SAMIR GEMS BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000131_CC_AIRB 213800WWE8U6DC99NP03 SCR Sibelco NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000132_CC_AIRB 257564 SEADCO BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000133_CC_AIRB 213800WDGKCVWZAN1N02 1051701 465409265 0790057D BB EQUITY SILFIN NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000134_CC_AIRB 294964 SOBEMO BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000135_CC_AIRB 302642 SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000136_CC_AIRB 549300BB5CXGL9YV0D53 303429 SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000137_CC_AIRB 303783 SOCIETE D'APPLICATIONS ET DE TRAVAUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000138_CC_AIRB 549300MMVL80RTBP3O28 556814 SOLB BB EQUITY Solvay SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000139_CC_AIRB 923107 TEAM KALORIK GROUP BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000140_CC_AIRB 549300ZKLIF7RP6EH823 BE 0412101728 TESB BB EQUITY Tessenderlo Chemie BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000141_CC_AIRB 953398 TEX ALLIANCE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000142_CC_AIRB 1044409 TOP-TEX BENELUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000143_CC_AIRB 2138008J191VLSGY5A09 UCB BB EQUITY UCB SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000144_CC_AIRB 529900F3AIQECS8ZSV61 UMI BB EQUITY Umicore SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000145_CC_AIRB 5493008MCDJ4Y6D5SI04 1113512 UNISTEEL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000146_CC_AIRB 1140588 UNIVERSITE LIBRE DE BRUXELLES BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000147_CC_AIRB 549300TRHV6F6IE14H93 1159858 BE 0404060032 Van Hool nv BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000148_CC_AIRB 1231271 VASTGOED MANAGEMENT ASSOCIATIE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000149_CC_AIRB 529900RAZGQHX0VFTK05 Volkswagen Group Services S.A. BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000150_CC_AIRB 549300NWW2UDYHH65J03 1911623 WILDO PROPERTIES BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000151_CC_AIRB 5299007TSQVOLXOABA65 1364744 ZF WIND POWER ANTWERPEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000152_CC_AIRB 4P8GJCF52NVFW7UL4C95 18630 ACE US Equity ACE Tempest Reinsurance Ltd. BM Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000153_CC_AIRB 549300J3KKX1PEJGDW36 ACGL US Equity Arch Reinsurance Ltd. BM Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000154_CC_AIRB UNZWILHE4KMRP9K2L524 34678 NCLH UW Equity NCL Corporation Ltd. BM Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000155_CC_AIRB V5EGRCZCH7FN6WX41891 OEH UN Equity Orient-Express Hotels Ltd. BM Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000156_CC_AIRB 549300F7ZDOIMR4PZW67 IPG US Equity Pacnet Limited BM Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000157_CC_AIRB V7TL7UQFHNWUEMDZ3X02 RNR US Equity Renaissance Reinsurance Ltd. BM Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000158_CC_AIRB 5493008CA3NMHYEVT131 VimpelCom Ltd. BM Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000159_CC_AIRB BMG455841020 HAL TRUST BM Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000160_CC_AIRB 5493001QYTIDILBVYO18 Companhia Brasileira de Aluminio BR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000161_CC_AIRB 549300TH5Q6VRP8OT012 ABI LI Equity Companhia de Bebidas das Americas (AmBev) BR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000162_CC_AIRB 549300EM51WYXFHUY333 Embraer S.A. BR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000163_CC_AIRB FIBR3 BZ EQUITY Fibria Celulose SA BR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000164_CC_AIRB 5493000J801JZRCMFE49 XPBR SQ Equity Petroleo Brasileiro S.A. — PETROBRAS BR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000165_CC_AIRB VALE5 BZ EQUITY Vale SA BR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000166_CC_AIRB LXVM6T3LO7QIZ8LUZ688 Votorantim Cimentos S.A. BR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000167_CC_AIRB 55S3547PRDP469JRO238 2880814 AGU CT Equity Agrium Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000168_CC_AIRB 4B4HI3CGXMBDC0G6BM51 AC/A CT Equity Air Canada CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000169_CC_AIRB 549300OSW32RVX8CCZ87 ANCUF PQ Equity Alimentation Couche-Tard Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000170_CC_AIRB DR5LKEURSR8SXLM64266 7501889 ALA CT Equity AltaGas Ltd. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000171_CC_AIRB 0O4KBQCJZX82UKGCBV73 ABX CN EQUITY Barrick Gold Corp CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000172_CC_AIRB 5493001I9203PRB5KR45 BCE CT Equity BCE Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000173_CC_AIRB 549300VPM8ERH1Q42198 Bell Canada CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000174_CC_AIRB W7L3VLU8EHQY34Z36697 BBD/B CN EQUITY Bombardier Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000175_CC_AIRB 36ZUFRRMJERSM4Q0S289 746053 BPO CT Equity Brookfield Office Properties Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000176_CC_AIRB 3SU7BEP7TH9YEQOZCS77 CNI UN Equity Canadian National Railway Company CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000177_CC_AIRB 5493008IGIA1HJMDJS40 1722453 CNQ CT Equity Canadian Natural Resources Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000178_CC_AIRB NXIVWPYOIVYXFF6WCZ47 CVE CN EQUITY Cenovus Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000179_CC_AIRB 549300WSRCZY73ZG3090 00326711660005 CGI GROUP INC. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000180_CC_AIRB XYSIJOU3HNVROZWNA008 UFS CT Equity Domtar Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000181_CC_AIRB 98TPTUM4IVMFCZBCUR27 ENB CN EQUITY Enbridge Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000182_CC_AIRB CZ72ZHBVKZXQRV3XFE26 ECA CN EQUITY Encana CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000183_CC_AIRB 549300679TRDUXPT7415 206654303 EPCOR Utilities Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000184_CC_AIRB I2YOHH65IBBT53JFYQ52 G CT Equity Goldcorp Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000185_CC_AIRB B1EEF6ML54YDWRC6ZK53 2015335496 Harvest Operations Corp. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000186_CC_AIRB 549300UEBMAQDN0K0R06 K CN EQUITY Kinross Gold Corp CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000187_CC_AIRB 95RWVLFZX6VGDZNNTN43 MG CN EQUITY Magna International Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000188_CC_AIRB 6Q7WW7FQZR6X22IL2I79 Nexen Energy ULC CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000189_CC_AIRB 549300O4ZJZZOHH4H804 3572862 NBD CT Equity Norbord Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000190_CC_AIRB 5493007M1XGU5E55ZJ25 NOVA Chemicals Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000191_CC_AIRB 549300HDLRTPBQU69P29 BIN CT Equity Progressive Waste Solutions Ltd. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000192_CC_AIRB 549300A0QNNPY14D9106 SCC CT Equity Sears Canada Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000193_CC_AIRB 3XCBVWUPHGBZ5GF7TY15 SU CN EQUITY Suncor Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000194_CC_AIRB NQWTWUIL1PK7V7N5Y468 TLM CN EQUITY Talisman Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000195_CC_AIRB T8KI5SQ2JRWHL7XY0E11 TCK/B CN EQUITY Teck Resources Ltd [Ex-Teck Cominco Ltd] CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000196_CC_AIRB YHKQM2RIPKZYOZ6RVZ46 TK US Equity Teekay Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000197_CC_AIRB L2TEUTQ8OSHMJWVLCE40 T CT Equity TELUS Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000198_CC_AIRB 549300561UZND4C7B569 884903 TOC GF Equity Thomson Reuters Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000199_CC_AIRB HJZQGXYTVV2NWJZLPW74 TOM GY Equity Toyota Credit Canada Inc. CA Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000200_CC_AIRB 5BV01I6231JPDAPMGH09 TRP UN Equity TransCanada PipeLines Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000201_CC_AIRB PRAQ4VOSFIK7OQ8Z2512 4406354 VALE3 BS Equity Vale Canada Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000202_CC_AIRB WT03B8BB1IX8WI9ZGV02 Vermilion Energy Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000203_CC_AIRB 549300WHE4O6UJ2KU013 Yamana Gold Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000204_CC_AIRB 5493003DNMEAO1DT3F51 ABBN VX EQUITY ABB Ltd [Asea Brown Boveri] CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000205_CC_AIRB NI14Y5UMU60O7JE9P611 ADEN VX EQUITY Adecco SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000206_CC_AIRB 549300Q3WREIMQYFBC20 0170576D SW EQUITY Ameropa AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000207_CC_AIRB 5493007KVRV2OKRXFA55 CH-020.3.035.716-8 AML LN Equity Amlin AG CH Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000208_CC_AIRB 529900H7ZPIGI2U3CJ14 AXPO TRADING AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000209_CC_AIRB 213800Y5RWKLDPUTT265 BARN SW EQUITY Barry Callebaut AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000210_CC_AIRB 529900UPDCU6WEL7W167 BALN VX Equity Basler Versicherung AG CH Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000211_CC_AIRB 2816554-6 HRB54517 DE000DCAG010 7705815Z SW EQUITY DEMAG CRANES AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000212_CC_AIRB 5493002MXX2JLKWLE880 567151Z SW EQUITY Duferco SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000213_CC_AIRB 549300I08UA8SMJON743 CH-270.3.002.354-9/ DUFN EB Equity Dufry international AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000214_CC_AIRB 549300ADLU67CYBFIW70 CH-645.1.008.684-9 Elsevier Finance SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000215_CC_AIRB 529900Y8BGAFVVVYVN24 GATE SE Equity gategroup Holding AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000216_CC_AIRB 213800SVRMQA1TD91D41 GIVN VX Equity Givaudan SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000217_CC_AIRB 213800PSSU2QXF1WLR89 GLEN LN EQUITY Glencore International AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000218_CC_AIRB 549300DHSS9U1QKJZG57 KvK 34275373 0000 1002136Z SW EQUITY GUNVOR INTERNATIONAL BV CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000219_CC_AIRB 529900EHPFPYHV6IQO98 HOLN VX EQUITY Holcim Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000220_CC_AIRB 529900Q0YED3805QXQ66 KUEHNE AND NAGEL INTERNATIONAL AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000221_CC_AIRB 52990074N8ID7UPV7A95 LIEBHERR-INTERNATIONAL AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000222_CC_AIRB 549300EFW4H2TCZ71055 Lonza Group AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000223_CC_AIRB KY37LUS27QQX7BB93L28 CH-550.0.067.293-5 CH0038863350 NESN.VX NESTLE SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000224_CC_AIRB 529900I2PEF1FN6N6723 2284161Z SW EQUITY Nord Stream AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000225_CC_AIRB NOVN VX EQUITY Novartis AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000226_CC_AIRB 549300HUJ5CJUX02RS52 OMV SUPPLY & TRADING AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000227_CC_AIRB 5299002JRTT699WFOV74 OMYA (Schweiz) AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000228_CC_AIRB 549300HMJAFUW4NSKI73 Paul Reinhart AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000229_CC_AIRB ROG VX EQUITY Roche Holding Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000230_CC_AIRB 529900PTQ0Z1J44SHZ08 CH-100.3.010.656-7 STLN SE Equity SCHMOLZ + BICKENBACH AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000231_CC_AIRB 549300R3N69ECGYPU434 SIK IX Equity Sika AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000232_CC_AIRB 213800Z8NOHIKRI42W10 NL0000226223 STM FP EQUITY STMICROELECTRONICS NV CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000233_CC_AIRB 5493000KUC3Z24U77V93 SLHN VX Equity Swiss Life Holding AG CH Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000234_CC_AIRB 5493005SL9HHOXS3B739 CHE-102.753.938 SCMN VX Equity Swisscom AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000235_CC_AIRB 549300HTOMQG20JYV568 SYNN VX Equity Syngenta AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000236_CC_AIRB KSVC38RP5WL6C6LJGG03 TYC US Equity Tyco International Ltd. CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000237_CC_AIRB 549300VBJS7MG74G2H60 Weatherford International Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000238_CC_AIRB WOS LN EQUITY Wolseley Plc CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000239_CC_AIRB XTA LN EQUITY Xstrata Plc CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000240_CC_AIRB 50ZCTKCMUDIABGHX3R52 Zurich Insurance Company CH Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000241_CC_AIRB 549300IF4IFG0FS0RM26 AESGENER CC Equity AES Gener S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000242_CC_AIRB 549300NLTGCFV7482429 CENCOSUD CC Equity Cencosud S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000243_CC_AIRB 549300YP3P0JZBLIV197 EMPRESA NACIONAL DEL PETROLEO CL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000244_CC_AIRB 549300G475ACIABB4385 USG49215AA73 CMPC CC Equity Inversiones CMPC S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000245_CC_AIRB 549300HX3UUDPEFTG707 LAN CC Equity Latam Airlines Group S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000246_CC_AIRB 549300RUPF4SKMJPUR70 BLT LN Equity Minera Escondida Limitada CL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000247_CC_AIRB 600031 CH EQUITY Sany Heavy Industry Co Ltd CN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000248_CC_AIRB A25574TZFLBNK7NWQT47 PRE CT Equity Pacific Rubiales Energy Corp. CO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000249_CC_AIRB 724500JV0VHPRVANL538 5778 ANN4327C1220 HUNTER DOUGLAS NV CW Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000250_CC_AIRB 213800MRTA64ULUE9919 CARBO ONE LIMITED CY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000251_CC_AIRB 549300OEZB4GETCGFX34 GUNVOR GROUP LTD CY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000252_CC_AIRB 549300IVA1PZNX2MN285 0163947D CY EQUITY Mercuria Energy Group Ltd CY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000253_CC_AIRB 2138001LK2Z2HSER4U15 PRS NO EQUITY PROSAFE CY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000254_CC_AIRB 31570010000000137835 1131604 29287391 ALTA, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000255_CC_AIRB 31570010000000116592 657856 25572881 ARMATURY Group a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000256_CC_AIRB 31570010000000075367 765380 28402758 BAK stavební společnost, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000257_CC_AIRB 31570010000000115525 834699 46504940 Cerea, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000258_CC_AIRB 31570010000000034336 1023328 70994226 České dráhy, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000259_CC_AIRB 315700CTFRL3U2DNMO58 633919 25085689 CETELEM ČR, a.s. CZ Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000260_CC_AIRB 529900S5R9YHJHYKKG94 CZ0005112300 CEZ CP EQUITY CEZ a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000261_CC_AIRB 315700XJHXU2PD40RU82 865668 48589837 DEKTRADE a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000262_CC_AIRB 529900C5PL4JGDILRZ94 837043 46678468 HOCHTIEF CZ a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000263_CC_AIRB 31570010000000099520 644725 25322257 IMOS Brno, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000264_CC_AIRB 31570010000000032687 1086806 931 METALIMEX a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000265_CC_AIRB 315700JDC49X4VSP6Z49 601013 14915 Metrostav a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000266_CC_AIRB 31570066GBSS7JYFEL35 817880 45193592 MJM Litovel a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000267_CC_AIRB 31570010000000120084 832322 46342796 OHL ŽS, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000268_CC_AIRB 31570010000000009116 699640 26463318 OTE, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000269_CC_AIRB 31570010000000026285 671247 25860038 Pars nova a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000270_CC_AIRB 315700LTSCT2O45NWM28 805950 43873189 PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000271_CC_AIRB 31570010000000115622 817271 45148155 Primagra, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000272_CC_AIRB 549300KL08IFWLTWLQ52 691287 26271303 Skanska a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000273_CC_AIRB 529900I8XOZDM4ZQSQ21 1025Z CP EQUITY Skoda Auto A.S. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000274_CC_AIRB 31570010000000031135 923751 62623753 ŠKODA TRANSPORTATION a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000275_CC_AIRB 213800Z39ZW4XHAAUA27 725860 27195147 SMP CZ, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000276_CC_AIRB 3157004ICDH3MRKW7534 889798 60193336 Telefónica Czech Republic, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000277_CC_AIRB 31570010000000055191 617997 18050646 TŘINECKÉ ŽELEZÁRNY, a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000278_CC_AIRB 3157007C98ILJK5ST356 609769 15886492 UniCredit Leasing CZ, a.s. CZ Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000279_CC_AIRB 315700EFFOU65ETZ0V16 886003 531766 UNISTAV a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000280_CC_AIRB 31570010000000001356 672337 25877950 VÍTKOVICE HEAVY MACHINERY a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000281_CC_AIRB 31570010000000003490 710607 26823357 VÍTKOVICE POWER ENGINEERING a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000282_CC_AIRB 31570010000000015033 697350 26415623 W.A.G. payment solutions, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000283_CC_AIRB 5493005KH7FO1T5TMX47 1236614-2 ASG GY Equity AachenMuenchener Lebensversicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000284_CC_AIRB 549300JSX0Z4CW0V5023 1319784-3 ADIDAS AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000285_CC_AIRB 549300X1WWPGMS47QQ72 1215807-7 ASG GY Equity Advocard Rechtsschutzversicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000286_CC_AIRB 529900SO83U6ISM6DL85 2832395-4 HRA36525B ALBA Group plc & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000287_CC_AIRB 529900K9B0N5BT694847 1100627-7 ALV GY Equity Allianz SE DE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000288_CC_AIRB 529900C058B9OTVFTU36 2033673-1 HRB98981 ASKLEPIOS KLINIKEN GMBH HAMBURG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000289_CC_AIRB 549300FJWANEIJ25D318 1545974-6 Atlas Copco Energas GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000290_CC_AIRB 529900YNBT62HCUPRG10 1106210-6 AUGUST STORCK KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000291_CC_AIRB 5299005SHIN9ZK7GW242 1124841-6 HRB1775 DE0006766504 NDA GY EQUITY Aurubis AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000292_CC_AIRB 529900PXZU3YHO6HMD80 1130123-1 Axel Springer SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000293_CC_AIRB 529900AJX4TCFW0QT666 1104883-2 B. Braun Melsungen Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000294_CC_AIRB 529900PM64WH8AF1E917 1102017-9 HRB6000 DE000BASF111 BAS GR EQUITY BASF SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000295_CC_AIRB 529900XMQYET3NBF2363 2192515-1 HRB101375 DE0005168108 B5A GY EQUITY Bauer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000296_CC_AIRB 549300J4U55H3WP1XT59 1109561-9 BAYN GY EQUITY Bayer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000297_CC_AIRB YEH5ZCD6E441RHVHD759 1103190-3 BMW GY EQUITY Bayerische Motoren Werke AG [BMW AG] DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000298_CC_AIRB 529900SM0FDLLYATXU36 1103233-1 BAYWA AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000299_CC_AIRB 5299001BUUGXAREGE533 1103821-3 BTG GR EQUITY Bertelsmann SE & Co. KGaA DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000300_CC_AIRB 529900H0HULEN2BZ4604 1114115-7 BWMAHRB710296 GBF GY Equity Bilfinger SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000301_CC_AIRB 529900XBEZ2EYI9ZOV89 3010079-6 BMG Rights Management GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000302_CC_AIRB 529900FOTM78R9Q9NY89 1163617-2 HRB75534 2340173Z GR EQUITY BOSCH UND SIEMENS HAUSGERATE GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000303_CC_AIRB NNROIXVWJ7CPSR27SV97 2926464-5 BNR GY EQUITY Brenntag AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000304_CC_AIRB 529900OQDCYXCLQOAY53 1105482-2 Burda Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000305_CC_AIRB 5299000XH7YX33EJZP65 2730972-3 CARL ZEISS AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000306_CC_AIRB 52990076MX7KD2XYCH67 1111099-6 HRB9517 DE000CLS1001 CLS1 GY EQUITY Celesio AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000307_CC_AIRB 529900O4ND7T8ABIXF67 1235957-6 Claas Kommanditgesellschaft auf Aktien mbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000308_CC_AIRB 529900A7YD9C0LLXM621 1106273-4 HRB3527 DE0005439004 CON GY EQUITY CONTINENTAL AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000309_CC_AIRB 2294277Z GR EQUITY Coutinho & Ferrostaal GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000310_CC_AIRB 5299007VZZKH65OCN774 2781995-2 Cronimet Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000311_CC_AIRB 5299008ODF4EFHRI0G60 2402196-6 HRB8957 7097181Z GR EQUITY CWS-boco International GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000312_CC_AIRB 5299005LEM60UYKU5235 1106512-5 DACHSER Group SE & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000313_CC_AIRB 529900R27DL06UVNT076 2344103-3 HRB19360 DAI GR EQUITY Daimler AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000314_CC_AIRB 5299006S0UKN6D9ZP412 2451917-5 DB NETZ AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000315_CC_AIRB 529900I2DLZPTFPENJ05 1106744-4 DEHNER GMBH & CO KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000316_CC_AIRB 5299005A2ZEP6AP7KM81 2537834-0 ANN GF Equity Vonovia SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000317_CC_AIRB 52990063S23N13HU4E98 1818189-1 HRB50000B DBHN GR EQUITY DEUTSCHE BAHN AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000318_CC_AIRB 529900PH63HYJ86ASW55 1107110-7 HRB2168 LHA GY EQUITY DEUTSCHE LUFTHANSA AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000319_CC_AIRB 52990063W8KQHQMF4M43 2623414-6 DPW GF Equity Deutsche Post Finance B.V. DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000320_CC_AIRB 529900ITHU5Y51F1S257 1107106-5 DEUTSCHE SPARKASSEN LEASING AG & CO KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000321_CC_AIRB 549300V9QSIG4WX4GJ96 2185287-6 HRB6794 DTE GY EQUITY DEUTSCHE TELEKOM AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000322_CC_AIRB 529900KSWLV9JYE7NC83 2095980-5 HRB34977 DFS Deutsche Flugsicherung GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000323_CC_AIRB 529900QTO8D2QK2TJG32 1107340-0 Diehl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000324_CC_AIRB 529900Y1AT9MQF6UYT42 2836050-1 HRB203044 DMK DEUTSCHES MILCHKONTOR GMBH BREMEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000325_CC_AIRB 529900YZNQ3MUUZ02M47 1117002-4 HRB242 Douglas Holding AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000326_CC_AIRB 5299004W7VTLPROHR533 1125242-6 HRA8242 DR AUGUST OETKER KG BIELEFELD DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000327_CC_AIRB 529900EWEX125AULXI58 3008027-9 PAH3 GY EQUITY Dr Ing HCF Porsche AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000328_CC_AIRB 5493005UFVHY0PPNKD75 1107708-8 HRB7903HL DE0005550602 DRW3 GY EQUITY Drägerwerk AG & Co. KGaA DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000329_CC_AIRB 52990076FKBR9THZ8C62 2779318-1 DYWIDAG-Systems International GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000330_CC_AIRB 529900Z8W8S8J1P7U364 1105067-1 HRA9905 E BREUNINGER GMBH CO STUTTGART DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000331_CC_AIRB Q9MAIUP40P25UFBFG033 1134262-3 HRB22315 EOAN GY EQUITY E.ON SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000332_CC_AIRB 5299000MT7P9STUCL908 1137158-0 Ed. Züblin Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000333_CC_AIRB 529900JSFZ4TS59HKD79 2331844-7 EBK GR EQUITY Energie Baden-Wurttemberg AG [EnBW] DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000334_CC_AIRB 549300OQ94C7KRGGC351 2177540-8 ASG GY Equity Envivas Krankenversicherung AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000335_CC_AIRB 529900G1B8AXELNRG982 ALV GY Equity Euler Hermes Deutschland AG DE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000336_CC_AIRB 41GUOJQTALQHLF39XJ34 1518676-0 154407Z GR EQUITY Evonik Industries AG (Evonic) DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000337_CC_AIRB 529900L64X6KZZW19R71 1108854-9 4501Z GR EQUITY EWE AG [Energieversorgung Weser-Ems] DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000338_CC_AIRB 529900D7N2PTTZWFWN57 2579145-0 F.S. Fehrer Automotive GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000339_CC_AIRB 529900EI7R9SCEJP4T76 1109776-3 00311027000005 FERROSTAAL GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000340_CC_AIRB 529900WBP9HFX10RKB30 1110203-5 FLUGHAFEN MUNCHEN GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000341_CC_AIRB 529900VHM89GUAJ1RK35 1114926-7 HRB25 1048Z GR EQUITY FRANZ HANIEL & CIE GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000342_CC_AIRB 5299001ERX0K10IZUL40 1110198-7 FRAPORT AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000343_CC_AIRB XDFJ0CYCOO1FXRFTQS51 1110492-4 HRB11852 DE0005785604 FRE GY EQUITY FRESENIUS SE & CO. KGAA DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000344_CC_AIRB 5299006NS9FCLFHZVL76 1578686-6 HRB714579 Freudenberg SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000345_CC_AIRB 529900KXMB40SPYJD743 2052428-6 HRB36569B 7013717Z GR EQUITY GAZPROM Germania GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000346_CC_AIRB 549300PHUU0ZZWO8EO07 1122951-5 GEA GR EQUITY GEA Group AG [Global Engineering Alliance] DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000347_CC_AIRB 529900JGEOQMCDYOK785 1135188-9 Gelsenwasser AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000348_CC_AIRB 529900F916IVP0TJZK88 1051383-6 HRA11722 GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000349_CC_AIRB 5299006GD4UWSYZOKC28 2877346-3 HRB56040 GXI GY Equity Gerresheimer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000350_CC_AIRB 529900OJM5EX75OD8032 1113335-2 Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000351_CC_AIRB 529900K6BWO03KP4GU58 1113443-4 Giesecke & Devrient Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000352_CC_AIRB 529900J0V7C8Z8MLN980 2943243-2 Gigaset Communications GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000353_CC_AIRB 529900LPAX2H9S4NKU05 1215951-3 Gothaer Finanzholding AG DE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000354_CC_AIRB 529900F4P4RV4Z50PI82 1114066-2 HRB527 GROSSKRAFTWERK MANNHEIM AG MANNHEIM DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000355_CC_AIRB HD52L5PJVBXJUUX8I539 2294348-4 HPL GR EQUITY Hapag-Lloyd AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000356_CC_AIRB 5299007CE1VJWKM99H49 1130882-2 HRB2680KI 4729Z GR EQUITY Hauptgenossenschaft Nord AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000357_CC_AIRB 529900MKHOFQI4A0XC48 2873755-9 HAWE Hydraulik SE DE Large corporate sample non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000358_CC_AIRB 52990022107L9199GO56 2588017-0 HDI Versicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000359_CC_AIRB 529900755OZXM37H4975 1115355-8 Heckler & Koch GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000360_CC_AIRB LZ2C6E0W5W7LQMX5ZI37 1126630-1 HRB330082 DE0006047004 HEI GY EQUITY HEIDELBERGCEMENT AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000361_CC_AIRB 529900ZM98OISTG16932 1115394-7 HDD GY Equity Heidelberger Druckmaschinen AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000362_CC_AIRB 529900PLX4ADJFWIY024 1135805-8 2550Z GR EQUITY Hella KGaA Hueck & Co DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000363_CC_AIRB 52990027B9ARY5AC8476 1115622-1 HELM AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000364_CC_AIRB 549300VZCL1HTH4O4Y49 1115688-2 HRB4724 DE0006048408 HEN3 GY EQUITY HENKEL AG & CO. KGAA DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000365_CC_AIRB 5493007EO7JOPWXHBJ27 1740986-3 HRB3364 Heraeus Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000366_CC_AIRB 529900BVZYMVDRRSXY68 1306869-7 HRB390485 3540636Z GR EQUITY HERRENKNECHT AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000367_CC_AIRB 529900O7US4NP0J6XD12 1179777-6 HETTICH HOLDING GMBH & CO OHG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000368_CC_AIRB 529900Y25S8NZIYTT924 1116241-9 HOT GY EQUITY Hochtief AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000369_CC_AIRB 5299008WW53GLXRORN29 1350826-2 HRB2311 HBM GY Equity Hornbach-Baumarkt-AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000370_CC_AIRB 529900LFVU534EBRXD13 1104693-5 HUGO BOSS AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000371_CC_AIRB TSI2PJM6EPETEQ4X1U25 2443536-4 IFX GY Equity Infineon Technologies AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000372_CC_AIRB 529900FFRTWZQXTTUB07 1193155-7 7573220Z GR EQUITY Intersnack Knabber-Gebäck GmbH & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000373_CC_AIRB 529900DJMOF0DTSWHO38 2850239-1 HRB40163 JUWI AG WÖRRSTADT DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000374_CC_AIRB 529900YURAYD4IJX2J91 1128982-4 HRB2669 SDF GY Equity K+S Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000375_CC_AIRB 1AW6P2GG0FOINEBZUQ05 VOD LN Equity Kabel Deutschland Vertrieb und Service GmbH. DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000376_CC_AIRB 529900WFRVF4SQ2EV734 1121308-9 HRA102851 509821Z GR EQUITY Kaufland Stiftung & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000377_CC_AIRB 529900CQ31CN6GV5LL52 2821686-9 NRWDUHRB20486 KCO GY Equity Kloeckner & Co. S.E. DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000378_CC_AIRB 5299001GRRO0Z25YZT52 1130169-4 Knorr-Bremse AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000379_CC_AIRB 529900IQ90WSXBWSTD78 1131272-5 KOENIG & BAUER AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000380_CC_AIRB 529900LUYJ0V8SOOT260 1173404-3 HRA4415 3612759z gr equity KRAFTVERKEHR NAGEL GMBH & CO. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000381_CC_AIRB 529900MAU9591GT2S236 2849255-1 KraussMaffei Technologies GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000382_CC_AIRB 529900NY2GSZWWUBW049 1120219-9 KRONES Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000383_CC_AIRB 529900BVAET534PD7C28 1119133-5 HRB21016 DE0006292006 KSB3 GY EQUITY KSB Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000384_CC_AIRB 529900VPRFDDIN7BE119 1117324-2 HRB22709 IWKG IX Equity KUKA AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000385_CC_AIRB 529900FR2K4P9L9XLV21 1119187-1 KWS SAAT SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000386_CC_AIRB 529900PTLRE72EMYIJ77 2451186-7 HRB53652 LXS GF Equity Lanxess AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000387_CC_AIRB 5299002HNCMIUBHOMK35 1121223-0 HRB202 DE0005408884 LEO GY EQUITY Leoni AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000388_CC_AIRB 529900EW0ZH7KAZ11H71 1797294-4 Lidl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000389_CC_AIRB WTV8QGD5UD7MMD4HS345 1121375-8 LIN GY Equity Linde AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000390_CC_AIRB 529900SL1W4KHVE18T81 1121582-9 LOHMANN + Co. AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000391_CC_AIRB 52990098TR1QJBWIYG58 1147145-5 MAHLE GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000392_CC_AIRB 52990018UPG26YRFSM46 1122332-8 HRB179426 DE0005937007 MAN GR EQUITY MAN SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000393_CC_AIRB 5299009Z8B0YE4ECMJ92 1044964-3 Media-Saturn Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000394_CC_AIRB 5299009WLGROB3HKM878 1522457-9 MEGGLE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000395_CC_AIRB 529900OAREIS0MOPTW25 2198479-4 HRB6164 MRK GF Equity Merck KGaA DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000396_CC_AIRB 5299001X9L42HXEBCZ51 1188960-7 MEO GY EQUITY Metro AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000397_CC_AIRB 529900JAY79MT50JBH87 MEYER WERFT GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000398_CC_AIRB 213800E45LWMBVNF3R85 3052190-0 NRWGRHRB8959 MNDI LN Equity Mondi Consumer Packaging International AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000399_CC_AIRB 529900807L67JY81RD65 2755947-5 MTX GY Equity MTU Aero Engines AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000400_CC_AIRB 529900ISR2VNZV1C0T93 1182822-5 MVV Energie AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000401_CC_AIRB 529900UXIUW801PQDI37 2597701-8 N-ERGIE AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000402_CC_AIRB 529900HVDYCUWVD0OE76 2551585-9 NORDEX SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000403_CC_AIRB 549300UH52ZS8O00MO03 1125476-0 Osram GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000404_CC_AIRB 529900LMI5FN0KFOE272 1125552-8 HRA62024 OTVR GR EQUITY OTTO (GMBH & CO.KG) DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000405_CC_AIRB 529900ELIX8Z8PQ6CU28 2593300-3 PAPIERFABRIK PALM GMBH & CO.KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000406_CC_AIRB 529900HT3KJHBHNHDT64 1397102-3 HRB6100 259743Z GR EQUITY PERI GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000407_CC_AIRB 52990037VWJGYKGP9877 1131747-6 HRA3551 2590Z GR EQUITY PHOENIX Pharmahandel GmbH & Co KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000408_CC_AIRB 5299008XQJHPTOF8R354 2696731-5 241336g 661074Z GR EQUITY Porsche Corporate Finance GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000409_CC_AIRB 529900NY0WWQUKOMWQ37 2399699-4 PSM GY EQUITY ProSiebenSat 1 Media SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000410_CC_AIRB 529900Z5KBA9KJP6EK09 1196360-0 R+V Versicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000411_CC_AIRB 5299001OU9CSE29O6S05 1127893-4 RHM GY EQUITY Rheinmetall AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000412_CC_AIRB 529900F0LT5OP4SV6122 1104684-4 Robert Bosch GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000413_CC_AIRB 529900BZ1C5S5WQENF25 2820967-4 HRB721056 ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000414_CC_AIRB 529900GB7KCA94ACC940 2531238-0 HRB14525 DE0007037129 RWE GY EQUITY RWE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000415_CC_AIRB 529900Q5SR06C5T8NO26 1128992-3 HRB8372 7015557Z GR EQUITY Salzgitter Mannesmann Handel GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000416_CC_AIRB 529900D6BF99LW9R2E68 1308819-0 SAP GY EQUITY SAP SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000417_CC_AIRB 529900JL0HDVGZMUJF32 3043578-8 Schaeffler Verwaltung Zwei GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000418_CC_AIRB 529900D8QMD1LL0E2393 2800313-5 Schletter GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000419_CC_AIRB 529900DG0F6AGQAP6N55 1131407-7 55234831 SCHOLZ Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000420_CC_AIRB 5299009QTM3SJL9BNR19 2209676-2 Schott AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000421_CC_AIRB 529900ZCRUJ3J5PYWX81 2577577-6 RPW GR EQUITY SENVION GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000422_CC_AIRB 52990038IB31TYK07X63 1129569-8 SGL GY Equity SGL Carbon SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000423_CC_AIRB W38RGI023J3WT1HWRP32 1129508-6 HRB12300B SIE GY EQUITY Siemens Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000424_CC_AIRB 529900M1LIO0SLOBAS50 1532176-3 HRB1562 DE0003304002 SOW GY EQUITY Software AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000425_CC_AIRB 549300WM0X4AUT710770 3278292-2 Springer Science+Business Media Deutschland GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000426_CC_AIRB 529900FMTTLMH0P0DL10 1473528-6 STADA Arzneimittel Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000427_CC_AIRB 549300YTRYZPM57T3319 1132051-2 STADTWERKE HANNOVER AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000428_CC_AIRB 529900QOJGJ2975GD560 2971375-7 Stahlgruber Otto Gruber AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000429_CC_AIRB 5299003M4PGUGL48LS74 3094881-4 Styrolution Group GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000430_CC_AIRB 529900Y2V1QWBDCBT818 2653119-4 Südwestdeutsche Medien Holding GmbH DE Large corporate sample non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000431_CC_AIRB 529900S8QNB101D40S72 1130211-4 SZU GY EQUITY Sudzucker AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000432_CC_AIRB 529900D82I6R9601CF26 2819960-2 HRB200436 SYMRISE AG HOLZMINDEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000433_CC_AIRB 529900P710MOUBKZDL27 2269857-5 HEESHRB85143 Techem GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000434_CC_AIRB 529900COI81IT9N2Y682 3009289-4 HRB180660 THÜGA HOLDING GMBH + CO KGAA MÜNCHEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000435_CC_AIRB 549300UDG16DOYUPR330 2411649-3 HRB9092 DE0007500001 TKA GR EQUITY THYSSENKRUPP AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000436_CC_AIRB 529900JBK6KNC4HSW032 1672825-5 Tönnies Holding GmbH & Co. KG DE Large corporate sample non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000437_CC_AIRB 52990021AYVJLL2XMK94 2182800-9 HRB16654 7010965Z GR EQUITY TRIMET ALUMINIUM SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000438_CC_AIRB 529900SL2WSPV293B552 1126744-0 TUI1 GY EQUITY TUI AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000439_CC_AIRB 3VEKWPJHTD4NKMBVG947 2353095-9 United Internet AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000440_CC_AIRB XQMNIROSQAS7Y9TT7I97 NRWKOHRA24116 LBTYA UW Equity Unitymedia Hessen GmbH & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000441_CC_AIRB 529900I1IDJLEXFUYN67 3340688-5 WELTBILD GMBH & CO. KG, AUGSBURG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000442_CC_AIRB 529900AGED6PJE9AVL37 3185940-8 Vier Gas Transport GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000443_CC_AIRB 52990023338VFV5AIN59 1134669-9 HRA3389 VIESSMANN WERKE GMBH CO KG ALLENDORF DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000444_CC_AIRB W24EDTPHEV8NJOD4FA29 1627667-7 VNG-Verbundnetz Gas Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000445_CC_AIRB 5299004TYSI0Z73QUE46 1227804-0 HRB725621 Voith GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000446_CC_AIRB 529900NNUPAGGOMPXZ31 1134796-0 VOW3 GY EQUITY Volkswagen AG [VW] DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000447_CC_AIRB 0NURKC5Q3CJYZPPK5046 1134904-0 WACKER CHEMIE AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000448_CC_AIRB 529900KKY5IMBX35M241 2679160-8 HRB7736 Wasser und Gas Westfalen GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000449_CC_AIRB 529900KQ44OJDIDU6J81 1135571-6 WEPA Hygieneprodukte GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000450_CC_AIRB 5299006E92R0717GXP27 3189637-6 HRA16706 0892272D GR EQUITY WINGAS GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000451_CC_AIRB 529900A8LX4KL0YUTH71 2543621-3 WDI GY Equity Wirecard AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000452_CC_AIRB 529900CAYOWB8YIG7X25 1136858-6 ZF FRIEDRICHSHAFEN AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000453_CC_AIRB 549300D2K6PKKKXVNN73 22756214 DK0010244425 MAERSKB DC EQUITY A.P.Møller-Mærsk A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000454_CC_AIRB 63965812 A/S SCHOUW & CO DK Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000455_CC_AIRB 549300ADWYS7RRJ8BG19 14244441 Aalborg Portland A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000456_CC_AIRB 549300Y047DQV30CKT47 49723911 ABENA HOLDING A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000457_CC_AIRB 549300PLP6WVTICKLD32 10526949 ALM. BRAND FORSIKRING A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000458_CC_AIRB 529900IJ6T4P1O10R377 25313763 ARLA FOODS A.M.B.A DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000459_CC_AIRB 25511484 Atea A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000460_CC_AIRB 213800KB128IK92MCD10 44782510 AVK Holding A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000461_CC_AIRB 2138009LJ6FGTV868W59 22069519 BYGMA GRUPPEN A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000462_CC_AIRB 5493008YL42784DMWN61 25508343 DK0010181676 CARLB DC EQUITY Carlsberg Breweries A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000463_CC_AIRB 27626904 Catering Engros A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000464_CC_AIRB 213800JF2XSR5NXGL660 12760043 Cheminova A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000465_CC_AIRB 549300MKPW8ZF3E8MW37 28318677 Chr. Hansen Holding A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000466_CC_AIRB 213800AWZ8U3FVALIO26 26259495 Coop Danmark A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000467_CC_AIRB 213800UW822WLK2HZF47 Copenhagen Airports Denmark ApS DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000468_CC_AIRB 529900BWY373HVUNIC90 28527411 Dagrofa ApS DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000469_CC_AIRB 13878595 Dagrofa S-Engros A/S (Foodservice) DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000470_CC_AIRB 213800FJJH5XFNFIAK90 23256118 Damstahl A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000471_CC_AIRB 5493007I2KABJNYPD639 20165715 DANFOSS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000472_CC_AIRB 59789317 Danish Agro A.M.B.A DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000473_CC_AIRB 21380063C9WS18D6WJ21 26121264 Danish Crown A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000474_CC_AIRB 2138007QUZXQLFGCSV45 24246930 DANSK LANDBRUGS GROVVARESELSKAB A DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000475_CC_AIRB 549300FQY6MX8USM0112 35954716 4166777Z DC EQUITY Dansk Supermarked A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000476_CC_AIRB 549300JUFTJMOTC28B39 28113951 Danske Commodities A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000477_CC_AIRB 213800ZCQ8X5QYJWVQ60 42344613 Det Danske Hedeselskab DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000478_CC_AIRB 549300JZVW1Y1UZ5UK38 14194711 DFDS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000479_CC_AIRB W9NG6WMZIYEU8VEDOG48 36213728 DONG Energy A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000480_CC_AIRB 529900X41C0BSLK67H70 58233528 DK0060079531 DSV DC EQUITY DSV A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000481_CC_AIRB 213800K83X1E9HF1MD69 55828415 DT Group A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000482_CC_AIRB 529900C0U279ORGJC950 45349918 Ecco Sko A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000483_CC_AIRB 213800Z47P2HZJKJSK23 75272014 EGM. INT. HOLD A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000484_CC_AIRB 549300JN1F17UXJMM315 17225898 ENERGI DANMARK A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000485_CC_AIRB 5299003X050CWGDW1Z87 Energinet.dk SOV DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000486_CC_AIRB 213800MXXDGQ3ITPXI41 58180912 DK0010234467 FLSMIDTH & CO. A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000487_CC_AIRB 549300036WZGCBDPDZ92 GF-Forsikring A/S (Unsolicited Ratings) DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000488_CC_AIRB 5493006R4KC2OI5D3470 56759913 H. Lundbeck A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000489_CC_AIRB 213800HTGI1CTA7CKP20 34728712 Hedegaard A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000490_CC_AIRB 213800NLXK98F6PC2R37 ISS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000491_CC_AIRB 549300RIPHN847476O42 J. LAURITZEN A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000492_CC_AIRB 54930032G32N1F8JBV10 KIRKBI INVEST A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000493_CC_AIRB UGKYQUOFW6QSIS3P4P93 47458714 LEGO DC EQUITY LEGO System A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000494_CC_AIRB 52990077KVK7QCK2NG31 56759514 LEO PHARMA A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000495_CC_AIRB 529900B5B2U7TIJN7757 MONJASA A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000496_CC_AIRB 213800WNLA5AH3U4WI67 12562233 MT HØJGAARD A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000497_CC_AIRB 549300UQ0QRC1KXGRE08 20293195 NEAS Energy A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000498_CC_AIRB 10845858 Nellemann Holding A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000499_CC_AIRB 529900197LKWCEQ0NL18 62725214 NKT HOLDING A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000500_CC_AIRB 2138007XB7AUOGS4N159 11142141 NORDIC SEAFOOD A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000501_CC_AIRB 2138005ON7KF6M74P542 81203113 Nordisk Dæk Import A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000502_CC_AIRB 549300DAQ1CVT6CXN342 NOVOB DC Equity Novo Nordisk A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000503_CC_AIRB 529900T6WNZXD2R3JW38 10007127 NOVOZYMES A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000504_CC_AIRB 213800LALFCP5FJXW153 62497718 Nowaco A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000505_CC_AIRB 213800PRY3GUP6B5GG04 39170418 OK A.m.b.A. DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000506_CC_AIRB 213800RE7TE67AUCJS21 11369677 Polar Seafood Denmark DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000507_CC_AIRB 213800QRC7LNX935OZ09 54879415 Rockwool International A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000508_CC_AIRB 42997811 SANISTÅL A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000509_CC_AIRB 549300M5XVDYG4I7CC28 14049673 Scan Global Logistics DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000510_CC_AIRB 5299003KG4JS99TRML67 31080185 SCANDINAVIAN TOBACCO GROUP A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000511_CC_AIRB 529900N96EOVRB114D28 14773908 DK0060228559 TDC DC EQUITY TDC A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000512_CC_AIRB 549300ZSIJREG4GDWJ45 Topdanmark A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000513_CC_AIRB 213800A5UXABGUQ3PX11 22460218 TORM A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000514_CC_AIRB 213800BIA5L8OPBER229 Tryg Forsikring A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000515_CC_AIRB 213800O8J7U9F8Q8VQ80 Tryg Garantiforsikring A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000516_CC_AIRB 14003606 Tulip Food Company A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000517_CC_AIRB 54930026SJ2OBLO6M470 25481968 Verdo A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000518_CC_AIRB 549300DYMC8BGZZC8844 00311171460005 VESTAS WIND SYSTEMS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000519_CC_AIRB 213800RM6L9LN78BVA56 71186911 WILLIAM DEMANT HOLDING A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000520_CC_AIRB 5493005044RTLQ5RZU70 Eesti Energia AS EE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000521_CC_AIRB 549300YENFNR57ZJ3X76 ABENER ENERGIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000522_CC_AIRB 8ZQH7RR6DBQZIX8PEQ84 ESA41002288 A41002288 ABG/P SM EQUITY ABENGOA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000523_CC_AIRB 549300GKFVWI02JQ5332 ESA08209769 A08209769 ABE SM EQUITY ABERTIS INFRAESTRUCTURAS SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000524_CC_AIRB 54930002KP75TLLLNO21 ESA31768138 A31768138 ANA SM EQUITY ACCIONA ENERGIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000525_CC_AIRB 95980020140005558665 ESA28004885 A28004885 ACS SM EQUITY Actividades de Construccion y Servicios SA [ACS Group] ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000526_CC_AIRB 213800NKU21ZN7P7RT54 ESA84409408 A84409408 AMS SM EQUITY Amadeus IT Group SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000527_CC_AIRB ESA26019992 A26019992 0468005D SM EQUITY AQUALIA GESTION INTEGRAL DEL AGUA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000528_CC_AIRB 95980020140005491929 A78839271 A3M ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000529_CC_AIRB 549300MXEGOT8MV1B924 ESA62186556 A62186556 ONO SM EQUITY CABLEUROPA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000530_CC_AIRB 549300CGERG48M7P5E96 CENTROS COMERCIALES CARREFOUR S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000531_CC_AIRB ESA46146387 A46146387 0612929D SM EQUITY COBRA INSTALACIONES Y SERVICIOS SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000532_CC_AIRB ESA20001020 A20001020 CAF SM EQUITY CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000533_CC_AIRB 95980020140005319366 ESA48012009 A48012009 OLE SM EQUITY DEOLEO SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000534_CC_AIRB 54930063C6K2TNFL6H10 DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000535_CC_AIRB ESA15139314 A15139314 DRC SM EQUITY DRAGADOS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000536_CC_AIRB 529900U1P1JEV71EBO44 ESA28006104 A28006104 4367465Z SM EQUITY EADS CONSTRUCCIONES AERONAUTICAS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000537_CC_AIRB 95980020140005374753 ESA28017895 A28017895 1082z sm equity EL CORTE INGLES S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000538_CC_AIRB 95980020140005491250 A48027056 ENO ELECNOR S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000539_CC_AIRB 213800VIN4XHLVFIOE10 A86484334 ENG SQ Equity Enagas Transportes, S.A.U. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000540_CC_AIRB 549300LHK07F2CHV4X31 ESA28023430 A28023430 ELE SM EQUITY ENDESA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000541_CC_AIRB 95980020140005732198 ESCAL UGS S L ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000542_CC_AIRB 95980020140005757903 ESA81939209 A81939209 FER SM EQUITY Ferrovial SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000543_CC_AIRB 95980020140005178328 ESA28037224 A28037224 FCC SM EQUITY FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000544_CC_AIRB 549300CKUXDA0CKRQJ56 ESA80477144 A80477144 GAM SM EQUITY GAMESA ENERGIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000545_CC_AIRB TL2N6M87CW970S5SV098 ESA08015497 A08015497 GAS SM EQUITY GAS NATURAL S.D.G. S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000546_CC_AIRB 95980020140005484363 ESB48943864 B48943864 495294Z SM EQUITY GESTAMP AUTOMOCION S L ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000547_CC_AIRB ESA58389123 A58389123 GRF SM EQUITY GRIFOLS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000548_CC_AIRB 213800OILC5Q9AR63B63 A09092305 Grupo Antolin-Irausa, S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000549_CC_AIRB ESA84173947 A84173947 1234Z SM EQUITY GRUPO ISOLUX CORSAN SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000550_CC_AIRB 5QK37QC7NWOJ8D7WVQ45 ESA48010615 A48010615 IBE SM EQUITY Iberdrola SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000551_CC_AIRB 549300GEL7LRGKK0DG70 Iberia Lineas Aereas de Espana S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000552_CC_AIRB GGYEFW27TI7Q3C3XB343 INDUSTRIA DE DISEÑO TEXTIL S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000553_CC_AIRB 95980020140005007414 INMOBILIARIA COLONIAL SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000554_CC_AIRB 549300D4HOJHH0LSET81 ESA41694266 A41694266 4516287Z SM EQUITY INSTALACIONES INABENSA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000555_CC_AIRB 95980020140005317620 ISOLUX INGENIERIA, S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000556_CC_AIRB 95980020140005606874 IZASA DISTRIBUCIONES TECNICAS S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000557_CC_AIRB 529900S4UWJNVO9LEH81 A60195278 4374129Z LIDL SUPERMERCADOS S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000558_CC_AIRB UIUPNLHSQI58ZL7O2J82 A78346558 MAP SQ Equity Mapfre Re, Compania de Reaseguros, S.A. ES Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000559_CC_AIRB 95980020140005021479 ESA79075438 A79075438 MEDIASET ESPAÑA COMUNICACION S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000560_CC_AIRB ESA78304516 A78304516 MEL SM EQUITY Melia Hotels International SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000561_CC_AIRB 95980020140005311703 NAVANTIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000562_CC_AIRB 95980020140005395317 ESA48010573 A48010573 OHL SM EQUITY OBRASCON HUARTE LAIN S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000563_CC_AIRB ESA36603587 A36603587 PVA SM EQUITY PESCANOVA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000564_CC_AIRB 549300N94L4D5NDBFG97 ESA28430882 A28430882 PROSEGUR COMPAÑIA DE SEGURIDAD S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000565_CC_AIRB 54930070W8XSY31XK130 ESA78003662 A78003662 REE SM EQUITY Red Electrica de Espana SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000566_CC_AIRB BSYCX13Y0NOTV14V9N85 A78374725 ES0273516007 REP GY Equity Repsol, S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000567_CC_AIRB ESA08000820 A08000820 DMM XT EQUITY S A DAMM ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000568_CC_AIRB 549300QHD5DP0GOPGX63 SOVENA ESPANA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000569_CC_AIRB 213800JEZBUPZKWJGF49 ESA28092583 A28092583 TRE SM EQUITY TECNICAS REUNIDAS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000570_CC_AIRB 549300EEJH4FEPDBBR25 KvK 24269798 0000 TEF SM EQUITY TELEFONICA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000571_CC_AIRB ESA08356727 A08356727 TST SM EQUITY TESTA INMUEBLES EN RENTA S.A. ES Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000572_CC_AIRB 549300FM9ZIJB5FCS825 TWINS ALIMENTACION SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000573_CC_AIRB 95980020140005462150 ESA79524054 A79524054 571979Z URBASER S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000574_CC_AIRB 5299008CBH6EAEH1VZ37 ESA28293348 A28293348 WORLD DUTY FREE GROUP S.A.U., ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000575_CC_AIRB 743700FHGZEV5UGCB005 FI0009010391 AHL1V FH EQUITY Ahlstrom Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000576_CC_AIRB 529900Q14KI1SCMIMO82 Bayer Nordic SE FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000577_CC_AIRB 5493002B0GOVF42KWX33 Cargotec Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000578_CC_AIRB 549300P8N0P6KDGTJ206 XS0946179529 TY2 GS Equity Citycon OYJ FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000579_CC_AIRB 743700TU2S3DXWGU7H32 0116510-6 XS0973806861 EIA GM Equity Elisa Corporation FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000580_CC_AIRB 7437006ZZI1F7CUA5518 Fingrid Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000581_CC_AIRB 213800SB6EOB8SSK9W63 FI0009003230 FIA1S FH EQUITY Finnair Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000582_CC_AIRB 743700BKTW4EQIVKYY42 FI0009000400 FIS1V FH EQUITY Fiskars Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000583_CC_AIRB 635400IUIZZIUJSAMF76 FI0009007132 FUM1V FH EQUITY Fortum Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000584_CC_AIRB 74370031Y7RK5H88CQ48 FI0009004824 KRA1V FH EQUITY Kemira Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000585_CC_AIRB 743700OX6HSVMCAHPB95 KESKO OYJ FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000586_CC_AIRB 2138001CNF45JP5XZK38 1927400-1 HRB57225 KC4 GR EQUITY Kone GmbH FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000587_CC_AIRB 2138007FRMWVPUDCMA45 FI0009007835 MEO1V FH EQUITY Metso Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000588_CC_AIRB 5493009GY1X8GQ66AM14 FI0009013296 NES1V FH EQUITY Neste Oil Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000589_CC_AIRB 549300A0JPRWG1KI7U06 FI0009000681 NOK1V FH EQUITY Nokia Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000590_CC_AIRB 743700YQIO8Y4L4WKR40 Nokian Renkaat Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000591_CC_AIRB 74370061PO7C10E3PA54 Norilsk Nickel Harjavalta Oy FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000592_CC_AIRB 5493009YRUJJDCFF0R80 FI0009002422 OUT1V FH EQUITY Outokumpu Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000593_CC_AIRB 549300R0VN9C371W0E07 FI0009014575 OTE1V FH EQUITY Outotec Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000594_CC_AIRB 743700X6KUJ0Z8GJIF03 POHJOLAN VOIMA OY FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000595_CC_AIRB 743700CIR72J2LJZO637 Ramirent Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000596_CC_AIRB 743700XJC24THUPK0S03 FI0009007694 SAA1V FH EQUITY Sanoma Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000597_CC_AIRB 743700IFQI6W89M1IY95 STOCKMANN OYJ ABP FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000598_CC_AIRB 7437000ZP669LKUTZ738 STERV FH EQUITY Stora Enso Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000599_CC_AIRB 743700LQ48IZBTZN4S52 0196656-0 XS1043513529 Teollisuuden Voima Oyj(TVO) FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000600_CC_AIRB 743700PKLY067IZIF588 Tikkurila Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000601_CC_AIRB 213800EC6PW5VU4J9U64 FI0009005987 UPM1V FH EQUITY UPM-Kymmene Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000602_CC_AIRB 743700G7A9J1PHM3X223 FI0009003727 WRT1V FH EQUITY Wärtsilä Oyj Abp FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000603_CC_AIRB 549300TLDC3IQX97WU26 Wihuri Packaging Oy FI Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000604_CC_AIRB 529900M13GM4VSTE6W80 YIT Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000605_CC_AIRB 969500QZC2Q0TK11NV07 AC FP EQUITY Accor SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000606_CC_AIRB 969500PJMBSFHYC37989 ADP FP Equity Aeroports de Paris S.A. (ADP) FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000607_CC_AIRB 969500AQW31GYO8JZD66 FR0000031122 AIR FRANCE -KLM FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000608_CC_AIRB 969500MMPQVHK671GT54 AI FP EQUITY Air Liquide SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000609_CC_AIRB 969500RAZNDFVFATTJ14 ALCATEL LUCENT INTERNATIONAL FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000610_CC_AIRB 969500CCRD8GYWLG6R54 542019096 FR0000130007 ALU FP EQUITY Alcatel Lucent S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000611_CC_AIRB 969500TZFFAS8XMVPQ44 ALALF UV Equity ALCATEL-LUCENT SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000612_CC_AIRB 549300W64S5Q0I46LK20 ALSTOM HOLDINGS SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000613_CC_AIRB 96950032TUYMW11FB530 ALO FP EQUITY Alstom SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000614_CC_AIRB 9695007B0RXQCHHTGR34 305207169 AREVA FP EQUITY AREVA NC FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000615_CC_AIRB 96950026BLIV09FMSM49 AKE FP EQUITY Arkema Group SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000616_CC_AIRB ATO FP EQUITY Atos Origin SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000617_CC_AIRB 213800U12KWYZEECZ934 572139996 ASF FP EQUITY AUTOROUTES DU SUD DE LA FRANCE SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000618_CC_AIRB 9695002SV2VP9CU42826 ARR FP EQUITY Autoroutes Paris-Rhin-Rhone SA [APRR] FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000619_CC_AIRB F5WCUMTUM4RKZ1MAIE39 AXA SA FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000620_CC_AIRB 969500MOCLNQFNZN0D63 572015246 EN LI Equity BOUYGUES SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000621_CC_AIRB 96950077L0TN7BAROX36 CAP FP EQUITY Cap Gemini Sogeti SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000622_CC_AIRB 549300B8P6MUJ1YWTS08 CA FP EQUITY Carrefour SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000623_CC_AIRB 969500VHL8F83GBL6L29 554501171 FR0000125585 CO FP EQUITY CASINO GUICHARD — PERRACHON FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000624_CC_AIRB 9695001K81BDUET02H66 CGM FP EQUITY Cegedim SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000625_CC_AIRB 969500FCVQ5SLAAUJV59 GA S1 Equity CGG FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000626_CC_AIRB 969500WESYQMQ1F2C272 CHRISTIAN DIOR FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000627_CC_AIRB 969500BZJ49IICIBZZ08 CMA CGM S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000628_CC_AIRB 969500QKVPV2H8UXM738 CNP FP Equity CNP Assurances FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000629_CC_AIRB 213800CP8292W9E8LJ69 552115891 DG FP Equity Cofiroute FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000630_CC_AIRB 969500DZBBMYHB8NAM93 552025314 FR0000121634 RE FP EQUITY COLAS SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000631_CC_AIRB NFONVGN05Z0FMN5PEC35 SGO FP EQUITY Compagnie de Saint-Gobain SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000632_CC_AIRB 549300SOSI58J6VIW052 ML FP EQUITY Compagnie Generale des Etablissements Michelin SCA [CGEM] FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000633_CC_AIRB 969500D8BWYH453FLN28 CRISTAL UNION FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000634_CC_AIRB 85OKW2SW05RZFQS1W718 JJ FP EQUITY Crown European Holdings SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000635_CC_AIRB 969500H6VMRN7AY1ZU14 441133808 85117Z FP EQUITY DCNS FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000636_CC_AIRB 9695006LOD5B2D7Y0N70 EDEN FP Equity Edenred S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000637_CC_AIRB FR0000130452 FGR FP EQUITY Eiffage SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000638_CC_AIRB 549300X3UK4GG3FNMO06 FR0010242511 EDF FP EQUITY Electricite de France SA [EDF] FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000639_CC_AIRB 9695001HM585I0NEI780 380543678 Elior FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000640_CC_AIRB 549300LUH78PG2MP6N64 Eramet SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000641_CC_AIRB 549300M3VH1A3ER1TB49 712049618 FR0000121667 EI FP EQUITY ESSILOR INTERNATIONAL FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000642_CC_AIRB 529900HC20ELW4B6XI30 Euler Hermes France FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000643_CC_AIRB 52990087UKA0U2TO8412 352383715 117052Z FP EQUITY EUROCOPTER SAS FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000644_CC_AIRB MINO79WLOO247M1IL051 EAD FP Equity European Aeronautic Defence & Space Co NV [EADS] FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000645_CC_AIRB 549300MCOOY1V7P2PG30 ETL FP Equity Eutelsat S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000646_CC_AIRB 969500WASBF8AZP8TC02 323288563 FR0000053142 LEY FP EQUITY FAIVELEY TRANSPORT FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000647_CC_AIRB 969500F0VMZLK2IULV85 FR0000121147 EO FP EQUITY Faurecia S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000648_CC_AIRB 969500UPKU9VF8XAEU18 775625767 1044Q FP EQUITY FINANCIERE AGACHE SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000649_CC_AIRB 969500P8M3W2XX376054 Fonciere des Regions FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000650_CC_AIRB 969500MCOONR8990S771 FTE FP EQUITY France Telecom SA / Orange SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000651_CC_AIRB 5493005GNGE7UFJCIL03 FBEL FP EQUITY Fromageries Bel SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000652_CC_AIRB 969500YWO65OHPVAHN71 GALERIES LAFAYETTE FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000653_CC_AIRB LAXUQCHT4FH58LRZDY46 FR0010208488 GSZ FP EQUITY GDF Suez SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000654_CC_AIRB 5299007I0OJCYZX6IL07 GEA Batignolles Technologies Thermiques SAS FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000655_CC_AIRB 9695003E4MMA10IBTR26 592014476 Gecina FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000656_CC_AIRB 9695004TMMZ3JBKJO332 377791967 UG FP Equity GIE PSA Tresorerie FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000657_CC_AIRB 969500ASEC557H5A4F22 476180625 Groupe Auchan S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000658_CC_AIRB 969500KMUQ2B6CBAF162 BN FP EQUITY Groupe Danone SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000659_CC_AIRB 969500O3KMCBQT8KGK58 Groupe Soufflet SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000660_CC_AIRB 969500FY5T5MLH4G9A95 RIA FP EQUITY Groupe Steria SCA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000661_CC_AIRB 969500LYSYS0E800SQ95 408168003 Holding Bercy Investissement SCA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000662_CC_AIRB 969500I3QVK40XEORU25 495137077 HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000663_CC_AIRB 969500UDH342QLTE1M42 582074944 FR0000035081 ICAD FP EQUITY ICADE FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000664_CC_AIRB 969500FZ9BTRZS3JNB97 342376332 FR0004035913 ILD FP EQUITY ILIAD FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000665_CC_AIRB 54930075MZSSIB2TGC64 449354224 FR0000120859 NK FP EQUITY IMERYS S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000666_CC_AIRB 9695002OY2X35E9X8W87 Ipsos SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000667_CC_AIRB 549300ORN5E1P46ATH26 440413730 IT IM Equity Italcementi Finance S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000668_CC_AIRB 9695009KV7AFPDEI5S30 DEC FP EQUITY JCDecaux SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000669_CC_AIRB 549300VGEJKB7SVUZR78 552075020 PP IM Equity Kering S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000670_CC_AIRB 969500PB4U31KEFHZ621 780152914 Klepierre S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000671_CC_AIRB 969500L0T16HX3R78P61 La Mondiale FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000672_CC_AIRB 9695000YG7TR7PAP0L59 222691Z FP EQUITY La Poste [France] FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000673_CC_AIRB 969500O558W10MK2JF76 Labco SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000674_CC_AIRB 549300DNNL29KCEPRZ85 FR0000120537 LG FP EQUITY Lafarge SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000675_CC_AIRB 969500VX2NV2AQQ65G45 MMB FP EQUITY Lagardere SCA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000676_CC_AIRB 969500TJLHIZLFRWEQ48 FR0010307819 LR FP EQUITY Legrand FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000677_CC_AIRB 969500C0B8YR7HT3OM14 221202Z FP EQUITY Limagrain SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000678_CC_AIRB 529900JI1GG6F7RKVI53 FR0000120321 OR FP EQUITY L'Oréal FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000679_CC_AIRB IOG4E947OATN0KJYSD45 MC FP EQUITY LVMH Moet Hennessy Louis Vuitton SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000680_CC_AIRB MDCA FP EQUITY Medica France SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000681_CC_AIRB 969500081CGAXB7YS433 424064707 Mercialys FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000682_CC_AIRB 969500DZ56QVIKRIU954 Monoprix SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000683_CC_AIRB 96950015FU78G84UIV14 NEX FP EQUITY Nexans SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000684_CC_AIRB 549300DMQNOND6LEVJ13 Novacap SA FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000685_CC_AIRB 969500CDLQKYAR1PT761 NutriXo SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000686_CC_AIRB 969500SHDTSMKBXKKO85 Oberthur Technologies S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000687_CC_AIRB 52990097YFPX9J0H5D87 FR0000120693 RI FP EQUITY PERNOD RICARD S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000688_CC_AIRB 969500TZ5950IT5FPQ42 UG FP EQUITY Peugeot SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000689_CC_AIRB 969500C0PA29TV19CT55 221410Z FP EQUITY Picard Surgeles SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000690_CC_AIRB PP FP EQUITY Pinault Printemps Redoute SA [PPR] FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000691_CC_AIRB 2138004KW8BV57III342 FR0000130577 PUB FP EQUITY Publicis Groupe SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000692_CC_AIRB 969500AI7V5V0J9TOU58 RAL FP EQUITY Rallye SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000693_CC_AIRB 5493004V6A3Z027YT216 RCO FP Equity Remy Cointreau S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000694_CC_AIRB 969500F7JLTX36OUI695 FR0000131906 RNO FP EQUITY RENAULT S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000695_CC_AIRB 969500VZN4KDEZ14C105 412280737 224063Z FP EQUITY RESEAU FERRE DE FRANCE FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000696_CC_AIRB 969500N6AVPA51648T62 RXL FP Equity Rexel SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000697_CC_AIRB 969500FO141C5967KC72 Roquette Freres FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000698_CC_AIRB 969500JRJW0K2ET1UP76 444619258 226514Z FP EQUITY RTE EDF TRANSPORT SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000699_CC_AIRB 969500UIC89GT3UL7L24 SAF FP EQUITY Safran SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000700_CC_AIRB 549300E9PC51EN656011 395030844 SAN FP Equity SANOFI S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000701_CC_AIRB 969500A1YF1XUYYXS284 SU FP EQUITY Schneider Electric SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000702_CC_AIRB 96950056ULJ4JI7V3752 SCR FP Equity SCOR SE FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000703_CC_AIRB 969500WP61NBK098AC47 SK FP EQUITY SEB SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000704_CC_AIRB 969500KDAUM9TYWQTR36 470801168 286575Z FP EQUITY SOC NATIONALE IMMOBILIERE FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000705_CC_AIRB 969500LCBOG12HXPYM84 SW FP EQUITY Sodexho Alliance SA [Sodexo] FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000706_CC_AIRB 9695005U38X1SF184325 552028425 QS3 GF Equity Solocal Group FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000707_CC_AIRB 969500VEVOWR22R2YR86 9876578Z FP Equity Sonepar SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000708_CC_AIRB 969500A4MXJ3ESPHK698 552049447 224507Z FP EQUITY STE NATIONALE DES CHEMINS DE FER FRANCAIS FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000709_CC_AIRB 9695001UJ7FMZ37G6N39 572119550 593377Z FP EQUITY SUCRES ET DENREES FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000710_CC_AIRB 9695002EVBYM5B2OIP31 4699377Z FP Equity Tarkett SAS FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000711_CC_AIRB 969500NQMNC0PVUY8V74 TEC FP EQUITY Technip SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000712_CC_AIRB 529900FNDVTQJOVVPZ19 HO FP EQUITY Thales SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000713_CC_AIRB 542051180 FR0000120271 FP FP EQUITY TOTAL SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000714_CC_AIRB 969500BWNQ1B0PI06I59 492520333 Tyrol Acquisition 2 SAS FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000715_CC_AIRB 969500SHQITWXSIS7N89 682024096 FR0000124711 UL NA EQUITY UNIBAIL RODAMCO SE FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000716_CC_AIRB 5493006IH2N2WMIBB742 FR FP Equity Valeo S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000717_CC_AIRB 969500P2Q1B47H4MCJ34 VK FP EQUITY Vallourec SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000718_CC_AIRB 969500LENY69X51OOT31 VIE FP EQUITY Veolia Environnement SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000719_CC_AIRB 9695009YI1863TOVDP79 Vicat SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000720_CC_AIRB 213800WFQ334R8UXUG83 DG FP EQUITY Vinci SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000721_CC_AIRB 969500FU4DRAEVJW7U54 VIV FP EQUITY Vivendi SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000722_CC_AIRB 969500M98ZMIZYJD5O34 572174035 MF FP Equity Wendel FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000723_CC_AIRB 969500SFFMSIHH11UO32 ZC FP EQUITY Zodiac Aerospace SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000724_CC_AIRB 549300MJIRPTCHAYW359 7847174 ABP Finance Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000725_CC_AIRB 213800B4XZJ3ZDM7CL47 AFR LN Equity Afren plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000726_CC_AIRB 2138003R7TGCSVF27H47 SC177553 GB00B4WQ2Z29 AGK LN Equity AGGREKO PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000727_CC_AIRB 213800HPMHRN3PT62M97 06279732 0807384D LN EQUITY AIRTANKER FINANCE LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000728_CC_AIRB DTA07N5U5HK2KC1SCM04 01675285 GB0000282623 AMEC Foster Wheeler plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000729_CC_AIRB 2Y33NQ5FPI8PR8L9QX13 2854310 AML LN Equity Amlin PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000730_CC_AIRB 213800DL377MH46PDY63 4330322 Anglian Water Services Financing Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000731_CC_AIRB 549300S9XF92D1X8ME43 3564138 GB00B1XZS820 AAL LN EQUITY Anglo American Plc. GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000732_CC_AIRB VVT2B79I2Z4U3R6BY589 7876075 AON UN Equity Aon plc GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000733_CC_AIRB GB00B15Y0C52 AP ALTERNAT ASSETS GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000734_CC_AIRB 549300F4RYR1DNTO2O39 6137924 Arqiva Financing No. 1 Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000735_CC_AIRB GBQKSY6W7G0OHCQ8OQ72 293262 ABF LN Equity Associated British Foods PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000736_CC_AIRB PY6ZZQWO2IZFZC3IOL08 2723534 ZEG GY Equity AstraZeneca PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000737_CC_AIRB YF0Y5B0IB8SM0ZFG9G81 2468686 AV/ LN EQUITY Aviva Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000738_CC_AIRB 213800TSKOLX4EU6L377 02342138 GB0009697037 BAB LN Equity Babcock International Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000739_CC_AIRB 8SVCSVKSGDWMW2QHOH83 1470151 BA/ LN EQUITY BAE Systems Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000740_CC_AIRB CT4UIJ3TUKGYYHMENQ17 395826 GB0000961622 BBY LN EQUITY Balfour Beatty plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000741_CC_AIRB 2138006R85VEOF5YNK29 604574 BDEV LN EQUITY Barratt Developments Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000742_CC_AIRB 2138001T2QEV5RXMFI32 00053688 GB00B1FP8915 BBA LN Equity BBA AVIATION PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000743_CC_AIRB 1480047 BRSN LN Equity Berendsen Plc [ex-Davis Service Group Plc] GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000744_CC_AIRB 0134146D LN Equity Best Buy Europe Distributions Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000745_CC_AIRB V1LV067AJN766PCJIG11 3763515 BG/ LN Equity BG Energy Holdings Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000746_CC_AIRB 549300C116EOWV835768 3196209 BLT LN Equity BHP Billiton Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000747_CC_AIRB VK07P8T49UYFO085O712 3114356 BMW HB Equity BMW (UK) Capital plc GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000748_CC_AIRB 213800V93QFW53NB7Y29 1036959 Bodycote International Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000749_CC_AIRB 213800TGK6XXFA2TBO31 3558065 Boparan Holdings Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000750_CC_AIRB 213800M11ELCLQ8VF938 4011660 Bourne Leisure Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000751_CC_AIRB 549300ZPID4GQRDWI318 1104733-9 HRB113611 BP/ LN EQUITY BP Europa SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000752_CC_AIRB G1KG0OQD10NOMCMLDZ35 00542515 BP/ LN EQUITY BP INTERNATIONAL LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000753_CC_AIRB 213800MBRRUVQIONAN53 4578621 BXB AT Equity Brambles Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000754_CC_AIRB 549300136VSBKI0Q8750 5262170 Brenntag UK Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000755_CC_AIRB 375X9PSJLLOV7F21O626 01777777 IAG LN EQUITY BRITISH AIRWAYS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000756_CC_AIRB 2138001S874P3WKNCV04 3407696 BATS LN EQUITY British American Tobacco Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000757_CC_AIRB 5493000IBP32UQZ0KL24 RC000057 British Broadcasting Corporation GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000758_CC_AIRB RV5B68J2GV3QGMRPW209 621920 British Land Company PLC (The) GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000759_CC_AIRB 2138003TS48MQKF4BZ29 9256967 BSY LN EQUITY British Sky Broadcasting Group Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000760_CC_AIRB 549300OWFMSO9NYV4H90 01800000 BT/A LN EQUITY BRITISH TELECOMMUNICATIONS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000761_CC_AIRB 635400L3NVMYD4BVCI53 5604923 BVIC LN Equity Britvic PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000762_CC_AIRB 358948 GB00B0744B38 BNZL LN EQUITY BUNZL PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000763_CC_AIRB ZIMCVQHUFZ8GVHENP290 2779134 Bupa Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000764_CC_AIRB 213800J3MPR8KO94D535 3458224 BRBY LN Equity Burberry Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000765_CC_AIRB 213800UL7Z7B6GLBZ213 3314066 C&J Clark Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000766_CC_AIRB CMIGEWPLHL4M7ZV0IZ88 2081330 CPI LN EQUITY Capita Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000767_CC_AIRB 6SNZTEXLR1M5211YYB89 CLLN LN EQUITY Carillion Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000768_CC_AIRB 4DR1VPDQMHD3N3QW8W95 4039524 CCL LN EQUITY Carnival Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000769_CC_AIRB 2138001E12GWLLDQQF16 7105905 CPW LN Equity DIXONS CARPHONE PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000770_CC_AIRB E26EDV109X6EEPBKVH76 3033654 GB00B033F229 CNA LN EQUITY CENTRICA PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000771_CC_AIRB 549300IF6EUDVXYQI061 5900853 CEVA Group plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000772_CC_AIRB 213800U9A54VQJ5P2J41 86662 CHG LN Equity Chemring Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000773_CC_AIRB 213800J2J3TOOI176M73 5212407 CINE LN Equity CINEWORLD GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000774_CC_AIRB 213800A41R9NL49E5632 00030470 GB00B07KD360 COB LN Equity COBHAM PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000775_CC_AIRB 2138008M6MH9OZ6U2T68 4083914 CPG LN EQUITY Compass Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000776_CC_AIRB 6354003CVDDPNXREIR29 FC031117 CPUK Finance Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000777_CC_AIRB 4OFD47D73QFJ1T1MOF29 184594 DMGT LN Equity Daily Mail and General Trust Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000778_CC_AIRB 213800NPR9YDSBO86U08 03162897 GB0002502812 DAIRY CREST GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000779_CC_AIRB 5493007MMUEIF4NJG110 5448421 DEB LN EQUITY Debenhams Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000780_CC_AIRB 213800J4UVB5OWG8VX82 3369634 DPH LN Equity Dechra Pharmaceuticals PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000781_CC_AIRB 213800BXKQ9KZNUR1M61 1819699 Derwent London PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000782_CC_AIRB 213800ZVIELEA55JMJ32 23307 DGE FP Equity Diageo plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000783_CC_AIRB 2138005HMFMTYXNEEX13 SC000750 DIAGEO SCOTLAND LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000784_CC_AIRB 5299004HGJWHJ71M5T77 5671205 DNL UK LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000785_CC_AIRB 2138001GRMZ39JRSE316 01363137 GB0002748050 DNO LN Equity DOMINO PRINTING SCIENCES PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000786_CC_AIRB 39RSBE4RCI4M15BLWH36 1377658 SMDS LN EQUITY DS Smith Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000787_CC_AIRB 2138001LSWETH5TDQG53 2366777 DWR Cymru Cyfyngedig GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000788_CC_AIRB 213800U5R8Q5KGM2KU56 2366906 Eastern Power Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000789_CC_AIRB 549300XUUK1H52EDCK10 EDC Finance Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000790_CC_AIRB 549300ZM2QCFG22BOJ03 2366949 Electricity North West Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000791_CC_AIRB 549300KVXDURRKVW7R37 647788 ECM LN EQUITY Electrocomponents Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000792_CC_AIRB 2138008LJU6WFQWOXJ73 7140891 ENQ LN Equity EnQuest plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000793_CC_AIRB 7N0UJMJLXD0MDT5D5086 7023598 Ensco plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000794_CC_AIRB 549300V1O67HJV48FS61 6845434 ENW Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000795_CC_AIRB 5493007MOZNA03BVNE96 5444653 ESNT LN Equity ESSENTRA PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000796_CC_AIRB 21380023G8LF55V46281 02954623 EUROPEAN METAL RECYCLING LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000797_CC_AIRB 213800SVCZ6YZ8YJI569 2462001 4379945Z LN Equity Eurostar International Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000798_CC_AIRB 5493002X7O83FCJVYO69 7329930 Eversholt Funding Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000799_CC_AIRB JPO68XMABX4DR21BNE65 8263590 0274811Z LN Equity Everything Everywhere Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000800_CC_AIRB 54930080DFVZ551GGT17 EVR LN EQUITY Evraz Group S.A. GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000801_CC_AIRB 635400RXXHHYT1JTSZ26 653331 EXPERIAN PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000802_CC_AIRB 213800JLG5TPE3RBYG56 4094619 FIRST CHOICE HOLIDAYS FINANCE LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000803_CC_AIRB 549300DEJZCPWA4HKM93 SC157176 FGP LN EQUITY First Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000804_CC_AIRB 549300JXWH1UV5J0XV81 6344120 FRES LN Equity Fresnillo plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000805_CC_AIRB 213800WTATMITUGXJQ69 FC031364 Friends Life Group PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000806_CC_AIRB 549300L3KWKK8X35QR12 4992207 GFS LN EQUITY G4S Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000807_CC_AIRB 213800OOHUV3HHP46A02 00836539 GB00B3Y2J508 GFRD LN Equity GALLIFORD TRY PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000808_CC_AIRB 213800E8KX2VV9YDY362 1991018 Gatwick Airport Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000809_CC_AIRB 549300IK25CZHKVLAL89 03768267 1844538Z LN EQUITY Gazprom Marketing and Trading Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000810_CC_AIRB 5493007Q8VD7Q3ZYZS59 2258699 GS7 GY Equity GlaxoSmithKline Capital PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000811_CC_AIRB 3888792 GB0009252882 GSK LN EQUITY GlaxoSmithKline plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000812_CC_AIRB 213800N9W2D8A4GJGR36 04542769 2006623Z LN EQUITY GLENCORE ENERGY UK LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000813_CC_AIRB 213800QIJMYMW6TSBG41 5333192 GNK LN Equity Greene King Finance Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000814_CC_AIRB 213800R9N5F2WRMGTR50 24511 GNK LN EQUITY Greene King Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000815_CC_AIRB 213800U8JEPF65PSKU22 6143540 GUARDIAN DIGITAL COMMUNICATIONS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000816_CC_AIRB 2138007FRGLUR9KGBT40 00040932 GB0004052071 HLMA LN Equity HALMA PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000817_CC_AIRB 213800G1C9KKVVDN1A60 360632 GB0004065016 HMSO LN EQUITY Hammerson PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000818_CC_AIRB 529900N6RQR0PX7ZTR62 4626078 HEI GY Equity Hanson Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000819_CC_AIRB 213800QC8AWD4BO8TH08 2150950 HAS LN Equity Hays PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000820_CC_AIRB 549300J5R8AWMHPE7O05 1991017 Heathrow Airport Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000821_CC_AIRB 7TI96JO3DYEIQWZ7Z726 99529 Heathrow Funding Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000822_CC_AIRB 213800YRHAPNN54BKN78 5863533 GB00B19NKB76 HOME LN EQUITY HOME RETAIL GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000823_CC_AIRB 213800UTXVFRH9XBL453 7939278 Iceland Acquico Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000824_CC_AIRB 213800FGWQXPVI86SE26 5879252 Iglo Foods MidCo Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000825_CC_AIRB 3236483 GB0004544929 IMT LN EQUITY Imperial Tobacco Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000826_CC_AIRB 2138002D68XDR4LZCG32 7084307 Ineos Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000827_CC_AIRB 5134420 IHG LN EQUITY Intercontinental Hotels Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000828_CC_AIRB 549300OGASR5WRKJ8R68 2234775 INTERMEDIATE CAPITAL GROUP PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000829_CC_AIRB GB00B19DVX61 ISYS LN EQUITY Invensys plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000830_CC_AIRB ZLECI7ED2QMWFGYCXZ59 4967001 ITV LN Equity ITV plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000831_CC_AIRB 213800VGZAAJIKJ9Y484 185647 SBRY LN EQUITY J Sainsbury Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000832_CC_AIRB 529900RRNKUM3INJGF98 KvK 34233247 0000 JBH LN EQUITY JAB Holdings B.V. GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000833_CC_AIRB 213800CHWARFAAN7UB85 1709784 JDW LN EQUITY JD Wetherspoon Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000834_CC_AIRB 5493008LNN1X4R79PJ89 SC034970 GB0005790059 JOHN MENZIES PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000835_CC_AIRB 549300PLYY6I10B6S323 SC036219 GB00B5N0P849 WG/ LN Equity JOHN WOOD GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000836_CC_AIRB 2138001AVBSD1HSC6Z10 33774 GB0004764071 JMAT LN EQUITY JOHNSON MATTHEY PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000837_CC_AIRB 213800JFIBCR4LGUA242 SC015382 GB0004769682 JOHNSTON PRESS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000838_CC_AIRB 06467400 KAZ LN EQUITY KAZ MINERALS FINANCE PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000839_CC_AIRB 2138002RKCU2OM4Y7O48 02708030 GB0004915632 KIE LN Equity KIER GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000840_CC_AIRB 213800KBMEV7I92FY281 1664812 KGF LN EQUITY Kingfisher Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000841_CC_AIRB 213800QOWHF5R9VLL274 1429533 LAD LN Equity Ladbrokes plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000842_CC_AIRB 213800JH9QQWHLO99821 1417162 LGEN LN Equity Legal & General Group PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000843_CC_AIRB 549300BSGXG3QLIQYT84 8379990 Liberty Global plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000844_CC_AIRB 213800JDI3GTKPG4XI38 3929195 London Power Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000845_CC_AIRB 213800QAUUUP6I445N30 05369106 GB00B0SWJX34 LSE LN Equity LONDON STOCK EXCHANGE GROUP PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000846_CC_AIRB 213800JP7STUK5WKRE92 1000608 MMC LN Equity MANAGEMENT CONSULTING GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000847_CC_AIRB 213800IU37OVVT5ZXP41 8338561 Manchester Airport Group Funding PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000848_CC_AIRB 213800CN1RI3UCIZWB95 214436 MKS LN EQUITY Marks & Spencer Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000849_CC_AIRB 213800HQB746UJ9UWM15 5135049 MARS LN Equity Marston's Issuer PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000850_CC_AIRB 213800Q6RP3ZJ2CZR962 31461 Marston's PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000851_CC_AIRB 549300QSUNKAEBMYIR16 2798634 McBride plc GB Large corporate sample non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000852_CC_AIRB YMFO3TKB4UAWQTDZJJ31 432989 MGGT LN Equity Meggitt Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000853_CC_AIRB 213800E7QA1U8BF34219 4778667 MAB LN Equity Mitchells & Butlers Finance Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000854_CC_AIRB 213800LOZA69QFDC9N34 6209386 GB00B1CRLC47 MNDI LN EQUITY Mondi Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000855_CC_AIRB 4PQUHN3JPFGFNF3BB653 2068222 Morgan Stanley & Co. International plc GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000856_CC_AIRB 213800A8IQEMY8PA5X34 2590560 NEX LN Equity National Express Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000857_CC_AIRB 8R95QZMKZLJX5Q2XR704 4031152 NGG LN EQUITY National Grid Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000858_CC_AIRB 213800H88F5EE4B1D697 5090412 Network Rail Infrastructure Finance PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000859_CC_AIRB 213800UGAULQ1FVD4B35 1618428 NEW LOOK RETAILERS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000860_CC_AIRB 213800WQD8ECPZP9PH98 4412362 NXT LN EQUITY Next Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000861_CC_AIRB 549300JIM3ERGZFGGL27 6428375 North West Electricity Networks Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000862_CC_AIRB 635400GPHRFKZQIBUK45 NI026892 Northern Ireland Electricity Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000863_CC_AIRB 213800B3ZUTDOZYVJB41 53171 NTG LN EQUITY Northgate Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000864_CC_AIRB 213800PWPM9HZIEEO670 2366703 Northumbrian Water Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000865_CC_AIRB 213800WWVCAPAMOZ1M98 5584873 NSG UK Enterprises Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000866_CC_AIRB 2158036Z LN EQUITY Omnicom Financial Services Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000867_CC_AIRB 213800G8P2ULTOP62Q95 5915896 Osprey Acquisitions Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000868_CC_AIRB 213800J364EZD6UCE231 00775598 GB0006650450 OXIG LN Equity OXFORD INSTRUMENTS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000869_CC_AIRB 213800NL5NLBY6YIBI88 2019023 6752 JT Equity Panasonic Finance (Europe) plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000870_CC_AIRB 2138004JBXWWJKIURC57 53723 PSON LN EQUITY Pearson Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000871_CC_AIRB 2304195 PDG LN EQUITY Pendragon Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000872_CC_AIRB 213800V1CCTS41GWH423 02366640 GB00B18V8630 PENNON GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000873_CC_AIRB 1818486 PSN LN EQUITY Persimmon Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000874_CC_AIRB 549300OPFWKTD6BUFP71 4267536 PPL UN Equity PPL UK DISTRIBUTION HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000875_CC_AIRB 213800U93SZC44VXN635 00668987 GB00B1Z4ST84 PFG LN Equity PROVIDENT FINANCIAL PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000876_CC_AIRB XB3CXKKKED7OMV80FY35 00019457 GB00B19Z1432 PZC LN Equity PZ CUSSONS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000877_CC_AIRB 213800791EF5XP7WW494 2641728 QBE AT Equity QBE European Operations PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000878_CC_AIRB 213800NRSZ1N2Y6LEX44 5777981 R&R Ice Cream plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000879_CC_AIRB 5493003JFSMOJG48V108 6270876 RB/ LN Equity Reckitt Benckiser Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000880_CC_AIRB 549300WSX3VBUFFJOO66 2746616 Relx Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000881_CC_AIRB 549300VN4WV7Z6T14K68 5393279 RTO LN EQUITY Rentokil Initial Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000882_CC_AIRB 549300JJKH86IWQ78005 191285 REX LN EQUITY Rexam Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000883_CC_AIRB 2138009113L7IDGEM175 358901 RIO LN Equity Rio Tinto Finance plc GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000884_CC_AIRB X57JK1U580XATGR67572 1003142 RR/ LN EQUITY Rolls-Royce Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000885_CC_AIRB 213800ANK59AYB612F23 93792 RSA LN Equity Royal & Sun Alliance Insurance PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000886_CC_AIRB 213800JQB9FWF5SD6F42 4138203 ROYAL MAIL GROUP LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000887_CC_AIRB 2578443 RPC LN EQUITY RPC Group GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000888_CC_AIRB 549300HOGQ7E0TY86138 2339826 RSA LN Equity RSA Insurance Group PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000889_CC_AIRB Y4DQT2X5DDRE70QFR206 3528416 SAB LN EQUITY SABMiller Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000890_CC_AIRB 549300Y7M5CC1U5DBX07 SC264065 Scotland Gas Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000891_CC_AIRB 549300KI75VYLLMSK856 SC117119 SSE LN EQUITY SSE Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000892_CC_AIRB 213800X1T29YFAYMPC26 SC144517 AGN NA Equity Scottish Equitable PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000893_CC_AIRB 21380085VKJ5NICZBA52 SC193794 IBE SQ Equity Scottish Power Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000894_CC_AIRB 549300WPVG0TZSPBYR76 SC199549 LLOY LN Equity Scottish Widows PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000895_CC_AIRB 213800XC35KGM9NFC641 167591 SEGRO PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000896_CC_AIRB 549300PT2CIHYN5GWJ21 02048608 GB0007973794 SERCO GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000897_CC_AIRB 213800RPBXRETY4A4C59 2366619 SVT LN EQUITY Severn Trent Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000898_CC_AIRB 213800CNEIDZBL17KU22 SC077438 SKS LN EQUITY Shanks Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000899_CC_AIRB 213800VDC1BKJEZ8PV53 00998314 GB0008025412 SHI LN Equity SIG PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000900_CC_AIRB 213800ZTMDN8S67S1H61 00324357 GB0009223206 SN/ LN Equity SMITH & NEPHEW PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000901_CC_AIRB 213800MJL6IPZS3ASA11 137013 SMIN LN EQUITY Smiths Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000902_CC_AIRB AJOW550HA7E8YNKF5D89 4120046 6758 JT Equity Sony Global Treasury Services PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000903_CC_AIRB 213800H7NWVLCWAVKA15 3043097 South Eastern Power Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000904_CC_AIRB 213800YQRUOQE9HPX193 4295398 South Staffordshire PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000905_CC_AIRB 213800FR2VAOKRYRHX45 2366665 South West Water Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000906_CC_AIRB 549300SR1GYYNBZQGX56 4094290 SSE LN Equity Southern Electric Power Distribution PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000907_CC_AIRB 549300SPX8573VZ2SK79 5167021 Southern Gas Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000908_CC_AIRB 213800NCZLJFDE8Y8D88 7581353 Southern Water (Greensands) Financing plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000909_CC_AIRB 213800Z4CO2CZO3M3T10 02025003 GB0003308607 SXS LN Equity SPECTRIS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000910_CC_AIRB 4L663LRNTBQ008OK2N07 SC100764 SGC LN Equity Stagecoach Group plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000911_CC_AIRB 0TMBS544NMO7GLCE7H90 SC286832 SL/ LN Equity Standard Life PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000912_CC_AIRB 549300GUNF6FFGH4LN53 9743802 532183Z LN Equity Stemcor Holdings Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000913_CC_AIRB 213800QHYTM5QRFSEM66 3355631 SYR LN EQUITY Synergy Health Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000914_CC_AIRB 213800WF53FVDRRHRF44 7105891 TALK LN Equity TalkTalk Telecom Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000915_CC_AIRB 213800TR86P337IE8605 2280000 0469505D LN Equity Tata Steel UK Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000916_CC_AIRB 2138008K14474WPKZ244 76535 TATE LN EQUITY Tate & Lyle Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000917_CC_AIRB 21380089BTRXTD8S3R66 296805 TW/ LN EQUITY Taylor Wimpey Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000918_CC_AIRB 2138002P5RNKC5W2JZ46 445790 GB0008847096 TSCO LN EQUITY TESCO PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000919_CC_AIRB 213800JKM5UQHFJOTZ25 2366661 Thames Water Utilities Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000920_CC_AIRB 2138009TF1SYOMQLBJ60 02100855 GB0003753778 THE GO-AHEAD GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000921_CC_AIRB 213800VZ4671W3DVB860 6575598 TCG LN Equity Thomas Cook Group Treasury limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000922_CC_AIRB 2138003BOFNAAO14YV58 2553288 8766 JT Equity Tokio Millennium Re (UK) Limited GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000923_CC_AIRB 2138001I27OUBAF22K83 824821 TPK LN Equity Travis Perkins Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000924_CC_AIRB 213800B6YQZAE8LHAW84 6072876 GB00B1Z7RQ77 TT/ LN EQUITY TUI TRAVEL Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000925_CC_AIRB 2138003EYHWO75RKS857 3919249 GB0001500809 TLW LN EQUITY TULLOW OIL PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000926_CC_AIRB 549300MKFYEKVRWML317 41424 ULVR LN Equity Unilever PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000927_CC_AIRB 213800Y1TEVS8REY1M35 5957557 United Biscuits Holdco Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000928_CC_AIRB 2138008EZCXK4ANQHF89 3207231 United Business Media holdings Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000929_CC_AIRB 213800KYT12UFB2VE455 2366616 UU/ LN Equity United Utilities PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000930_CC_AIRB XCJQ23OWIJNLHN7RQC93 1022786 271652Z LN Equity Urenco Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000931_CC_AIRB 213800F3BD6N3G6XHU16 251977 CKSN LN Equity VESUVIUS HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000932_CC_AIRB 213800TB53ELEUKM7Q61 1833679 VOD LN EQUITY Vodafone Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000933_CC_AIRB 549300UPYDURLSSFVL38 9223384 Western Power Distribution Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000934_CC_AIRB 2138006LIAYQKUCYBB20 29423 WTB LN Equity Whitbread Group PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000935_CC_AIRB 4212563 WMH LN EQUITY William Hill Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000936_CC_AIRB 213800Z5WTW8QKOHWQ82 04178808 GB0030329360 WINCANTON PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000937_CC_AIRB 213800IN6LSRGTZSOS29 358949 MRW LN Equity Wm Morrison Supermarkets Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000938_CC_AIRB 549300HTNGX0DU8W1F65 5537577 WPP LN Equity WPP 2008 Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000939_CC_AIRB 635400LNUHA2LDXXV850 GCC ID Equity C&C Group PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000940_CC_AIRB 8NUHUXWN9LG4XBGJ7O17 241565 CAT SE Equity Caterpillar International Finance Limited IE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000941_CC_AIRB 635400CHHI1XZLVQH675 Coillte Teoranta IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000942_CC_AIRB 549300MIDJNNTH068E74 IE0001827041 CRH ID EQUITY CRH Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000943_CC_AIRB 213800UPS1QEE4TD3T45 DCC LN Equity DCC IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000944_CC_AIRB 635400HRFGVKXFHZ8O77 9401 Dublin Airport Authority PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000945_CC_AIRB 635400UFHDIQCDZ6JK11 IE0003094731 1014Z ID EQUITY Electricity Supply Board Ltd [ESB] IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000946_CC_AIRB 635400VCPRSU89DLMZ57 480184 XS0856023493 ESB Finance Limited IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000947_CC_AIRB 635400RKRK5EGXSPC782 EXPN LN EQUITY Experian Finance Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000948_CC_AIRB 635400YN51CDCGBYFZ31 Fyffes plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000949_CC_AIRB 5493008VFFOIPWCZJK45 IE0000669501 GLB ID EQUITY Glanbia Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000950_CC_AIRB 635400BE9SBAG61DJ963 GFTU LN Equity Grafton Group PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000951_CC_AIRB 6354007LIXWZ5WPPT308 519799 GRF SQ Equity Grifols World Wide Operations Ltd. IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000952_CC_AIRB 9XTI53MZJ013RO12SX05 2936 IE00B59HWB19 INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000953_CC_AIRB IE0004906560 KYG ID EQUITY Kerry Group Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000954_CC_AIRB 635400HM7V74SUB9OG75 Kingspan Group plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000955_CC_AIRB 635400JJOWHIYAJER733 MUSGRAVE GROUP PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000956_CC_AIRB 635400EG4YIJLJMZJ782 IE0002588105 PWL ID Equity PADDY POWER PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000957_CC_AIRB 635400WKFIPCHCKVW376 104547 RYA ID Equity Ryanair Holdings PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000958_CC_AIRB 396PBGKP6TE3O062MS44 STX UW Equity Seagate Technology plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000959_CC_AIRB 635400CPLP8H5ITDVT56 IE00B1RR8406 SKG ID EQUITY SMURFIT KAPPA GROUP PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000960_CC_AIRB 549300INUT2G0ST5K268 327184 TEX UN Equity Terex International Financial Services Co. IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000961_CC_AIRB 635400K7UEIKHMNKLJ02 Total Produce plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000962_CC_AIRB 482042 XL Group PLC IE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000963_CC_AIRB VZVOSGGS8JITR4J7J704 Amtek Auto Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000964_CC_AIRB 8GRDBX1TJ0PU5NCSHT72 MH008931 BPCL IS Equity Bharat Petroleum Corporation Limited IN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000965_CC_AIRB BHARTI IN Equity Bharti Airtel Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000966_CC_AIRB IOCL IN Equity INDIAN OIL CORPN LIMITED IN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000967_CC_AIRB FMVY1IZCSYXSAFRDIT05 LT IN Equity Larsen & Toubro Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000968_CC_AIRB RCOM IN Equity Reliance Communications Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000969_CC_AIRB 5493003UOETFYRONLG31 RIL IN EQUITY Reliance Industries Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000970_CC_AIRB 1GZWF073IJTD6XPRUU65 Wipro GE Healthcare Private Limited IN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000971_CC_AIRB 213800Z3CFZOLXPJWN61 Landsvirkjun IS Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000972_CC_AIRB 81560076E3944316DB24 3812211 493995 A2A IM EQUITY A2A S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000973_CC_AIRB 8156000962B2EB41FE28 5988397 1497770 4525791Z IM EQUITY ACCIAIERIA ARVEDI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000974_CC_AIRB 8156004FCECE0879E118 15161747 191346 7570364Z IM EQUITY ACCIAIERIE VALBRUNA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000975_CC_AIRB 549300Q3448N041CTH56 11341891 882486 XS0495012428 ACE IM Equity Acea SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000976_CC_AIRB 8156008183686996C911 25090618 3567090232 ACQUE VERONESI S.C.A R.L. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000977_CC_AIRB 8156007259ABDEA3F444 15214381 971268 Aeroporti di Roma S.p.A IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000978_CC_AIRB 549300H2RFDYI3YP5R63 13960200 263011 337973Z NA EQUITY AGUSTAWESTLAND S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000979_CC_AIRB 529900EKXEGSRCGAAC89 14856155 2791070044 4519735Z ALSTOM FERROVIARIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000980_CC_AIRB ZYXJDNVM2JI3VBM8G556 AMP IM EQUITY Amplifon SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000981_CC_AIRB 815600B611746717CC98 50098Z IM Equity Ansaldo Energia SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000982_CC_AIRB 549300FZRH46R7DWAX12 1248024 557390 4472623Z IM EQUITY ANSALDOBREDA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000983_CC_AIRB 815600049A1F9AFE6666 4140157 1192794 MN IM EQUITY ARNOLDO MONDADORI EDITORE SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000984_CC_AIRB 8156000BEB8FC062F442 1020333 120591 2168Z IM EQUITY ARTSANA — SOCIETA' PER AZIONI IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000985_CC_AIRB 549300X5UKJVE386ZB61 6914312 6204 XS1014759648 ASG GY Equity Assicurazioni Generali SpA IT Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000986_CC_AIRB 81560001F41A81948348 AST IM EQUITY Astaldi SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000987_CC_AIRB 8156008DEC771409C487 18631331 1023691 AU9 GF Equity Atlantia S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000988_CC_AIRB 5299003D9N2698I3C257 1367700 188902 AGL IM EQUITY AUTOGRILL S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000989_CC_AIRB 815600149448CEB9B230 19402720 1037417 3653719Z IM EQUITY AUTOSTRADE PER L' ITALIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000990_CC_AIRB 26926563 1057205 3889748Z IM EQUITY AVIO S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000991_CC_AIRB 529900RRESEDV68K0S54 28770346 235460 BLLA IM EQUITY BARILLA INIZIATIVE S.R.L. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000992_CC_AIRB 815600BFEB936DC6ED24 BEN IM EQUITY Benetton Group SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000993_CC_AIRB 8156004C04255952AB77 1076562 821225 BNS IM EQUITY BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA IT Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000994_CC_AIRB 5299003DX5YLKSVJ6K59 2930031 134288 BZU IM Equity Buzzi Unicem SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000995_CC_AIRB 8156006BEAA911EC0A47 1019726 587878 CANDY SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000996_CC_AIRB 8156008B101B97A43B02 1053555 160498 CEM IM EQUITY CEMENTIR HOLDING S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000997_CC_AIRB 815600F3213951394367 40014779 2001719 Cerved Group S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000998_CC_AIRB 4544552 8114020152 CLASS EDITORI SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000999_CC_AIRB 8156009034C1A5108284 15716081 61357 Compagnia Valdostana delle Acque Spa (CVA Spa) IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001000_CC_AIRB 815600DBF6DC4BC94832 1061039 260769 0310548D IM EQUITY CONSERVE ITALIA — CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE — SOCIETA' COOPERA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001001_CC_AIRB 8327877 819280157 COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001002_CC_AIRB 815600A5C1DD6C3A8455 1093853 154950364 CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001003_CC_AIRB 81560039BF5C1D8E5A15 2836130 60793 3898658Z IM EQUITY DALMARE SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001004_CC_AIRB 5493005TWX96RDJ9I655 De Agostini Invest SA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001005_CC_AIRB 529900WS2E20BA5J4L49 16183303 1698754 EDNR IM EQUITY EDISON S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001006_CC_AIRB WOCMU6HCI0OJWNPRZS33 ENEL IM EQUITY Enel SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001007_CC_AIRB BUCRF72VH5RBN7X3VL35 IT0003132476 ENI IM EQUITY ENI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001008_CC_AIRB 81560081EE079FBED395 19377159 3544950961 ENOVA S.R.L. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001009_CC_AIRB 549300JJBVOOKOBCTX09 2153515 354265 ERG IM EQUITY ERG S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001010_CC_AIRB 549300AZQ4Z5UGY0Q555 1002458 91712 EXO IM EQUITY EXOR S.P.A. IT Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001011_CC_AIRB 8156004CE82074779D19 13870596 1664630223 FEDRIGONI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001012_CC_AIRB 549300J4SXC5ALCJM731 1448Z IM Equity Ferrovie dello Stato SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001013_CC_AIRB 5493004C1SL445NFDR90 F IM EQUITY Fiat SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001014_CC_AIRB 8156001B8AD051794959 FINAVAL S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001015_CC_AIRB 529900X4EEX1U9LN3U39 1053767 7031 FNC IM EQUITY FINMECCANICA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001016_CC_AIRB 815600C3CCA800EF5D96 1134215 FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001017_CC_AIRB 815600E12249DD563C29 26650695 1143814 Gamenet S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001018_CC_AIRB 81560098DBDD66154985 GRANDI NAVI VELOCI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001019_CC_AIRB 8156001250E819E30127 GCN IM EQUITY Gruppo Coin SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001020_CC_AIRB 8156001294017C870346 11027526 10022100159 GRUPPO FINELCO SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001021_CC_AIRB 8156005113BD16699393 24907200 RM1117269 LTO IX Equity GTECH S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001022_CC_AIRB 15541251 1638878 4004268Z IM EQUITY H3G S.P.A IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001023_CC_AIRB 8156009414FD99443B48 3201267 363550 HER IM EQUITY HERA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001024_CC_AIRB 815600D86992FDA7B908 1035363 149288 IMA IM EQUITY I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001025_CC_AIRB 815600A7D7C7A85F8B51 2733792 1168660262 I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001026_CC_AIRB 81560033824BE53C7D28 3585262 1303501215 IMAP EXPORT S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001027_CC_AIRB 549300KTGKED5E25JR59 IND IM EQUITY Indesit Co SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001028_CC_AIRB 213800M4YYCP6E8YUX94 2714789 2589327 IPLOM S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001029_CC_AIRB 8156001EBD33FD474E60 10431674 281364 IRE IM EQUITY IREN S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001030_CC_AIRB 8156009D23D0FDC70C93 1007005 50 ITM IM Equity Italcementi S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001031_CC_AIRB 815600236A6B5AE5B406 26754254 167186 Linea Group Holding S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001032_CC_AIRB 549300I1NMOBS4B1LT88 IT0001479374 LUX IM EQUITY LUXOTTICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001033_CC_AIRB 7003703 481230266 MANGIAROTTI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001034_CC_AIRB 815600292DA01BE68971 3755075 152396 3184788Z IM EQUITY MARCEGAGLIA — S.P.A IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001035_CC_AIRB 815600C8D55034EB5379 3779273 64334 Marcolin SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001036_CC_AIRB 213800DIFN7NR7B97A50 552637 1264109 MS IM EQUITY Mediaset S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001037_CC_AIRB PSNL19R2RXX5U3QWHI44 1012492 343508 MB IM Equity MEDIOBANCA SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001038_CC_AIRB 815600325D15DD92A023 4376875 4846130633 MOBY S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001039_CC_AIRB 1653085 110858 3893422Z IM EQUITY MONIER S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001040_CC_AIRB 8156003A100E8AB89697 6794759 1865640369 PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001041_CC_AIRB 8156001B96890989C002 23641842 5411110827 PB TANKERS S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001042_CC_AIRB 5493006293RJBDQWJL92 5944540 169833 PMS IM EQUITY PERMASTEELISA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001043_CC_AIRB 8156000256C2431C2E92 4495509 134077 PIA IM Equity Piaggio & C. S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001044_CC_AIRB 815600A0C9AFC1F2A709 PC IM Equity Pirelli & Co SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001045_CC_AIRB 815600EDDBB07C9BDB90 15591777 2246400218 PODINI HOLDING S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001046_CC_AIRB 815600354DEDBD0BA991 3465665 842633 POST IM EQUITY POSTE ITALIANE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001047_CC_AIRB 8156000FE0A2DC5B7852 16232311 1343952 PRP GR EQUITY PRADA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001048_CC_AIRB 213800VHJ22UE2BRRZ48 3830970 706270410 PROFILGLASS S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001049_CC_AIRB 23687310 1777895 PRY IM EQUITY PRYSMIAN S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001050_CC_AIRB 815600B9FC8D18A5D034 1058024 291350635 RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001051_CC_AIRB 81560086FA79BEDD6B94 13270817 RHIAG — INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001052_CC_AIRB 5012487 8850400154 SACAL — SOCIETA' ALLUMINIO CARISIO — S.P IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001053_CC_AIRB 815600AF08EE2EC2DE92 1035262 8924 226907Z IM EQUITY SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001054_CC_AIRB 815600FC906D230A1420 16077541 86111 SFL IM Equity Safilo SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001055_CC_AIRB 549300PHV8MBDHWB8X12 1086637 788744 SPM IM EQUITY SAIPEM S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001056_CC_AIRB 549300UKR289DF4UXQ47 1013056 525502 SAL SALINI IMPREGILO S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001057_CC_AIRB 6524595 3957900487 SAMMONTANA — S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001058_CC_AIRB 8156006755200B82EB33 1246827 836320150 SAN CARLO GRUPPO ALIMENTARE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001059_CC_AIRB 5299005KJSU2AQUJUH84 1066932 49540 SRS IM EQUITY SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. — RAFFINERIE SARDE IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001060_CC_AIRB 815600D2FC31AF713B07 1012950 166476 SNAI SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001061_CC_AIRB 8156002278562044AF79 16067629 1633443 SRG IM Equity SNAM SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001062_CC_AIRB EOJCGSUI4NX234BL7V57 14234253 1594238 2091Z IM EQUITY SORGENIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001063_CC_AIRB 815600141CFE5F4C4325 19113128 1016401 4473035Z IM EQUITY STRADA DEI PARCHI SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001064_CC_AIRB 815600C3438977CBBE37 1038951 68670397 TAMPIERI FINANCIAL GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001065_CC_AIRB 81560029415DF1381583 1030384 195810262 TECNICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001066_CC_AIRB 815600AC5599D16D9A40 3335773 574643 MT IM EQUITY TECNIMONT S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001067_CC_AIRB 549300W384M3RI3VXU42 IT0003497168 TIT IM EQUITY TELECOM ITALIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001068_CC_AIRB 815600CD7323A82E5092 28935694 1763778 2847328Z IM EQUITY TENOVA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001069_CC_AIRB 1037712 182850362 TERMOSANITARI CORRADINI — S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001070_CC_AIRB 8156009E94ED54DE7C31 TRN IM Equity Terna Rete Elettrica Nazionale SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001071_CC_AIRB 549300IN56S27SDGEI85 18659000 1019536 80698Z IM EQUITY TIRRENO POWER S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001072_CC_AIRB 8156003E86EBA167A868 0946688D IM EQUITY TotalErg SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001073_CC_AIRB 815600FE9E92D9D6C309 3554534 201271 TFI IM EQUITY TREVI — FINANZIARIA INDUSTRIALE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001074_CC_AIRB 4212473Z IM EQUITY UNIECO SOCIETA' COOPERATIVA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001075_CC_AIRB 815600B8027C92F0DA07 4257672 1189360066 VIBAC S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001076_CC_AIRB 549300YSFQKM1C0X4E45 11321265 884361 WIND IM EQUITY WIND TELECOMUNICAZIONI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001077_CC_AIRB 549300DHPOF90OYYD780 5108 JT Equity Bridgestone Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001078_CC_AIRB 549300IZYK3206QECG76 CAT SE Equity Caterpillar Finance Corporation JP Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001079_CC_AIRB 549300MIFE1VEW02GY83 JP3298600002 COSMO OIL COMPANY LTD JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001080_CC_AIRB 549300T6IPOCDWLKC615 6501 JT Equity Hitachi, Ltd. JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001081_CC_AIRB J48DJYXDTLHM30UMYI18 8001 JT Equity Itochu Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001082_CC_AIRB 5493004LQ0B4T7QPQV17 6301 JT Equity Komatsu Ltd. JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001083_CC_AIRB 4P4N3ORD02UGQT1T1W12 0100-01-008776 8002 JT Equity Marubeni Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001084_CC_AIRB KVIPTY4PULAPGC1VVD26 8058 JP EQUITY Mitsubishi Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001085_CC_AIRB 5493008VBQD43X8QCS14 Mitsui Life Insurance Company Limited JP Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001086_CC_AIRB 5493000QYMPFRTEY4K28 6701 JT Equity NEC Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001087_CC_AIRB 7201 JP EQUITY Nissan Motor Co Ltd JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001088_CC_AIRB 5493003BZYYYCDIO0R13 9984 JT Equity SOFTBANK CORP. JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001089_CC_AIRB 5493004SE33MRLPB1W98 2768 JP EQUITY Sojitz Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001090_CC_AIRB 6758 JP EQUITY Sony Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001091_CC_AIRB V82KK8NH1P0JS71FJC05 8053 JP EQUITY Sumitomo Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001092_CC_AIRB 54930074QUY8RD0UZM08 Suntory Holdings Limited JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001093_CC_AIRB 549300ZLMVP4X0OGR454 4502 JT Equity Takeda Pharmaceutical Company Limited JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001094_CC_AIRB 549300LBHTST91VKHO68 6502 JT Equity Toshiba Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001095_CC_AIRB 5493006W3QUS5LMH6R84 TOM GY Equity Toyota Motor Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001096_CC_AIRB 004020 KS Equity Hyundai Steel Co KR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001097_CC_AIRB 000270 KS Equity Kia Motors Corp KR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001098_CC_AIRB 549300MGHLPT1EFHGF84 2007 HK Equity Country Garden Holdings Company Limited KY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001099_CC_AIRB 549300IHVJRWVT07S523 3333 HK Equity Evergrande Real Estate Group Limited KY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001100_CC_AIRB 5493003DTPH8AMMK4P51 NE UN Equity Noble Corporation KY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001101_CC_AIRB 549300FNENFFSMO3GT38 XS0835890350 XPBR SQ Equity Petrobras Global Finance B.V. KY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001102_CC_AIRB 213800S7DNJQX6LHTQ21 133818917 AB “Kauno grūdai” LT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001103_CC_AIRB LU1014539529 ALTICE LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001104_CC_AIRB 5493003BU7PAH5RRM092 APAM NA EQUITY Aperam SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001105_CC_AIRB 2EULGUTUI56JI9SAL165 MT LX EQUITY ArcelorMittal SA [AM] LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001106_CC_AIRB 549300GJ79DYFBBF5T83 0307096D LX EQUITY Brandbrew S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001107_CC_AIRB 5493007GVB1I2FDSS786 B0155849 CNHI UN Equity CNH Industrial Finance Europe S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001108_CC_AIRB 549300938QUWMPITJ642 COV US EQUITY Covidien International Finance SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001109_CC_AIRB 5299001R2HL1TAFZ8Z20 ENOVOS INTERNATIONAL SA (FORMER SOTEG) LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001110_CC_AIRB 350807947 FR0000038259 ERF FP EQUITY EUROFINS SCIENTIFIC SE LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001111_CC_AIRB 213800568PRHV2JR9650 XS0357281558 GSPBEX RR Equity Gaz Capital S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001112_CC_AIRB 213800WHKNIC1JQQG433 8GC GS Equity Glencore Finance (Europe) S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001113_CC_AIRB 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001114_CC_AIRB 549300MBM5B61VCW5A23 International Automotive Components Group, S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001115_CC_AIRB RUOKPID0PZ0UWJYU9J61 DE UN Equity John Deere Bank S.A. LU Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001116_CC_AIRB 529900XUC6PXMN6ABU42 TGH GY Equity Logwin AG LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001117_CC_AIRB 549300CTHC1CP86P2G96 MIICF PQ Equity Millicom International Cellular S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001118_CC_AIRB 0755015D LX EQUITY NH FINANCE SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001119_CC_AIRB 213800IUIRBFRNCYVR24 3900394Z LX Equity Nizi International SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001120_CC_AIRB 549300VEJMMZCY6OBU06 PDSA NS Equity Pacific Drilling S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001121_CC_AIRB 529900UUYBCBB7HMVI56 Phoenix PIB Dutch Finance B.V. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001122_CC_AIRB 549300OZSHE4H5BFQA66 QUILVEST SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001123_CC_AIRB 5493000C8J3C3SZYS040 RTL BB Equity RTL Group S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001124_CC_AIRB 5493008JPA4HYMH1HX51 SESG FP EQUITY SES SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001125_CC_AIRB 549300CJ7LW6QSGIL444 Swiss Re Europe S.A. LU Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001126_CC_AIRB 529900BSBZ853DKUP675 TRAXYS SARL LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001127_CC_AIRB 549300RIG2CXWN6IV731 CEMEX S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001128_CC_AIRB 5493008KEVFYPMGTXO33 KOFL MM Equity Coca-Cola FEMSA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001129_CC_AIRB 5493000XJLJ6C4T0PG82 GRUMAB MM Equity GRUMA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001130_CC_AIRB 5493000RIXURZEBFEV60 BIMBOA MM Equity Grupo Bimbo, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001131_CC_AIRB 549300QOAB2GJSFM0381 1234Z MM Equity Grupo Petrotemex SA de CV MX Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001132_CC_AIRB 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS MX Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001133_CC_AIRB 549300FW3RGHPHT21D10 ALFAA MM Equity Sigma Alimentos, S.A. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001134_CC_AIRB 5493000MY3DAIB0BP706 TNE940608HS5 USP9084BAD03 ALFAA MM Equity Tenedora Nemak, S.A. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001135_CC_AIRB 549300EMP9DT6Q35HZ31 NL0000852564 AALBERTS INDUSTR NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001136_CC_AIRB 549300J93WR5DPG0P466 KVK 33232124 ABB SS Equity ABB Capital B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001137_CC_AIRB 5493007WHKI5H75YJ358 KVK 34215458 ABE SQ Equity Abertis Infraestructuras Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001138_CC_AIRB 7245007QUMI1FHIQV531 KVK 33235189 Achmea B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001139_CC_AIRB 724500HIKX3QVUQF9G08 KVK 28080300 Achmea Zorgverzekeringen N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001140_CC_AIRB O4QK7KMMK83ITNTHUG69 KVK 27076669 NL0000303709 AGN NA Equity AEGON N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001141_CC_AIRB NL0010672325 AHOLD KON NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001142_CC_AIRB 724500XYIJUGXAA5QD70 KVK 09007809 NL0000009132 AKZA NA EQUITY Akzo Nobel NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001143_CC_AIRB 724500XBZ9QOPTI11U82 KVK 34108286 Alliander N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001144_CC_AIRB 549300KYQ7B0H0K66406 KVK 33055009 AML LN Equity Amlin Europe N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001145_CC_AIRB 724500MCUU6QOFRFEA53 KVK 33256360 0000 792658Z PL EQUITY AMORIM ENERGIA, BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001146_CC_AIRB 7245000UZH70GO047N03 NL0006237562 ARCADIS NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001147_CC_AIRB 7245001I22ND6ZFHX623 KVK 30037466 NL0000334118 ASM NA Equity ASM International N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001148_CC_AIRB 724500Y6DUVHQD6OXN27 KVK 17085815 NL0006034001 ASML NA EQUITY ASML HOLDING N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001149_CC_AIRB 7245004JOPUJ0OOWTU73 KVK 30031823 ASR Schadeverzekering N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001150_CC_AIRB 724500XFMNHF1GFPYJ05 KVK 08125298 3324558Z NA Equity BDR Thermea Group BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001151_CC_AIRB 5299006ZHG3IXU0PNJ56 KvK 27106340 0000 1136Z NA EQUITY BMW Finance N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001152_CC_AIRB NL0000852580 BOSKALIS WESTMIN NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001153_CC_AIRB NL0010776944 BRUNEL INTERNAT NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001154_CC_AIRB 529900AOH3NBA8PZFG65 KvK 32097651 0000 0533866D NA EQUITY Celesio Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001155_CC_AIRB 549300WGC2HZ5J67V817 CNHI IM Equity CNH Industrial NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001156_CC_AIRB 549300BXVNOCYQ83FU09 KVK 34154633 KO UN Equity Coca-Cola HBC Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001157_CC_AIRB NL0000200384 CORE LABORATORIES NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001158_CC_AIRB 549300UNTCLR21YKLL62 KVK 30073501 NL0000288967 Corio N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001159_CC_AIRB NL0009294552 DELTA LLOYD NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001160_CC_AIRB 724500S75737K2SFDA03 KVK 22031457 Delta N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001161_CC_AIRB 213800N8X49KJRTNDM49 KVK 3419663 DGE FP Equity Diageo Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001162_CC_AIRB 529900M7QSB704RUUT95 KVK 34182495 AIR FP Equity Eads Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001163_CC_AIRB 724500KRQECMCRGM1971 KVK 14026250 EBN B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001164_CC_AIRB 5299007L43AQDFOW5739 KvK 34121496 0000 1403Z NA EQUITY EDP FINANCE BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001165_CC_AIRB 724500R5IP6TFKTNRU48 KvK 24306393 2091Z NA Equity Eneco Holding NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001166_CC_AIRB 549300XW2F91G4T4WC42 KVK 34149162 ENL GY Equity ENEL Investment Holding B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001167_CC_AIRB 529900011V8VJ3BUKR64 KVK 17115973 RWE GF Equity Essent N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001168_CC_AIRB NL0000288876 EUROCOMMERCIAL NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001169_CC_AIRB NL0000352565 FUGRO NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001170_CC_AIRB 2138005FTXOJUBQ5J563 KVK 24243533 GAS SQ Equity Gas Natural Fenosa Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001171_CC_AIRB 724500EJ2TDPAITRSJ55 KVK 02089290 GasTerra B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001172_CC_AIRB NL0000400653 GEMALTO NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001173_CC_AIRB 549300L10EVYURBFIH66 KVK 55293980 Global Blue Acquisition B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001174_CC_AIRB 529900SNLFF5M6HJ1T36 KvK 33286563 0000 1004Z NA EQUITY Haniel Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001175_CC_AIRB 724500K5PTPSST86UQ23 KVK 33011433 NL0000009165 HEIA NA Equity Heineken NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001176_CC_AIRB 7245008C9KMJL9P2UI77 KVK 34323653 Hyva Global B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001177_CC_AIRB 724500CR19MQGFWFBZ64 KvK 34217578 0000 0308206D NA EQUITY ICL Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001178_CC_AIRB TLLG0UTU6ZHOG003X735 Imperial Mobility Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001179_CC_AIRB 54930050LBZUR4138I72 KVK 27120438 ING Re (Netherlands) N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001180_CC_AIRB KVK 24311905 2872423Z NA Equity InterGen NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001181_CC_AIRB 724500C9GNBV20UYRX36 KVK 35000363 NL0010672325 AH NA Equity Koninklijke Ahold NV [Royal Ahold NV] NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001182_CC_AIRB 724500V38C5KTDY5BS93 KVK 30058019 NL0000337319 BAMNB NA Equity Koninklijke BAM NBM NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001183_CC_AIRB 724500SNT1MK246AHP04 KVK 14022069 NL0000009827 DSM NA EQUITY Koninklijke DSM N.V NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001184_CC_AIRB 549300YO0JZHAL7FVP81 KVK 02045200 NL0000009082 KPN NA Equity Koninklijke KPN NV [Royal KPN NV] NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001185_CC_AIRB H1FJE8H61JGM1JSGM897 KVK 17001910 NL0000009538 PHIA NA Equity Koninklijke Philips Electronics N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001186_CC_AIRB 724500HZ4BN317I12G68 KVK 06016321 KTC NA Equity Koninklijke Ten Cate NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001187_CC_AIRB 724500UL634GFV1KYF10 KVK 24295332 NL0009432491 VPK NA Equity Koninklijke Vopak NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001188_CC_AIRB 529900WQGOTJDYG9NP76 KVK 09151956 LXS GF Equity Lanxess Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001189_CC_AIRB 5H8RMHHYTWIP1RKLCE38 KvK 34115238 0000 2177Z NA EQUITY Linde Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001190_CC_AIRB 549300J6QSW38QNOJK61 KVK 57924562 LYB International Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001191_CC_AIRB BN6WCCZ8OVP3ITUUVN49 KVK 24473890 DLY GB Equity LyondellBasell Industries N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001192_CC_AIRB 635400TMCKVEU87EJ582 KVK 24321697 METINVEST B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001193_CC_AIRB 529900PF6F1OHRZVU341 KvK 33178683 0000 1169Z NA EQUITY Metro Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001194_CC_AIRB 6354007MKEEGGVUMXO83 KVK 34239108 New World Resources N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001195_CC_AIRB 724500RKMOD48AIWKD94 KvK 24307569 0000 3893886Z NA EQUITY NIDERA B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001196_CC_AIRB 54930062JS29A5N4GO82 KVK 34248449 Nielsen Holdings N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001197_CC_AIRB 724500GQV9YLNSWECU41 KVK 17179668 Nord Gold N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001198_CC_AIRB 724500TXS5HH3GY4UW42 KVK 30124358 NS Groep N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001199_CC_AIRB 5299000CMF80GY2U0U47 KVK 16074305 NL0010395208 NUO NA Equity Nutreco Holding NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001200_CC_AIRB 724500HT4YW45B1Y7859 KVK 57585083 OAK Leaf B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001201_CC_AIRB 549300NCMRGIBJYUOE57 NL0010558797 OCI NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001202_CC_AIRB 724500IM9A059TQLBX63 OCI Nitrogen BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001203_CC_AIRB 72450053F5WRDY8CDZ66 KVK 24291478 OI US Equity OI European Group B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001204_CC_AIRB Q47A62EK6GMSID3Y8C39 KVK 17133742 XS0788529096 PCAR US Equity PACCAR Financial Europe B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001205_CC_AIRB 549300N522D3SS8MKV65 KvK 24320769 0000 3617372Z NA EQUITY PETROBRAS NETHERLANDS BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001206_CC_AIRB 549300VGHFJJ58HE2B54 KVK 17008551 PHIA NA Equity Philips Electronics NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001207_CC_AIRB 529900N9UJEHN9UPXN50 PHOENIX PIB FINANCE BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001208_CC_AIRB 724500Q41FHN0P1GPC53 KVK 27168968 NL0009739416 TNT LI Equity PostNL N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001209_CC_AIRB 54930036WK3GMCN17Z57 QIA GY Equity Qiagen NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001210_CC_AIRB 7245009EAAUUQJ0U4T57 KVK 33216172 NL0000379121 RAND NA EQUITY RANDSTAD HOLDING NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001211_CC_AIRB 549300XO8R7MPISUO753 KVK 33155037 NL0006144495 Reed Elsevier NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001212_CC_AIRB 5493002YCY6HTK0OUR29 KVK 24251372 XS0202649934 REP GY Equity Repsol International Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001213_CC_AIRB KVK 34179503 GB00B03MM408 RDSA NA EQUITY ROYAL DUTCH SHELL PLC NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001214_CC_AIRB 5493002N51KZCVBDMS27 24114856 NL0006055329 ROYAL IMTECH NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001215_CC_AIRB 213800LBMMAIG1FQP389 KVK 14105351 SABIC AB Equity SABIC Capital I B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001216_CC_AIRB NL0000360618 SBM OFFSHORE NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001217_CC_AIRB 529900KEH8410ESH1483 KVK 53761790 Schaeffler Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001218_CC_AIRB 724500DX7Q1A19SPY530 KVK 34166584 Schiphol Nederland B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001219_CC_AIRB 7245001TBT3NI9SPNJ75 SHV Netherlands NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001220_CC_AIRB TAFO772JB70PDRN5VS48 KvK 27092998 0000 1223Z NA EQUITY Siemens Financieringsmaatschappij N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001221_CC_AIRB 724500E9ZG6JMH6E2I14 NL0000817179 SLIGRO FOOD GROUP NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001222_CC_AIRB 724500ZTKJYJMWVLWJ82 KVK 34297413 SRLEV N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001223_CC_AIRB 5493002SSXOL85X3XC87 KVK 58623701 Syncreon Group B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001224_CC_AIRB 724500LTUWK3JQG63903 KVK 09083317 TenneT Holding B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001225_CC_AIRB 7245008G22FOV7TYYJ34 KVK 06045666 NL0000852523 TWEKA NA EQUITY TKH Group NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001226_CC_AIRB 724500978QL7NKMLTQ37 KVK 34210949 TMF Group Holding B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001227_CC_AIRB NL0009739424 TNT EXPRESS NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001228_CC_AIRB 724500L44K67W7UW1C59 KVK 34224566 NL0000387058 TOM2 NA EQUITY TOMTOM N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001229_CC_AIRB 724500OPA8GZSQUNSR96 KVK 33194984 TOM GY Equity Toyota Motor Finance (Netherlands) B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001230_CC_AIRB PX7SUPU7HUNJBQ8BPI65 KVK 33236939 585233Z NA Equity Trafigura Beheer BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001231_CC_AIRB 549300TK7G7NZTVM1Z30 KVK 24051830 NL0000009355 UNIA NA Equity Unilever NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001232_CC_AIRB 549300IW6C3SRHUUK147 Vitol Holding BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001233_CC_AIRB NL0009432491 VOPAK NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001234_CC_AIRB 549300FRXSUUW3M2Q281 WABCO Europe Holdings BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001235_CC_AIRB 724500522D3ORUTUGW47 KVK 05078970 WAVIN NA Equity Wavin NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001236_CC_AIRB 724500YRQCY3BD9RJZ92 NL0000289213 WERELDHAVE NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001237_CC_AIRB 724500TEM53I0U077B74 KVK 33202517 NL0000395903 WKL NA EQUITY Wolters Kluwer N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001238_CC_AIRB 5JB3IE65ZU13TA0DGN10 Würth Finance International B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001239_CC_AIRB NL0006294290 ZIGGO NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001240_CC_AIRB BWO NO Equity BW Offshore Shipholding Ltd NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001241_CC_AIRB 5493004ZHCILEMZLBS85 00304772770005 FERD AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001242_CC_AIRB 5493009F6KP3UMLPOY27 931186744 ICA Norge AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001243_CC_AIRB 549300ZLJDXBXUNCY824 936738540 National Oilwell Varco Norway AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001244_CC_AIRB 549300N1SDN71ZZ8BO45 NHY NO Equity Norsk Hydro ASA NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001245_CC_AIRB 529900J8VSH14TP5VD23 ODFJELL SE NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001246_CC_AIRB 213800T66DRTE6O6BV87 916235291 PGS NO Equity Petroleum Geo-Services ASA NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001247_CC_AIRB 529900TH4OAW7WYG1777 987059699 Statkraft AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001248_CC_AIRB OW6OFBNCKXC4US5C7523 923609016 STL NO Equity Statoil ASA NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001249_CC_AIRB R7NJHU48LTCIOB9BVU57 CNU NZ Equity Chorus Limited NZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001250_CC_AIRB 259400GYHYZPQ0HTMT82 CIE PW Equity Ciech S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001251_CC_AIRB 259400A9BI23M3K1NK82 LTS PW EQUITY GRUPA LOTOS S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001252_CC_AIRB 259400WT6MCX3V59XI09 Netia S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001253_CC_AIRB 259400TOMPUOLS65II22 10681 TPA1 GB Equity ORANGE POLSKA SA PL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001254_CC_AIRB 259400TGY6IYEP2EFW87 467426 POLKOMTEL SP. Z O.O. PL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001255_CC_AIRB 259400VVMM70CQREJT74 28860 PKN PW Equity Polski Koncern Naftowy ORLEN S.A. (PKN) PL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001256_CC_AIRB 259400NAPDFBOTNCRL54 TPE PW Equity TAURON Polska Energia S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001257_CC_AIRB Q1ECZWEVT6ZTFERCPG94 PLTLKPL00017 OPL PW EQUITY TELEKOMUNIKACJA POLSKA SA PL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001258_CC_AIRB 213800RQXBBZ6KSP1I72 500311390 AMORIM & IRMAOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001259_CC_AIRB 2138002PLGLYW8EP7248 AMORIM HOLDING II SGPS SA PT Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001260_CC_AIRB 213800V5Z38TLIRQW516 500700834 ANA AEROPORTOS PORTUGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001261_CC_AIRB 502607920 AUCHAN PORTUGAL HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001262_CC_AIRB 54930011KNBNPPKW7528 500038015 AUTO SUECO LDA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001263_CC_AIRB 549300RU6UYW1UMYOP92 500194670 BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001264_CC_AIRB PTBRI0AM0000 BRI PL EQUITY BRISA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001265_CC_AIRB 549300FREK460JU7RG08 500060266 CELULOSE BEIRA INDUSTRIAL-CELBI SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001266_CC_AIRB 549300TF1SUYCFUO3840 503309362 COLEP PORTUGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001267_CC_AIRB 507195515 CONTROLINVESTE SGPS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001268_CC_AIRB 213800X28CMB8LAIT849 502557400 CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001269_CC_AIRB 549300RGQV4M16FESU23 500832234 CUF QUIMICOS INDUSTRIAS, SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001270_CC_AIRB 529900CLC3WDMGI9VH80 PTEDP0AM0009 EDP PL EQUITY EDP — Energias de Portugal S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001271_CC_AIRB 529900LOXJVWGOH84656 503293695 EDP — GESTÃO DA PRODUÇÃO DE ENERGIA SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001272_CC_AIRB 504885367 ESPIRITO SANTO SAUDE SGPS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001273_CC_AIRB 2138003319Y7NM75FG53 504499777 PTGALIOE0009 GALP PL Equity GALP ENERGIA SGPS, S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001274_CC_AIRB 213800Y3V72PI6W8KG10 511220448 GRUPO PESTANA — SGPS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001275_CC_AIRB 259400A8SZP10GB5IB19 PTJMT0AE0001 JMT PL EQUITY J.MARTINS PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001276_CC_AIRB 500073880 LENA ENGENHARIA CONSTRUCOES SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001277_CC_AIRB 549300SNYKYW15R3UE62 502011475 MODELO CONTINENTE HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001278_CC_AIRB 549300TLPT6W9R3CLQ86 500197814 MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001279_CC_AIRB 5493003NN4LXUF8JA244 Ocidental Companhia Portuguesa de Seguros de Vida, S.A. PT Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001280_CC_AIRB 54930071D35BVUPC5942 502604751 OPTIMUS-COMUNICACOES S.A PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001281_CC_AIRB 507979265 OPWAY — SGPS, SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001282_CC_AIRB 213800ZWKG61JG7ZCF61 500697370 PETROLEOS PORTUGAL PETROGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001283_CC_AIRB 259400DRC6WOXNVW8B57 500829993 500829993 90413Z PL EQUITY PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001284_CC_AIRB 549300UNIB7M2AXUXS35 PTPTI0AM0006 PTCL TQ EQUITY Portucel S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001285_CC_AIRB 549300FR1FN48IGHR915 PTREL0AM0008 RENE PL Equity REN-Redes Energeticas Nacionais, SGPS, S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001286_CC_AIRB 500246963 REPSOL PORTUGUESA SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001287_CC_AIRB 5493002X2CCY60HWCU94 500243590 SECIL COMP GERAL CAL CIMENTO SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001288_CC_AIRB 549300PXZF74GVQM6867 500058580 SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001289_CC_AIRB 549300EZYIURQ5RGSE56 500278571 SOVENA OILSEEDS PORTUGAL, SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001290_CC_AIRB 549300KFJPELBPMQH079 500833532 SOVENA PORTUGAL CONSUMER GOODS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001291_CC_AIRB 95980020140005813290 505042037 SUMOL+COMPAL MARCAS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001292_CC_AIRB 500097488 TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001293_CC_AIRB 549300CNE5R74B3XKF57 505266202 UNICER BEBIDAS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001294_CC_AIRB 503933139 503933139 3646175Z PL EQUITY UNILEVER JERÓNIMO MARTINS, LDA. PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001295_CC_AIRB 213800IDK8UTYDSFOG74 502544180 VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001296_CC_AIRB 500302200 500302200 0265472D PL EQUITY ZAGOPE — CONSTRUÇÕES E ENGENHARIA S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001297_CC_AIRB 549300VOFQC1SPGTZM19 503039063 ZON TV CABO PORTUGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001298_CC_AIRB 549300D3EIDZJB62TR20 21183 ORDS QD Equity Ooredoo Q.S.C. QA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001299_CC_AIRB 549300UKYDM6L8HEPU79 SNP RO EQUITY OMV PETROM S.A. RO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001300_CC_AIRB 549300F8ZIGJVUPIU797 24297754 Rompetrol Group N.V. (The) RO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001301_CC_AIRB GAZP RU Equity Gazprom OAO RU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001302_CC_AIRB ROSN RU Equity OJSC Oil Co Rosneft RU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001303_CC_AIRB TATN RU Equity Tatneft OAO RU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001304_CC_AIRB 5493007RN7O98MYBX124 AKTIEBOLAG LINDEX SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001305_CC_AIRB 549300UCKT2UK88AG251 SE0000695876 ALFA SS EQUITY Alfa Laval AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001306_CC_AIRB 549300YECS8HKCIMMB67 SE0000255648 ASSAB SS EQUITY Assa Abloy AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001307_CC_AIRB 213800T8PC8Q4FYJZR07 5560142720 SE0000122467 ATCOA SS EQUITY Atlas Copco Aktiebolag SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001308_CC_AIRB 2138002GW5WN1UYZAO32 55611256900004 BILIA AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001309_CC_AIRB 549300YJUYJ9A24RXL71 SE0005906922 SE0005906922 Corp BILLERUDKORSNÄS AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001310_CC_AIRB 549300ZACGIQHBBMOD20 5560269549 BONN SS EQUITY Bonnier Finans AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001311_CC_AIRB 213800SE6FV3UDEIEY92 72317831 CAPIO AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001312_CC_AIRB 549300GU5OHTR1T5IY68 SE0005932225 SE0005932225 Corp Castellum AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001313_CC_AIRB 549300HCT1WLHEXNLZ18 Dometic Holding AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001314_CC_AIRB 549300Y3HHZB1ZGFPJ93 ELUXA SS Equity Electrolux AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001315_CC_AIRB 549300JNPI46XNH0PM97 Fabege AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001316_CC_AIRB 5493003PZ4F570G3W735 GETINGE AB, SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001317_CC_AIRB 529900XKWB408ZZYBF68 GREEN CARGO AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001318_CC_AIRB 213800YUV362W4E1LP46 H & M Hennes & Mauritz GBC AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001319_CC_AIRB 54930033BTSY61VHUR49 55601011550004 HALDEX AKTIEBOLAG SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001320_CC_AIRB 549300VOTS5OZ82UTG69 SE0005934320 SE0005934320 Corp HEMSÖ FASTIGHETS AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001321_CC_AIRB 549300WJFW6ILNI4TA80 5561904771 SE0000103699 HEXAB SS EQUITY Hexagon AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001322_CC_AIRB 52990080SH3454F0QE68 5560013301 SE0000109290 HOLMB SS EQUITY Holmen AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001323_CC_AIRB 549300GYQIIJ3UXB7655 SE0001662222 HUSQB SS EQUITY HUSQVARNA AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001324_CC_AIRB 549300VEBQPHRZBKUX38 556013-8298 XS0795505402 INVEA SS Equity Investor AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001325_CC_AIRB 529900X0UEM9DOM6FK12 5560452103 SE0000806994 JM SS EQUITY JM AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001326_CC_AIRB 549300VD6SNNS5N5V183 KORAB INTERNATIONAL AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001327_CC_AIRB 5493005OXRTBK0WSJN46 5565451217 SE0000549412 KLED SS EQUITY Kungsleden AB SE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001328_CC_AIRB 529900AB08F05L4HWU11 LANTMÄNNEN EK FÖR SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001329_CC_AIRB 213800NS2XXVRYS7WP40 SE0002683557 LOOMB SS EQUITY Loomis AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001330_CC_AIRB 549300SNQNTHQLZQON04 5564272812 SE0000221723 MEDAA SS EQUITY Meda AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001331_CC_AIRB 549300E8NDODRSX29339 5563099158 SE0000412371 MTGB SS EQUITY MODERN TIMES GROUP MTG AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001332_CC_AIRB 213800WRGLW3CY4MHW53 55603451740004 NCC SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001333_CC_AIRB 549300KUJMRC9NW93S96 Nobina sverige AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001334_CC_AIRB 5493007VGEKBZGZ6PC69 NYNAS AB (PUBL) SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001335_CC_AIRB 549300ES84TRW7EWGU35 Perstorp Holding AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001336_CC_AIRB 549300S2D8BDH1CKLI47 PostNord AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001337_CC_AIRB 549300MIHCMD8DCSBY41 55607269770034 Preem SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001338_CC_AIRB 549300ZHO4JCQQI13M69 556036-0793 SE0000112385 SE0005567088 Corp SAAB AKTIEBOLAG SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001339_CC_AIRB 5299008ZUAXN43LVZF54 SAND SS Equity Sandvik AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001340_CC_AIRB 5299001G94UPTI8C7N54 5566577416 0301536D SS EQUITY Sandvik Treasury AB SE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001341_CC_AIRB 529900AE1FZNUH6EVS39 SE0003366871 SAS SS EQUITY SAS AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001342_CC_AIRB 529900BZYSUQLQSPNR07 5560840976 SE0000308280 SCVB SS EQUITY Scania CV AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001343_CC_AIRB 635400TTYKE8EIWDS617 SECUB SS Equity Securitas AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001344_CC_AIRB 5493004WOSC31U83UG49 5561063834 SKAB SS EQUITY Skanska Financial Services SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001345_CC_AIRB 549300MA1BZYJU87BW55 5560339086 SE0000113250 SKAB SS EQUITY Skanska Sverige AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001346_CC_AIRB 549300X6MQ0GG8BRY481 SKF sverige AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001347_CC_AIRB 5493002FIVSWBLEV7P15 SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001348_CC_AIRB 529900329VS14ZIML164 5560163429 SE0000171100 SSABA SS EQUITY SSAB AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001349_CC_AIRB 529900J0C48FH28HNQ19 5563137933 SE0000120669 SSABA SS EQUITY SSAB Emea AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001350_CC_AIRB 213800CWLTI7WZCC2R35 5560010802 1081Z SS EQUITY Stena AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001351_CC_AIRB 5299005HSK597UX55629 SVEASKOG FÖRVALTNINGS AKTIEBOLAG SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001352_CC_AIRB 549300FW5JDRV1IJ0M67 SCAB SS Equity Svenska Cellulosa AB [SCA] SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001353_CC_AIRB 529900ZERGNJBEQEX179 55679708180004 SWEDAVIA AB SWEDAVIA EKONOMI SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001354_CC_AIRB 5493005DU3003SGUC166 SWEDISH HOSPITAL PARTNERS AB, SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001355_CC_AIRB 529900YVXCGNWAUYZG78 SE0000310336 SWMA SS EQUITY Swedish Match AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001356_CC_AIRB 213800EKD193RVI9HL76 5564108917 SE0000314304 TEL2B SS EQUITY Tele2 AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001357_CC_AIRB 549300W9JLPW15XIFM52 556016-0680 XS0435008726 ERICB SS Equity Telefonaktiebolaget LM Ericsson SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001358_CC_AIRB 213800FSR9RNDUOTXO25 TLSN SS Equity TeliaSonera AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001359_CC_AIRB 5493006LU5JO4P7HQ305 THULE HOLDING AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001360_CC_AIRB 213800XY16PAWG2PAD14 TRELB SS Equity Trelleborg AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001361_CC_AIRB 5493007LNZSEWN5KTV42 SE0005769270 SE0005769270 Corp Vasakronan SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001362_CC_AIRB 549300T5RZ1HA5HZ3109 VATT SS Equity Vattenfall AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001363_CC_AIRB 549300HGV012CNC8JD22 SE0000115420 VOLVB SS EQUITY Volvo AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001364_CC_AIRB 54930083GODGBHODQ153 189744 Global A&T Electronics Ltd. SG Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001365_CC_AIRB 33D7DTWH8BNIUWE0IF81 OLAM SP Equity Olam International Ltd SG Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001366_CC_AIRB 7536988Z SK EQUITY Volkswagen Slovakia A.S. SK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001367_CC_AIRB 549300QOGMPTKB6W7G56 1,07544E+11 USY71548BY95 PTT TB Equity PTT Public Company Limited TH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001368_CC_AIRB 8RS0AKOLN987042F2V04 NXWA GF Equity 21st Century Fox America, Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001369_CC_AIRB LUZQVYP4VS22CLWDAR65 US88579YAF88 MMM SE Equity 3M Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001370_CC_AIRB HQD377W2YR662HK5JX27 IL08142220 ABT US Equity Abbott Laboratories US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001371_CC_AIRB FR5LCKFTG8054YNNRU85 DE5126809 4AB GF Equity AbbVie Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001372_CC_AIRB 549300T0GJTEK811VI53 WPI US EQUITY Actavis, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001373_CC_AIRB 549300QKBENKLBXQ8968 PA724325 AET US Equity Aetna Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001374_CC_AIRB LYOM0B2GCF1JWXK5ZG04 AGCO UN Equity AGCO Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001375_CC_AIRB QUIX8Y7A2WP0XRMW7G29 A UN Equity Agilent Technologies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001376_CC_AIRB 9PO87UV78U1JHLR68X04 8685 JT Equity AIG Financial Products Corp. US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001377_CC_AIRB 7QEON6Y1RL5XR3R1W237 APD US Equity Air Products & Chemicals Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001378_CC_AIRB ABPN11VOHLHX6QR7XQ48 AA US Equity Alcoa Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001379_CC_AIRB XSGZFLO9YTNO9VCQV219 MO US Equity Altria Group Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001380_CC_AIRB ZXTILKJKG63JELOEG630 DE2620453 AMZN US Equity Amazon.com, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001381_CC_AIRB IWUQB36BXD6OWD6X4T14 DE0332421 AAL UW Equity American Airlines, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001382_CC_AIRB B6Q2VFHD1797Q7NZ3E43 CAC0951492 7267 JT Equity American Honda Finance Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001383_CC_AIRB 5493006ORUSIL88JOE18 AMT US Equity American Tower Corp [ex- American Tower System] US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001384_CC_AIRB 549300D3L3G0R4U4VT04 APH US Equity Amphenol Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001385_CC_AIRB B78FQ7XBQFLP4AYJ6F79 APC US Equity Anadarko Petroleum Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001386_CC_AIRB 72ZZ1XRHOOU9P9X16K08 APA US Equity Apache Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001387_CC_AIRB HWUPKR0MPOU8FGXBT394 CAC0806592 AAPL US Equity Apple Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001388_CC_AIRB 42YMHYH0XMHJEXDUB065 ARAMARK Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001389_CC_AIRB W47HVZ7Q6FXL86RELH91 DE0717711 ACI US Equity Arch Coal, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001390_CC_AIRB 549300LO13MQ9HYSTR83 DE0152524 ADM US Equity Archer-Daniels-Midland Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001391_CC_AIRB 0C0SZC7H22UWI2NA3R46 ARRS UW Equity Arris Group, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001392_CC_AIRB 549300YNNLBXT8N8R512 NYCARREUS ARW US Equity Arrow Electronics, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001393_CC_AIRB 6O4MRU8C1MS0K34UQF79 KY0580261 ASH US Equity Ashland Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001394_CC_AIRB 549300Z40J86GGSTL398 DE2018584 T* MM Equity AT&T Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001395_CC_AIRB QVLWEGTD2S8GJMO8D383 ATO US Equity Atmos Energy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001396_CC_AIRB HGBOLILQXWER4SAL2I23 ADP US Equity Automatic Data Processing US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001397_CC_AIRB GA3JGKJ41LJKXDN23E90 Autozone Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001398_CC_AIRB XN8R4HH1TVC1XOCL5P21 CAR US EQUITY Avis Budget Car Rental LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001399_CC_AIRB XJI53DCPL7QABOWK4Z75 NYCAVNTUS AVT US Equity Avnet, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001400_CC_AIRB 5493007RY69UEB1F1B45 AVP US Equity Avon Products, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001401_CC_AIRB MF62XBVMNYTYMC18DL76 DE2416636 BA/ LN Equity BAE Systems Holdings Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001402_CC_AIRB BHI US EQUITY Baker Hughes Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001403_CC_AIRB EWRDABCN7XBHM37LIA98 DE2072335 Beam Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001404_CC_AIRB HL5XPTVRV0O8TUN5LL90 MN1K-1056 BBY US Equity Best Buy Co., Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001405_CC_AIRB KK5MZM9DIXLXZL9DZL15 DE2322568 BMW HB Equity BMW US Capital, LLC US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001406_CC_AIRB 549300DSFX2IE88NSX47 BWA US Equity BorgWarner Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001407_CC_AIRB Y6ZDD9FP4P8JSSJMW954 DE0874815 BSX UN Equity Boston Scientific Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001408_CC_AIRB 549300GMUCJ08527GQ81 IN182869-107 BP/ LN Equity BP Corporation North America Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001409_CC_AIRB 549300YYMNSW7KWZH127 BP/ LN Equity BP Products North America Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001410_CC_AIRB HLYYNH7UQUORYSJQCN42 BMY US EQUITY Bristol Myers Squibb Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001411_CC_AIRB 5493007M0RIN8HY3MM77 BG US Equity Bunge Limited US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001412_CC_AIRB Y7ET3D9SDOFUZ515FE28 DE0799956 CA US Equity CA, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001413_CC_AIRB 43R4VPJBXTU2O15HEF41 Calpine Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001414_CC_AIRB 5493007JDSMX8Z5Z1902 CPB US Equity Campbell Soup Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001415_CC_AIRB CCU46N3GJMF4OK4N7U60 OH535613 CAH US Equity Cardinal Health, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001416_CC_AIRB QXZYQNMR4JZ5RIRN4T31 3091Z US Equity Cargill Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001417_CC_AIRB EDBQKYOPJUCJKLOJDE72 DE0921323 CAT SE Equity Caterpillar Financial Services Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001418_CC_AIRB WRJR7GS4GTRECRRTVX92 CAT US EQUITY Caterpillar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001419_CC_AIRB 5KYC8KF17ROCY24M3H09 DE2106821 C5S GM Equity CBS Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001420_CC_AIRB CD30XVRLT4QO00B1C706 DE3780476 CE UN Equity Celanese US Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001421_CC_AIRB 4SIHMF0MOSTTL8CD0X64 CELG US Equity Celgene Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001422_CC_AIRB 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001423_CC_AIRB 8E6NF1YAL0WT6CWXXV93 CSCO US EQUITY Cisco Systems Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001424_CC_AIRB 549300IA9XFBAGNIBW29 CMS Energy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001425_CC_AIRB B0QU0GIVGFFMCOP5RJ72 DE4789658 CKK GB Equity Coca-Cola Enterprises, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001426_CC_AIRB 2V9V7M0RUQG9M2J4IC47 Colfax Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001427_CC_AIRB YMEGZFW4SBUSS5BQXF88 DE0156313 CL US Equity Colgate-Palmolive Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001428_CC_AIRB 51M0QTTNCGUN7KFCFZ59 PA3039985 CTP GB Equity Comcast Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001429_CC_AIRB 549300OQS2LO07ZJ7N73 DE0406521 CMC US Equity Commercial Metals Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001430_CC_AIRB 6113F6JQLWIUGTBN1L36 CSC US equity Computer Sciences Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001431_CC_AIRB 54930035UDEIH090K650 DE0818944 CAG US Equity ConAgra Foods, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001432_CC_AIRB SYHS7HRDXLL4I0IQ8776 CXO US EQUITY Concho Resources Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001433_CC_AIRB 6VJJ5GQWIRDQ06DUXG89 DE0064324 COP US Equity ConocoPhillips Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001434_CC_AIRB 549300JK3KH8PWM3B226 DE2277631 CNX UN Equity CONSOL Energy Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001435_CC_AIRB 29DX7H14B9S6O3FD6V18 CTO GM Equity Costco Wholesale Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001436_CC_AIRB 549300BO9IWPF3S48F93 COTY US EQUITY Coty Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001437_CC_AIRB TVRMNZKRGA8LPW6XPG60 Cox Enterprises Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001438_CC_AIRB RPPGGRL1J75WGF2DFO04 PA3337938 CCK US Equity Crown Americas LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001439_CC_AIRB ZUNI8PYC725B6H8JU438 IN194062-043 CMI UN Equity Cummins Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001440_CC_AIRB S4BKK9OTCEWQ3YHPFM11 DHR US EQUITY Danaher Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001441_CC_AIRB PWFTNG3EI0Y73OXWDH08 DE US EQUITY Deere & Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001442_CC_AIRB 3E70L4WYANTIWWIPHC81 DELL US EQUITY Dell Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001443_CC_AIRB Q2CCMS6R0AS67HJMBN42 DAL US EQUITY Delta Air Lines Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001444_CC_AIRB 54930042348RKR3ZPN35 DE2155705 DVN US Equity Devon Energy Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001445_CC_AIRB F14FQJ2EEHW5VPYUHL14 DO US Equity Diamond Offshore Drilling, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001446_CC_AIRB 549300Z1UGYT5725XB67 DE3535468 DTV TQ Equity DIRECTV Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001447_CC_AIRB ILUL7B6Z54MRYCF6H308 D US EQUITY Dominion Resources Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001448_CC_AIRB 549300FMC2ALGA7N9E80 DE0412823 DOV UN Equity Dover Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001449_CC_AIRB ZQUIP1CSZO8LXRBSOU78 DOW US EQUITY Dow Chemical Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001450_CC_AIRB 549300IX8SD6XXD71I78 DTE US EQUITY DTE Energy Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001451_CC_AIRB FDPVHDGJ1IQZFK9KH630 DE2345566 EMN UN Equity Eastman Chemical Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001452_CC_AIRB 0NZWDMRCE180888QQE14 ETN US EQUITY Eaton Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001453_CC_AIRB OML71K8X303XQONU6T67 DE2871352 EBAY US Equity eBay Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001454_CC_AIRB FRDRIPF3EKNDJ2CQJL29 LLY US EQUITY Eli Lilly & Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001455_CC_AIRB FGLT0EWZSUIRRITFOA30 EMR UN Equity Emerson Electric Co. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001456_CC_AIRB GHFPUH0OZ5JLGJXWCO16 ESV UN Equity ENSCO International Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001457_CC_AIRB 4XM3TW50JULSLG8BNC79 ETR US EQUITY Entergy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001458_CC_AIRB 549300EVUN2BTLJ3GT74 DE2911438 EQIX US Equity Equinix, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001459_CC_AIRB 549300RO2XES74KQGG63 XLS US EQUITY Exelis Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001460_CC_AIRB 3SOUA6IRML7435B56G12 EXC US EQUITY Exelon Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001461_CC_AIRB CI7MUJI4USF3V0NJ1H64 WA601975803 EXPE UW Equity Expedia, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001462_CC_AIRB J3WHBG0MTS7O8ZVMDC91 NJ3793794100 XOM US Equity Exxon Mobil Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001463_CC_AIRB 549300E707U7WNPZN687 FDX US EQUITY FedEx Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001464_CC_AIRB 6WQI0GK1PRFVBA061U48 GA0110597 FIS UN Equity Fidelity National Information Services, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001465_CC_AIRB 549300NPYMLM4NHTOF27 First Solar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001466_CC_AIRB 549300SVYJS666PQJH88 OH953140 FE US Equity FirstEnergy Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001467_CC_AIRB 6Y0GK87T6V7NJKZJVM41 NYCDRRCUS FLS US Equity Flowserve Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001468_CC_AIRB CQ7WZ4NOFWT7FAE6Q943 FLR US EQUITY Fluor Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001469_CC_AIRB CKDHZ2X64EEBQCSP7013 FMC US Equity FMC Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001470_CC_AIRB EMQFUEY7DV1MVNKAUT87 DE3315658 FTI US Equity FMC Technologies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001471_CC_AIRB 20S05OYHG0MQM4VUIC57 F US EQUITY Ford Motor Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001472_CC_AIRB 2MNR4Q42DBL85U7RD221 Forest Oil Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001473_CC_AIRB A0WMBJD47C49E2JJOM88 DE4594648 FRE GY Equity Fresenius US Finance I, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001474_CC_AIRB 549300FNRIXILI56M704 0196414D US EQUITY Gavilon LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001475_CC_AIRB 9C1X8XOOTYY2FNYTVH06 GD US EQUITY General Dynamics Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001476_CC_AIRB 3C7474T6CDKPR9K6YT90 NYCGECYUS GNE FP Equity General Electric Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001477_CC_AIRB 2TGYMUGI08PO8X8L6150 GIS US Equity General Mills, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001478_CC_AIRB 549300PDWRZX0BR28B12 DE4717789 GM UN Equity General Motors Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001479_CC_AIRB L2EVHWFHVAQK72TMH265 DE4275413 Georgia-Pacific LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001480_CC_AIRB 5493002BI0S2ZQUY3437 GT US EQUITY Goodyear Tire & Rubber Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001481_CC_AIRB 7ZW8QJWVPR4P1J1KQY45 GOOG US EQUITY Google Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001482_CC_AIRB ENYF8GB5SMQZ25S06U51 DE2681775 HAL UN Equity Halliburton Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001483_CC_AIRB KAO98FK89NPNNPQGUZ43 DE0497602 HSC US Equity Harsco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001484_CC_AIRB 549300NUB6D2R1ITYR45 HAS US Equity Hasbro, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001485_CC_AIRB 549300PD0C69OJ0NLB27 766481Z US EQUITY Hertz Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001486_CC_AIRB UASVRYNXNK17ULIGK870 DE0097017 AHC GB Equity Hess Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001487_CC_AIRB WHKXQACZ14C5XRO8LW03 HPQ US EQUITY Hewlett-Packard Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001488_CC_AIRB 5493003STKEZ2S0RNU91 HNZ US EQUITY HJ Heinz Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001489_CC_AIRB ISRPG12PN4EIEOEMW547 DE2061772 HON UN Equity Honeywell International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001490_CC_AIRB KNX4USFCNGPY45LOCE31 4335 HK Equity Intel Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001491_CC_AIRB VGRQXHF3J8VDLUA7XE92 IBM US EQUITY International Business Machines (IBM Corp) US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001492_CC_AIRB F9HV8ZL85LRIQ6D60098 NVC7491-1980 IGT UN Equity International Game Technology US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001493_CC_AIRB 824LMFJDH41EY779Q875 IP US EQUITY International Paper Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001494_CC_AIRB 5493008IUOJ5VWTRC333 Interpublic Group of Cos US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001495_CC_AIRB 24F6LSZD18II6ICG6S41 Itron Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001496_CC_AIRB YB2O5TUONPB3W1X7WJ88 ITT US EQUITY ITT Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001497_CC_AIRB KD833U13JEIGETBW2749 JAH US EQUITY Jarden Corp (fka Alltrista Corp) US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001498_CC_AIRB 549300XR6O4ACB0KLV08 JFB Firth Rixson, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001499_CC_AIRB E0KSF7PFQ210NWI8Z391 DE UN Equity John Deere Capital Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001500_CC_AIRB 549300G0CFPGEF6X2043 NJ5106301000 JNJ GQ Equity Johnson & Johnson US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001501_CC_AIRB 3LB2NG8VUULSCV2NO430 JCI US EQUITY Johnson Controls Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001502_CC_AIRB LONOZNOJYIBXOHXWDB86 K US EQUITY Kellogg Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001503_CC_AIRB AGX0G2MXE54NFNNICD28 KU1 US EQUITY Kentucky Utilities Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001504_CC_AIRB MP3J6QPYPGN75NVW2S34 KMB UN Equity Kimberly-Clark Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001505_CC_AIRB 549300PDHUGWPWGOT525 DE2301470 Kinder Morgan Energy Partners, L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001506_CC_AIRB 5493005158BXZWGOX572 3097Z US EQUITY Koch Industries Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001507_CC_AIRB 549300JF6LPRTRJ0FH50 KSS UN Equity Kohl's Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001508_CC_AIRB V1BYR0MM295ZFWYYS367 KRFT US EQUITY Kraft Foods Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001509_CC_AIRB GR3KVMWVCR54YWQNXU90 DE0933796 LTD GF Equity L Brands, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001510_CC_AIRB LINE US EQUITY Linn Energy LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001511_CC_AIRB 5493007B9BM9ZXJINO78 DE4009151 LYV UN Equity Live Nation Entertainment, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001512_CC_AIRB DPRBOZP0K5RM2YE8UU08 LMT US EQUITY Lockheed Martin Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001513_CC_AIRB WAFCR4OKGSC504WU3E95 NC0087443 LOW UN Equity Lowe's Companies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001514_CC_AIRB 2RTSLGQ89VMY18RHX631 Manitowoc Co Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001515_CC_AIRB 1FRVQX2CRLGC1XLP5727 DE3395371 MRO US Equity Marathon Oil Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001516_CC_AIRB 3BNYRYQHD39K4LCKQF12 DE4750998 MPC UN Equity Marathon Petroleum Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001517_CC_AIRB 225YDZ14ZO8E1TXUSU86 DE2798413 MAR US Equity Marriott International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001518_CC_AIRB 54930073HKEO6GZBSS03 4614Z US EQUITY Mars Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001519_CC_AIRB 549300XMP3KDCKJXIU47 DE0706226 MMC UN Equity Marsh & McLennan Companies, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001520_CC_AIRB 5GCSNMQXHEYA1JO8QN11 DE0585027 MAS US Equity Masco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001521_CC_AIRB AR5L2ODV9HN37376R084 DE3390142 MA US Equity MasterCard Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001522_CC_AIRB 549300VELLG24KHTJ564 DE0673809 MAT US Equity Mattel, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001523_CC_AIRB UE2136O97NLB5BYP9H04 MCD US EQUITY McDonald's Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001524_CC_AIRB 549300WZWOM80UCFSF54 DE2417015 MCK US Equity McKesson Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001525_CC_AIRB 4DL8C98Z5G5IXZLH3578 MWV US Equity MeadWestvaco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001526_CC_AIRB D56MRZY2INAN94ZONZ37 MDT US EQUITY Medtronic Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001527_CC_AIRB 4YV9Y5M8S0BRK1RP0397 MRK US EQUITY Merck & Co Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001528_CC_AIRB INR2EJN1ERAN0W5ZP974 WA600413485 MSF NA Equity Microsoft Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001529_CC_AIRB 54930073LBBH6ZCBE225 TAP US EQUITY Molson Coors Brewing Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001530_CC_AIRB 549300DV9GIB88LZ5P30 VA05501796 KTF GF Equity Mondelez International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001531_CC_AIRB NONUZEX43GHIPSVDD938 DE3174788 MON US Equity Monsanto Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001532_CC_AIRB 6S552MUG6KGJVEBSEC55 DE0789650 MTLA GF Equity Motorola Solutions, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001533_CC_AIRB MOM4570XTJ5YYX7JKH83 DE2977161 NG/ LN Equity National Grid USA US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001534_CC_AIRB 549300VSP3RIX7FGDZ51 NEM US EQUITY Newmont Mining Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001535_CC_AIRB UMI46YPGBLUE4VGNNT48 NEE UN Equity NextEra Energy Capital Holdings, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001536_CC_AIRB 549300Z2ZSKKGUE3J147 NKE US EQUITY Nike Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001537_CC_AIRB ZHUWIE4VK4MIYES0UG62 IN2000033100151 NI UN Equity NiSource Finance Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001538_CC_AIRB 7D6DIU2QXTUJRFNNJA49 CAC1059173 7201 JT Equity Nissan Motor Acceptance Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001539_CC_AIRB 02VFQXG2D1LR5ZH3K186 NBL UN Equity Noble Energy, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001540_CC_AIRB 549300S3IZB5P35KNV16 WA178071138 JWN US Equity Nordstrom, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001541_CC_AIRB RIMU48P07456QXSO0R61 NOC US EQUITY Northrop Grumman Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001542_CC_AIRB 6B6FQLPMMKB14LX6NY57 Novelis Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001543_CC_AIRB 549300GGJCRSI2TIEJ46 NUE UN Equity Nucor Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001544_CC_AIRB IM7X0T3ECJW4C1T7ON55 OXY US EQUITY Occidental Petroleum US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001545_CC_AIRB 52990006VBKYFQMQJX90 KvK 34311273 0000 OILT UD EQUITY Oiltanking Finance B.V. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001546_CC_AIRB HKUPACFHSSASQK8HLS17 OMC US EQUITY Omnicom Group US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001547_CC_AIRB 1Z4GXXU7ZHVWFCD8TV52 DE2457805 ORCL* MM Equity Oracle Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001548_CC_AIRB 549300TOPQ8NG4HGVK16 Owens Corning US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001549_CC_AIRB PH3S12DWZBHHQKVYZ297 WA177005077 PCAR US Equity PACCAR Financial Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001550_CC_AIRB KDTEY8BWE486IKZ3CC07 PCAR US EQUITY Paccar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001551_CC_AIRB SGY07Y7FNYBNLM6Z1M11 OR085297-86 BRK/A US Equity PacifiCorp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001552_CC_AIRB 5493002CONDB4N2HKI23 PH US EQUITY Parker Hannifin Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001553_CC_AIRB EJCO258LNNVSKAR2JX59 DE2864939 BTU US Equity Peabody Energy Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001554_CC_AIRB FJSUNZKFNQ5YPJ5OT455 NC0198463 PEP SE Equity PepsiCo, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001555_CC_AIRB 765LHXWGK1KXCLTFYQ30 PFE US EQUITY Pfizer Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001556_CC_AIRB 8YQ2GSDWYZXO2EDN3511 PG&E Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001557_CC_AIRB HL3H1H2BGXWVG3BSWR90 VA0670281-5 PMI SE Equity Philip Morris International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001558_CC_AIRB TWSEY0NEDUDCKS27AH81 Pinnacle West Capital Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001559_CC_AIRB 549300N2O26NW4ST6W55 DE0101728 PBI US Equity Pitney Bowes Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001560_CC_AIRB 5MRSWZYSSE4064ED3F25 Plains Exploration & Production Co LP US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001561_CC_AIRB 549300BKPEP01R3V6C59 PA284424 PPG UN Equity PPG Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001562_CC_AIRB ZU69GUVJQGZ6Z1UOOO79 PX US EQUITY Praxair Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001563_CC_AIRB 6S3X7J22E861RNTJSA74 3252Z US EQUITY President & Fellows of Harvard College US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001564_CC_AIRB 2572IBTT8CCZW6AU4141 PG US EQUITY Procter & Gamble Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001565_CC_AIRB 5PRBRS5FEH7NREC8OR45 NJ0100802453 PRU US Equity Prudential Financial, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001566_CC_AIRB PUSS41EMO3E6XXNV3U28 PEG US EQUITY Public Service Enterprise Group Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001567_CC_AIRB 123WALMHY1GZXG2YDL90 PVH UN Equity PVH Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001568_CC_AIRB 8MCWUBXQ0WE04KMXBX50 DE2249088 DGX UN Equity Quest Diagnostics Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001569_CC_AIRB HO1QNWM0IXBZ0QSMMO20 RL UN Equity Ralph Lauren Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001570_CC_AIRB YR6K3WJN0KKLUPZSNL57 DE0472015 RTN US Equity Raytheon Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001571_CC_AIRB NKNQHM6BLECKVOQP7O46 RSG US EQUITY Republic Services Group US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001572_CC_AIRB PQQ60KVT5SJX0ETQT497 RKT US Equity Rock-Tenn Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001573_CC_AIRB VH3R4HHBHH12O0EXZJ88 ROK US Equity Rockwell Automation, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001574_CC_AIRB 549300LJXD867XMVE759 ROP UN Equity Roper Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001575_CC_AIRB K2NEH8QNVW44JIWK7Z55 C-38863 RCL NO Equity Royal Caribbean Cruises Ltd. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001576_CC_AIRB 549300TJCKW4BRXPJ474 RPM US Equity RPM International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001577_CC_AIRB 549300VXRTBPBK07QT94 0398293Z US EQUITY Ruby Pipeline LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001578_CC_AIRB ZXJ6Y2OSPZXIVGRILD15 FL590739250 R US Equity Ryder System, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001579_CC_AIRB 549300NKZ6VCN5P3K723 DE2096948 SWY US Equity Safeway Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001580_CC_AIRB RLTHESQ0RNFQJWPBJN60 DE2258732 SGMS UW Equity Scientific Games International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001581_CC_AIRB Q0M0CZB4YN6JZ65WXI09 SEE US EQUITY Sealed Air Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001582_CC_AIRB PBBKGKLRK5S5C0Y4T545 CAC1991515 SRE US Equity Sempra Energy US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001583_CC_AIRB KAF673KJXD92C8KSLU49 SLGN US EQUITY Silgan Holdings Inc [fka Silgan Corp] US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001584_CC_AIRB MR92GTD0MJTTTTQDVG45 DE2360269 Simon Property Group, L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001585_CC_AIRB HHWAT5TDOYZMM26KKQ73 SNA US Equity Snap-on Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001586_CC_AIRB 549300FC3G3YU2FBZD92 Southern Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001587_CC_AIRB EFWMP121W54QV9MGOP87 DE4116263 SWN US Equity Southwestern Energy Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001588_CC_AIRB P761FCI0CPOG24I8JE10 SPW US Equity SPX Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001589_CC_AIRB 549300DJ09SMTO561131 SWK US Equity Stanley Black & Decker, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001590_CC_AIRB XQM2JINI1UL7642TU573 SPLS US Equity Staples, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001591_CC_AIRB 5493002F0SC4JTBU5137 MI148492 SYK US Equity Stryker Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001592_CC_AIRB 549300TXO070764WUH65 SPWR US EQUITY Sunpower Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001593_CC_AIRB YF6ZV0M6AU4FY94MK914 SYMC US Equity Symantec Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001594_CC_AIRB 5RGWIFLMGH3YS7KWI652 SYY US Equity Sysco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001595_CC_AIRB 8WDDFXB5T1Z6J0XC1L66 TGT US Equity Target Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001596_CC_AIRB 6HL0C5LCIE4TN8UZHL06 DE2980513 TRP UN Equity TC PipeLines, LP US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001597_CC_AIRB UUL85LWXB4NGSWWXIQ25 TFX US Equity Teleflex Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001598_CC_AIRB YAWJZJYEQ7M1SYMOS462 DE2106001 TEX UN Equity Terex Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001599_CC_AIRB CMTK1YBYNLPLIS3QLI53 TSO US EQUITY Tesoro Petroleum US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001600_CC_AIRB 549300VFZ8XJ9NUPU221 The Estee Lauder Companies US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001601_CC_AIRB HCHV7422L5HDJZCRFL38 DE0558016 TMO US Equity Thermo Fisher Scientific Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001602_CC_AIRB KNG3XRAA0RHN9H62OK76 TWX US EQUITY Time Warner Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001603_CC_AIRB B0I35MLPFXZSE70ASS73 TKR US EQUITY Timken Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001604_CC_AIRB 549300V2JRLO5DIFGE82 DE3058821 DTE GF Equity T-Mobile USA, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001605_CC_AIRB R1JB4KXN77XFCXOQKV49 DE7324254 TRN US Equity Trinity Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001606_CC_AIRB 3NWOXIHJSQCX0SM5Z749 DE3589359 TRW US Equity TRW Automotive Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001607_CC_AIRB G8NWFN4YP7CR6FOP4886 Tupperware Brands Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001608_CC_AIRB WD6L6041MNRW1JE49D58 TSN US Equity Tyson Foods, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001609_CC_AIRB MYF1DAS6G5WY7PRWCU78 DE0945814 ULVR LN Equity Unilever Capital Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001610_CC_AIRB K1OQBWM7XEOO08LDNP29 DE0890080 UAL UN Equity United Airlines, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001611_CC_AIRB D01LMJZU09ULLNCY6Z23 UPS US EQUITY United Parcel Service Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001612_CC_AIRB JNLUVFYJT1OZSIQ24U47 X UN Equity United States Steel Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001613_CC_AIRB I07WOS4YJ0N7YRFE7309 UTX US EQUITY United Technologies Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001614_CC_AIRB 549300VSXHFQVR770L55 DE4426189 Univar Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001615_CC_AIRB 549300BZXZ66F6DTIF20 VA0016487-1 UVV US Equity Universal Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001616_CC_AIRB 5493004XNBKB5SFUJI60 DE0932960 AAL UW Equity US Airways, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001617_CC_AIRB KOO0397YRO83WY5MGD97 VRX CT Equity Valeant Pharmaceuticals International US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001618_CC_AIRB 549300XTO5VR8SKV1V74 VLO US EQUITY Valero Energy Corp US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001619_CC_AIRB 2S72QS2UO2OESLG6Y829 VZ US EQUITY Verizon Communications Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001620_CC_AIRB CWAJJ9DJ5Z7P057HV541 VFC US EQUITY VF Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001621_CC_AIRB X0ST5BPF0CZG9FE5OV61 VIA US EQUITY Viacom Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001622_CC_AIRB 549300OBVCU4IRZFZ230 Virgin Media Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001623_CC_AIRB CQKUMNNZVDJLRYV2PT43 Virginia Electric & Power Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001624_CC_AIRB 549300JZ4OKEHW3DPJ59 V US Equity Visa Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001625_CC_AIRB 549300BMOJ05INE4YK86 DE2669712 Vornado Realty L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001626_CC_AIRB 549300UUPJ2NXDB68M19 DE0911551 VW Credit, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001627_CC_AIRB Y87794H0US1R65VBXU25 WMT US EQUITY Wal-Mart Stores Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001628_CC_AIRB 7260JQNI6SCF9FIV2392 DIS US EQUITY Walt Disney Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001629_CC_AIRB IQN3XTJNANI73KWRED03 Walter Energy Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001630_CC_AIRB 549300YX8JIID70NFS41 WM US EQUITY Waste Management US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001631_CC_AIRB 3CYEJKBUJZO3UW777J80 DE3797582 WEA Finance LLC US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001632_CC_AIRB WHENKOULSSK7WUM60H03 WHR US EQUITY Whirlpool Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001633_CC_AIRB D3W7PCXCBRQLL17DZ313 World Fuel Services Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001634_CC_AIRB T4VNTWMFQ7JQB65L7T35 DE3664441 WYN UN Equity Wyndham Worldwide Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001635_CC_AIRB LGJNMI9GH8XIDG5RCM61 MN37-AA XEL US Equity Xcel Energy Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001636_CC_AIRB 4KF48RN45X1OO8UBLY20 XRX UN Equity Xerox Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001637_CC_AIRB 6EY4K7ZMF9UX1CU6KC79 XIX GF Equity Xilinx, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001638_CC_AIRB 549300DF5MV96DRYLQ48 XYL US EQUITY Xylem Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001639_CC_AIRB 2P2YLDVPES3BXQ1FRB91 DE3343799 ZMH US Equity Zimmer Holdings, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001640_CC_AIRB 549300HD9Q1LOC9KLJ48 ZTS UN Equity Zoetis Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001641_CC_AIRB 5493007CO5W5OBFG7L21 RETAIL ESTATES NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001642_CC_AIRB 549300QSUNKAEBMYIR16 RAVAGO S.A. BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001643_CC_AIRB 549300O3SGMD4K45DN61 BE 0404621642 ALCATEL-LUCENT BELL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001644_CC_AIRB 54930031IF9XW7PCY637 BE 0403992231 Atlas Copco Airpower BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001645_CC_AIRB 549300PR82EONF1NKE18 BE 0473566965 BELFIMA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001646_CC_AIRB 549300UOBXCS79E82606 BE 0404535431 Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001647_CC_AIRB 549300VSM2RG55U2QU15 BE 0400853488 BRUSSELS AIRLINES BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001648_CC_AIRB 5493007ZLRNTTT9B6384 Carrefour Finance SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001649_CC_AIRB 529900P0HVIO92I8AU52 BE 0422362447 COCKERILL MAINTENANCE & INGENIERIE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001650_CC_AIRB 549300VWVXR1GOHG0E16 BE 0425702910 COFELY FABRICOM sa BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001651_CC_AIRB 5493003N7PPOYDZI1G90 BE 0400464795 COMPAGNIE D'ENTREPRISES CFE — AANNEMINGSMAATSCHAPPIJ CFE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001652_CC_AIRB 5299009GDDJ20VCTA286 BE 0404411707 CONTINENTAL BENELUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001653_CC_AIRB 549300NF0J86QSGBSV95 BE 0413572663 DELDO AUTOBANDEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001654_CC_AIRB 549300KT827RUL680A73 BE0428741087 D'IETEREN Treasury BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001655_CC_AIRB 5493000G720YN71E2S86 BE 0435305514 DREDGING INTERNATIONAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001656_CC_AIRB 529900YOYR5FW12UBJ80 BE 0471811661 EDF Luminus BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001657_CC_AIRB 549300F203XBWYK45D98 BE 0411515075 Emmaüs vzw BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001658_CC_AIRB 529900T3V512W5JEJF78 BE 0406183144 Evonik Degussa Antwerpen BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001659_CC_AIRB 5493006GOR72R0ZYBN98 BE 0860409202 EXMAR BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001660_CC_AIRB 52990071WX2UW1WNHC16 BE 0402954628 FLUXYS BELGIUM BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001661_CC_AIRB 529900RL1B6NSLKU7P45 BE 0821382439 FLUXYS FINANCE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001662_CC_AIRB 549300EL1OTYCHBFUV17 BE 0442100363 GDF SUEZ CC SCRL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001663_CC_AIRB 549300AS6JDY8GAUB274 BE 0831958211 GDF SUEZ ENERGY MANAGEMENT TRADING BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001664_CC_AIRB 6IM6CQKADLNCQGUEU352 BE0439255986 GEMS Services SA/NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001665_CC_AIRB 549300UFHGFY5IOON989 BE 0220324117 Gimv BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001666_CC_AIRB 5493004EAZQ20FYJKT70 BE 0438202052 greif services belgium BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001667_CC_AIRB 5299004FBX5DGG463D98 BE 0430060188 HERAEUS ELECTRO — NITE INTERNATIONAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001668_CC_AIRB 5493002TTO3072KC6L60 BE 0402220594 Hewlett — Packard Belgium BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001669_CC_AIRB 549300VI27GGJFIOCP26 BE 0440113348 INTERNATIONAL FINANCE CENTER CFE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001670_CC_AIRB 5493002RVRZ1S3CPUI26 BE 0428750985 ION BEAM APPLICATIONS S.A BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001671_CC_AIRB 54930073JZQL85NE3817 BE 0222343301 IVERLEK BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001672_CC_AIRB 549300YEC7519H8CBF72 BE 0473587751 J.C. General Services CVBA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001673_CC_AIRB 549300U0BLKP6Y8LPX16 BE 0404778426 Katoen Natie BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001674_CC_AIRB 529900X1VAF3IXDZJ071 LE PEIGNE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001675_CC_AIRB 549300ROPVHSEKEMW107 BE 0807049797 LOCORAIL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001676_CC_AIRB 549300L6DOLPEQSOI005 BE 0405580655 MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001677_CC_AIRB 5493007JS0ZHJVBUWP18 BE 0456810810 MOBISTAR BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001678_CC_AIRB 549300V3ES7BVGYNRZ58 BE 0413630071 N.V BESIX S.A BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001679_CC_AIRB 529900P78BT1RIIYWY69 BE 0458885719 NUTRECO CAPITAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001680_CC_AIRB 549300XHGK09MEWMOL68 BE 0419457296 Ontex bvba BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001681_CC_AIRB 5299009CBE6VJXABZS81 BE 0436410522 RAFFINERIE TIRLEMONTOISE — TIENSE SUIKERRAFFINADERERIJ BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001682_CC_AIRB 529900P4SONA6KVTRT86 BE 0428343981 RECTICEL INTERNATIONAL SERVICES BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001683_CC_AIRB 529900LK4T42CNH2U882 BE 0434475767 S.B. MANAGEMENT AND SERVICES BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001684_CC_AIRB 529900FTYUE9QOXMU884 BE 0434284638 SAINT-GOBAIN BENELUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001685_CC_AIRB 549300CCKFF44A550J72 BE 0400747580 SARENS BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001686_CC_AIRB 549300JTFH1WHCEMIN40 BE 0407139583 SD WORX BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001687_CC_AIRB HB7FFAZI0OMZ8PP8OE26 BE 0413330856 Society for Worldwide Interbank Financial Telecommunication BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001688_CC_AIRB 213800IS5GA1OZ8RBM85 BE 0473416418 TELENET nv BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001689_CC_AIRB 529900R7MYQQO8CHR962 BE 0403063902 TOTAL BELGIUM BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001690_CC_AIRB 5299003N2SCVNU16O909 BE 0403079441 Total Petrochemicals & Refining SA/NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001691_CC_AIRB 549300ZSTW3D1UXOXY91 BE 0412639681 TRACTEBEL ENGINEERING sa BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001692_CC_AIRB 529900F3AIQECS8ZSV61 UMICORE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001693_CC_AIRB 549300J5X4E65PJHE355 BE 0464538245 VPK SERVICES BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001694_CC_AIRB 5493002MUOV04NSPT571 2796756-1 RBC INVESTOR SERVICES TRUST CA Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001695_CC_AIRB 549300G6ZUFBJVLAJQ46 MERCURIA ENERGY TRADING SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001696_CC_AIRB 5299009K1FINARYDEC72 RENAULT FINANCE SA CH Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001697_CC_AIRB 549300WZRVQERM819Z90 1141987-6 CH02039235685 Schweizerische RÃ 1 4 ckversicherungs-Gesellschaft AG CH Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001698_CC_AIRB 52990031Q7PCTSUSRW11 2820823-9 HRB40498 LBBW Dublin Management GmbH DE Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001699_CC_AIRB 529900GHE5268QPEOH13 2537992-6 HRB106727 LIDL IRELAND GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001700_CC_AIRB 529900USFSZYPS075O24 1144838-8 HRB3790 VOLKSWAGEN FINANCIAL SERVICES AG DE Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001701_CC_AIRB 549300Y5BJOTCMUYT658 ARCELORMITTAL TREASURY SNC FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001702_CC_AIRB 969500KY4MRVCLM9HE48 EDF ENERGIES NOUVELLES FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001703_CC_AIRB 529900QI55ZLJVCMPA71 TOTAL CAPITAL FR Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001704_CC_AIRB 2138006E2VG89XLORJ06 02366682 YORKSHIRE WATER SERVICES LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001705_CC_AIRB 549300BPQYQ838KE1X51 UNIPEC ASIA COMPANY LIMITED HK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001706_CC_AIRB 213800SKZTSE2L1BII69 THAMES WATER UTILITIES CAYMAN FINANCE LIMITED KY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001707_CC_AIRB 0YQH6LCEF474UTUV4B96 KvK 34313428 0000 ENEL FINANCE INTERNATIONAL N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0001708_CC_AIRB 4ME66GO1Q4T87C52WS37 KvK 33134831 0000 GENERAL ELECTRIC INTERNATIONAL INC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001709_CC_AIRB 1310Z AR Equity Argentina AR Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001710_CC_AIRB 1525Z AU Equity Australia AU Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001711_CC_AIRB 1480Z AV Equity Austria AT Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001712_CC_AIRB 43886Z BD Equity Bangladesh BD Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001713_CC_AIRB 111136Z BB Equity Belgium BE Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001714_CC_AIRB 1323Z BZ Equity Brazil BR Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001715_CC_AIRB 129225Z BU Equity Bulgaria BG Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001716_CC_AIRB 80710Z CN Equity Canada CA Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001717_CC_AIRB 45793Z CI Equity Chile CL Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001718_CC_AIRB PRCH CH Equity China CN Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001719_CC_AIRB 1153Z CB Equity Colombia CO Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001720_CC_AIRB 1040Z CP Equity Czech Republic CZ Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001721_CC_AIRB 1271Z DC Equity Denmark DK Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001722_CC_AIRB 1083Z EY Equity Egypt EG Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001723_CC_AIRB 1000Z ET Equity Estonia EE Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001724_CC_AIRB 1306Z FH Equity Finland FI Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001725_CC_AIRB 223727Z FP Equity France FR Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001726_CC_AIRB 3413Z GR Equity Germany DE Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001727_CC_AIRB 1004Z GA Equity Greece GR Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001728_CC_AIRB 1182Z HB Equity Hungary HU Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001729_CC_AIRB 1504Z IN Equity India IN Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001730_CC_AIRB 1133Z IJ Equity Indonesia ID Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001731_CC_AIRB 1266Z ID Equity Ireland IE Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001732_CC_AIRB 3343943Z IT Equity Israel IL Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001733_CC_AIRB 2103Z IM Equity Italy IT Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001734_CC_AIRB JAPZ JP Equity Japan JP Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001735_CC_AIRB 1001Z KN Equity Kenya KE Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001736_CC_AIRB 3344606Z LR Equity Latvia LV Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001737_CC_AIRB 1092Z LH Equity Lithuania LT Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001738_CC_AIRB 1110Z LX Equity Luxembourg LU Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001739_CC_AIRB 1124Z MK Equity Malaysia MY Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001740_CC_AIRB 5753Z US Equity Malta MT Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001741_CC_AIRB 1426Z MM Equity Mexico MX Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001742_CC_AIRB 1096Z MC Equity Morocco MA Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001743_CC_AIRB 1533Z NA Equity Netherlands NL Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001744_CC_AIRB 46443Z NZ Equity New Zealand NZ Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001745_CC_AIRB 1233Z NO Equity Norway NO Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001746_CC_AIRB 279379Z PM Equity Philippines PH Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001747_CC_AIRB 1084Z PW Equity Poland PL Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001748_CC_AIRB 1174Z PL Equity Portugal PT Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001749_CC_AIRB 1089Z RO Equity Romania RO Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001750_CC_AIRB 4458Z RU Equity Russia RU Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001751_CC_AIRB 3344642Z AB Equity Saudi Arabia SA Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001752_CC_AIRB 1545Z SP Equity Singapore SG Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001753_CC_AIRB 1023Z SK Equity Slovakia SK Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001754_CC_AIRB 1091Z SV Equity Slovenia SI Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001755_CC_AIRB 50184Z SJ Equity South Africa ZA Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001756_CC_AIRB ROKZ KS Equity South Korea KR Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001757_CC_AIRB 1841Z SM Equity Spain ES Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001758_CC_AIRB 204283Z EK Equity Sudan SD Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001759_CC_AIRB 1179Z SS Equity Sweden SE Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001760_CC_AIRB 344758Z SW Equity Switzerland CH Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001761_CC_AIRB 116657Z TT Equity Taiwan TW Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001762_CC_AIRB 1179Z TB Equity Thailand TH Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001763_CC_AIRB 114144Z TI Equity Turkey TR Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001764_CC_AIRB 1089Z UZ Equity Ukraine UA Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001765_CC_AIRB 3344698Z UH Equity United Arab Emirates AE Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001766_CC_AIRB 6152Z LN Equity United Kingdom GB Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001768_CC_AIRB 6152Z LN Equity United States US Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001769_CC_AIRB 1069Z VC Equity Venezuela VE Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001770_CC_AIRB 231715Z VN Equity Vietnam VN Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001771_CC_AIRB ZTMSNXROF84AHWJNKQ93 INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT US Sovereign sample General Governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach GG_0001772_CC_AIRB QKL54NQY28TCDAI75F60 INTERNATIONAL FINANCE CORPORATION US Sovereign sample General governments Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001773_CC_AIRB BFXS5XCH7N0Y05NIXW11 3531454Z NA EQUITY ABN Amro NL Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001774_CC_AIRB CNE100000Q43 1288 HK EQUITY Agricultural Bank of China CN Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001775_CC_AIRB 3U8WV1YX2VMUHH7Z1Q21 IE0000197834 ALBK ID EQUITY ALLIED IRISH BANKS PLC IE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001776_CC_AIRB 5299009N55YRQC69CN08 GRS015013006 ALPHA GA EQUITY Alpha Bank GR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001777_CC_AIRB JHE42UYNWWTJB8YTTU19 AU000000ANZ3 ANZ AU EQUITY ANZ AU Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001778_CC_AIRB 549300CTUU1RFXHQJE44 US0594603039 BBD US EQUITY Banco Bradesco BR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001779_CC_AIRB JU1U6S0DG9YLT7N8ZV32 PTBCP0AM0007 BCP PL EQUITY BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) PT Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001780_CC_AIRB QE0Q0253K88YAGNPE356 BRBBASACNOR3 BBAS3 BZ EQUITY Banco Do Brasil BR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001781_CC_AIRB 5493006P8PDBI8LC0O96 IT0005002883 BP IM EQUITY Banco Popolare IT Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001782_CC_AIRB 9DJT3UXIJIZJI4WXO774 US0605051046 BAC US EQUITY Bank of America Corp. US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001783_CC_AIRB 54930053HGCFWVHYZX42 CNE1000001Z5 3988 HK EQUITY Bank of China CN Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001784_CC_AIRB CNE100000205 3328 HK EQUITY Bank of Communications CN Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001785_CC_AIRB CO6GC26LCGGRTUESIP55 HK0023000190 23 HK EQUITY Bank of East Asia Ltd. HK Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001786_CC_AIRB Q2GQA2KF6XJ24W42G291 IE0030606259 BKIR ID EQUITY BANK OF IRELAND IE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001787_CC_AIRB NQQ6HPCNCCU6TUTQYE16 CA0636711016 BMO CN EQUITY Bank of Montreal CA Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001788_CC_AIRB WFLLPEPC7FZXENRZV188 US0640581007 BK US EQUITY Bank of New York Mellon Corp. US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001789_CC_AIRB L3I9ZG2KFGXZ61BMYR72 CA0641491075 BNS CN EQUITY Bank of Nova Scotia CA Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001790_CC_AIRB 549300685QG7DJS55M76 ES0113307021 BKIA SM EQUITY Bankia ES Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001791_CC_AIRB VWMYAEQSTOPNV0SUGU82 ES0113679I37 BKT SM EQUITY BANKINTER ES Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001792_CC_AIRB G5GSEF7VJP5I7OUK5573 GB0031348658 BARC LN EQUITY Barclays Plc GB Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001794_CC_AIRB VDYMYTQGZZ6DU0912C88 1103165-5 BLGZ GR EQUITY Bayerische Landesbank DE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001795_CC_AIRB K8MS7FD7N5Z2WQ51AZ71 ES0113211835 BBVA SM EQUITY BBVA ES Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001796_CC_AIRB A5GWLFH3KM7YV2SFQL84 CCBG BB EQUITY Belfius (Ex-Dexia bank) BE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001797_CC_AIRB R0MUWSFPU8MPRO8K5P83 FR0000131104 BNP FP EQUITY BNP Paribas FR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001798_CC_AIRB 9695005MSX1OYEMGDF46 3692594z fp equity BPCE FR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001799_CC_AIRB 7CUNS533WID6K7DGFI87 ES0140609019 CABK SM EQUITY CaixaBank ES Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001800_CC_AIRB 2IGI19DL77OX0HC3ZE78 CA1360691010 CM CN EQUITY Canadian Imperial Bank of Commerce CA Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001801_CC_AIRB CNE1000001Q4 998 HK EQUITY China CITIC Bank CN Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001802_CC_AIRB 5493001KQW6DM7KEDR62 CNE1000002H1 939 HK EQUITY China Construction CN Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001803_CC_AIRB CNE100000SL4 601818 CH EQUITY China Everbright Bank CN Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001804_CC_AIRB 549300MKO5B60FFIHF58 CNE1000002M1 3968 HK EQUITY China Merchants Bank CN Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001805_CC_AIRB 549300HBUGSQD1VCXG94 CNE100000HF9 1988 HK EQUITY China Minsheng Banking Corp., Ltd. CN Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001806_CC_AIRB 6SHGI4ZSSLCXXQSBB395 US1729674242 C US EQUITY Citigroup US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001807_CC_AIRB 851WYGNLUQLFZBSYGB56 1106139-7 DE000CBK1001 CBK GY EQUITY Commerzbank DE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001808_CC_AIRB MSFSBD3QN1GSN7Q6C537 AU000000CBA7 CBA AU EQUITY Commonwealth AU Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001809_CC_AIRB 969500TJ5KRTCJQWXH05 FR0000045072 ACA FP EQUITY Crédit Agricole FR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001810_CC_AIRB 9695000CG7B84NLR5984 CMUT FP EQUITY Crédit Mutuel FR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001811_CC_AIRB ANGGYXNX0JLX3X63JN86 CH0012138530 CSGN VX EQUITY Credit Suisse CH Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001812_CC_AIRB MAES062Z21O4RZ2U7M96 DK0010274414 DANSKE DC EQUITY Danske Bank DK Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001813_CC_AIRB 7LTWFZYICNSX8D621K86 1106989-5 DE0005140008 DBk GY EQUITY Deutsche Bank DE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001814_CC_AIRB 549300GKFG0RYRRQ1414 NO0010031479 DNB NO EQUITY DNB NOR NO Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001815_CC_AIRB 529900HNOAA1KXQJUQ27 1107041-4 DE0008343104 DGBK GR EQUITY DZ BANK AG Deutsche Zentral-Genossenschaftsbank DE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001816_CC_AIRB JEUVK5RWVJEN8W0C9M24 GRS323003004 EUROB GA EQUITY EFG EUROBANK ERGASIAS GR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001817_CC_AIRB PQOH26KWDF7CG10L6792 AT0000652011 EBS AV EQUITY Erste Group Bank AG AT Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001818_CC_AIRB 549300GGF3CSCFS5UT61 PTBES0AM0007 BES PL EQUITY ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) PT Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001819_CC_AIRB THRNG6BD57P9QWTQLG42 US3167731005 FITB US EQUITY Fifth Third Bancorp US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001820_CC_AIRB 784F5XWPLTWKTBV3E584 US38141G1040 GS US EQUITY Goldman Sachs Group US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001821_CC_AIRB MLU0ZO3ML4LN2LL2TL39 GB0005405286 HSBA LN EQUITY HSBC Holdings GB Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001823_CC_AIRB CNE000001QZ7 601166 CH EQUITY Industrial Bank of China CN Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001824_CC_AIRB 5493002ERZU2K9PZDL40 CNE1000003G1 1398 HK EQUITY Industrial Commercial Bank of China CN Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001825_CC_AIRB 3TK20IVIUJ8J3ZU0QE75 NL0000303600 INGA NA EQUITY ING NL Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001826_CC_AIRB 2W8N8UU78PMDQKZENC08 IT0000072618 ISP IM EQUITY Intesa IT Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001827_CC_AIRB 635400DTNHVYGZODKQ93 ILOA ID EQUITY Permanent TSB Group Holdings Plc IE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001828_CC_AIRB BZO2P8KHO2O10H5QQ663 BRITUBACNPR1 ITUB4 BZ EQUITY Itaú Unibanco Holding BR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001829_CC_AIRB 8I5DZWZKVSZI1NUHU748 US46625H1005 JPM US EQUITY JPMorgan Chase & Co. US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001830_CC_AIRB 3M5E1GQGKL17HI6CPN30 DK0010307958 JYSK DC EQUITY Jyske Bank DK Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001831_CC_AIRB 213800X3Q9LSAKRUWY91 BE0003565737 KBC BB EQUITY KBC BE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001832_CC_AIRB 549300XXMOJSIW8P4769 KR7060000007 060000 KS EQUITY Kookmin Bank KR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001833_CC_AIRB B81CK4ESI35472RHJ606 1001144-3 2525Z GR EQUITY Landesbank Baden-Württemberg DE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001834_CC_AIRB 549300PPXHEU2JF0AM85 GB0008706128 LLOY LN EQUITY Lloyds Banking Group GB Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001836_CC_AIRB 4ZHCHI4KYZG2WVRT8631 AU000000MQG1 MQG AU EQUITY Macquarie AU Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001837_CC_AIRB PSNL19R2RXX5U3QWHI44 IT0000062957 mb im equity Mediobanca SpA IT Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001838_CC_AIRB JP3902900004 8306 JP EQUITY Mitsubishi UFJ Financial Group JP Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001839_CC_AIRB RB0PEZSDGCO3JS6CEU02 JP3885780001 8411 JP EQUITY Mizuho Financial Group JP Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001840_CC_AIRB J4CP7MHCXR8DAQMKIL78 IT0001334587 BMPS IM EQUITY Monte Dei Paschi IT Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001841_CC_AIRB IGJSJL3JD5P30I6NJZ34 US6174464486 MS US EQUITY Morgan Stanley US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001842_CC_AIRB F8SB4JFBSYQFRQEH3Z21 AU000000NAB4 NAB AU EQUITY National Australia Bank AU Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001843_CC_AIRB 549300XFX12G42QIKN82 0916972D LN EQUITY Nationwide Building Society GB Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001845_CC_AIRB 549300B3CEAHYG7K8164 JP3762600009 8604 JP EQUITY Nomura Holdings JP Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001846_CC_AIRB DSNHHQ2B9X5N6OUJ1236 1124864-8 2531Z GR EQUITY Norddeutsche Landesbank DE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001847_CC_AIRB 6SCPQ280AIY8EP3XFW53 SE0000427361 NDA SS EQUITY Nordea SE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001848_CC_AIRB 549300GLF98S992BC502 US6658591044 NTRS US EQUITY Northern Trust Corp. US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001849_CC_AIRB 7437003B5WFBOIEFY714 OP Osuuskunta FI Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001850_CC_AIRB CFGNEKW0P8842LEUIA51 US6934751057 PNC US EQUITY PNC Financial Services Group US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001851_CC_AIRB DG3RU1DBUFHT4ZF9WN62 682055Z NA EQUITY Rabobank NL Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001852_CC_AIRB EVOYOND2GGP3UHGGE885 AT0000606306 RBI AV EQUITY Raiffeisen Zentralbank Österreich AG AT Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001853_CC_AIRB ES7IP3U3RHIGC71XBU11 CA7800871021 RY CN EQUITY Royal Bank of Canada CA Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001854_CC_AIRB 2138005O9XJIJN4JPN90 GB00B7T77214 RBS LN EQUITY Royal Bank of Scotland GB Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001856_CC_AIRB 5493006QMFDDMYWIAM13 ES0113900J37 SAN SM EQUITY Santander ES Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001857_CC_AIRB 549300WE6TAF5EEWQS81 RU0009029540 SBER RX EQUITY Sberbank RU Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001858_CC_AIRB F3JS33DEI6XQ4ZBPTN86 SE0000148884 SEBA SS EQUITY SEB SE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001859_CC_AIRB CNE0000011B7 600000 CH EQUITY Shanghai Pudong Development Bank CN Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001860_CC_AIRB O2RNE8IBXP4R0TD8PU41 FR0000130809 GLE FP EQUITY Société Générale FR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001861_CC_AIRB U4LOSYZ7YG4W3S5F2G91 GB0004082847 STAN LN EQUITY Standard Chartered Group GB Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001863_CC_AIRB 5493001JZ37UBBZF6L49 INE062A01012 SBIN IN EQUITY State Bank of India IN Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001864_CC_AIRB 549300ZFEEJ2IP5VME73 US8574771031 STT US EQUITY State Street Corp US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001865_CC_AIRB JP3890350006 8316 JP EQUITY Sumitomo Mitsui Financial Group JP Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001866_CC_AIRB 7E1PDLW1JL6TS0BS1G03 US8679141031 STI US EQUITY SunTrust Banks Inc. US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001867_CC_AIRB NHBDILHZTYCNBV5UYZ31 SE0000193120 SHBA SS EQUITY Svenska Handelsbanken SE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001868_CC_AIRB M312WZV08Y7LYUC71685 SE0000242455 SWEDA SS EQUITY Swedbank SE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001869_CC_AIRB GP5DT10VX1QRQUKVBK64 DK0010311471 SYDB DC EQUITY Sydbank DK Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001870_CC_AIRB NORZ JP EQUITY The Norinchukin Bank JP Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001871_CC_AIRB PT3QB789TSUIDF371261 CA8911605092 TD CN EQUITY Toronto-Dominion Bank CA Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001872_CC_AIRB N1GZ7BBF3NP8GI976H15 US9029733048 USB US EQUITY U.S. Bancorp US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001873_CC_AIRB 81560097964CBDAED282 UBI IM EQUITY UBI Banca IT Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001874_CC_AIRB BFM8T61CT2L1QCEMIK50 CH0024899483 UBSN VX EQUITY UBS CH Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001875_CC_AIRB 549300TRUWO2CD2G5692 IT0004781412 UCG IM EQUITY Unicredit IT Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001876_CC_AIRB IO66REGK3RCBAMA8HR66 SG1M31001969 UOB SP EQUITY United Overseas Bank Ltd. SG Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001877_CC_AIRB RU000A0JP5V6 VTBR RX EQUITY VTB Bank RU Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001878_CC_AIRB PBLD0EJDB5FWOLXP3B76 US9497461015 WFC US EQUITY Wells Fargo & Company US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001879_CC_AIRB EN5TNI6CI43VEPAMHL14 AU000000WBC1 WBC AU EQUITY Westpac AU Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001880_CC_AIRB KR7053000006 053000 ks equity Woori Finance Holding KR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001881_CC_AIRB 2138002Y3WMK6RZS8H90 NATIONAL BANK OF ABU DHABI AE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001882_CC_AIRB A6NZLYKYN1UV7VVGFX65 BE 0404453574 Argenta Spaarbank NV/SA BE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001883_CC_AIRB 529900WPR59SSV2AOJ29 BE 0414392710 BNP Paribas Fortis Factor BE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001884_CC_AIRB KGCEPHLVVKVRZYO1T647 BE 0403199702 BNP PARIBAS FORTIS SA/NV BE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001885_CC_AIRB 549300OZ46BRLZ8Y6F65 BE 0429875591 Euroclear Bank SA/NV BE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001886_CC_AIRB JLS56RAMYQZECFUF2G44 BE 0403200393 ING BELGIUM SA/NV BE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001887_CC_AIRB 5493008QOCP58OLEN998 BE 0404453475 Investar BE Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001888_CC_AIRB 6B2PBRV1FCJDMR45RZ53 BE 0462920226 KBC BANK NV BE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001889_CC_AIRB Q5BP2UEQ48R75BOTCB92 Ceskoslovenska obchodni banka as CZ Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001890_CC_AIRB KR6LSKV3BTSJRD41IF75 2900164-1 64948242 UNICREDIT CZ/SK PRA CZ Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001891_CC_AIRB 2ZCNRR8UK83OBTEK2170 1103210-9 HRB42148 Unicredit Bank AG DE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001892_CC_AIRB 529900GJD3OQLRZCKW37 1134792-9 HRB1819 VOLKSWAGEN BANK GMBH DE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001893_CC_AIRB CXW2O4H2U3MBVXMY1773 NORDEA BANK FINLAND PLC FI Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001894_CC_AIRB 969500VHCVGOH0RM3X42 AXA CORPORATE SOLUTIONS ASSURANCE FR Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001895_CC_AIRB 549300WCGB70D06XZS54 BNP Paribas Securities Services FR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001896_CC_AIRB 1VUV7VQFKUOQSJ21A208 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK FR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001897_CC_AIRB F4G136OIPBYND1F41110 DEXIA CREDIT LOCAL FR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001898_CC_AIRB KX1WK48MPD4Y2NCUIZ63 NATIXIS SA FR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001899_CC_AIRB QP3XKRKS0CX2T3O07L95 02857033 CARGILL GLOBAL FUNDING PLC GB Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001900_CC_AIRB 549300ZT0RVWCG8T4L55 03196171 CLERICAL MEDICAL INVESTMENT GROUP LTD GB Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001901_CC_AIRB TXDSU46SXBWIGJ8G8E98 00995939 RBC EUROPE GB Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001902_CC_AIRB 0LC1OXN013FUKQASJB58 1466050-0 ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED GG Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001903_CC_AIRB 2HI3YI5320L3RW6NJ957 1116658-4 THE HONGKONG AND SHA HK Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001904_CC_AIRB N1FBEDJ5J41VKZLO2475 3445100Z ID Equity CITIBANK EUROPE PLC IE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001905_CC_AIRB HRRVUBV0XN84YQZT6245 XS0227637500 DEPFA BANK PLC-DUBLIN HEAD OFFICE IE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001906_CC_AIRB EQYXK86SF381Q21S3020 3459384Z LN Equity MERRILL LYNCH INTERNATIONAL BANK LIMITED IE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001907_CC_AIRB 549300F99IL9YJDWH369 1105105-9 HSBC BANK MIDDLE EAST LIMITED JE Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001908_CC_AIRB C3GTMMZIHMY46P4OIX74 1123361-6 019901008846 THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE JP Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001909_CC_AIRB 549300OL514RA0SXJJ44 B9248 CLEARSTREAM BANKING S.A. LU Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001910_CC_AIRB 5493006YXS1U5GIHE750 European Investment Bank LU Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001911_CC_AIRB 549300X34UUBDEUL1Z91 XHB GR EQUITY HSBC BANK MALTA PLC MT Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001912_CC_AIRB G8ZTNESVNKW4NN761W05 KvK 33170459 0000 ABN AMRO CLEARING BANK NV NL Institutions sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001913_CC_AIRB X3CZP3CK64YBHON1LE12 KvK 33002587 1594 THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE NL Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001914_CC_AIRB HZSN7FQBPO5IEWYIGC72 ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE NZ Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001915_CC_AIRB 54930044PULMORCKB765 SAUDI ARABIAN MONETARY AGENCY SA Institutions sample Central banks Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001916_CC_AIRB CWZ8NZDH5SKY12Q4US31 Citibank AS TR Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001917_CC_AIRB B4TYDEB6GKMZO031MB27 Bank of America NA US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001918_CC_AIRB HPFHU0OQ28E4N0NFVK49 BANK OF NEW YORK MELLON US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001919_CC_AIRB E57ODZWZ7FF32TWEFA76 Citibank NA US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001920_CC_AIRB 7H6GLXDRUGQFU57RNE97 KvK 33278302 0000 JPMorgan Chase Bank N US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach IN_0001921_CC_AIRB 571474TGEMMWANRLN572 1203023-5 STATE STREET BANK AND TRUST COMPANY BOSTON — MASSACHUSETTS US Institutions sample Credit institutions Not applicable Not applicable Counterparty credit risk Advanced IRB approach LC_0000001_CC_SLSC 1040 58237v 0296104D AV EQUITY ALPINE Bau GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000002_CC_SLSC 5299005VO3GJ18GL5F14 8670870 310593f AMAG Austria Metall AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000003_CC_SLSC 549300VZKC61IR5U8G96 26972 50935f AT0000730007 ANDR AV EQUITY ANDRITZ AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000004_CC_SLSC 529900LMTI8YSE62EI88 LHA GF Equity AUSTRIAN AIRLINES AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000005_CC_SLSC 5299004QD601B8U1HD44 131830 109445z Austrian Gaming Industries GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000006_CC_SLSC 529900J7EWWGQ375DL84 2410 53507m AVL List GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000007_CC_SLSC 226424 58036y Bauunternehmung Granit Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000008_CC_SLSC 160431 89102h BENE AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000009_CC_SLSC 529900ZAFSOBVFCKF263 319670d 0456855D AV EQUITY Benteler International Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000010_CC_SLSC 5299000SY4448XU04857 847216 86959g CAG Holding GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000011_CC_SLSC 5299003V84MVB5A3C324 5762600 231192p CARBONES HOLDING GMBH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000012_CC_SLSC 529900G8XM6H1XVZBJ73 67504 99639d Casinos Austria Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000013_CC_SLSC 529900VN62L73X2OJX85 5200326 212163f conwert Immobilien Invest SE AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000014_CC_SLSC 7161956 270027z DCM DECOmetal GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000015_CC_SLSC 76350 67493f dm drogerie markt GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000016_CC_SLSC 5299002NFQKOBT1E8569 3570614 156765m DO & CO Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000017_CC_SLSC 5299004ARAOQMGTWCI13 125709 70342w Doppelmayr Seilbahnen GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000018_CC_SLSC 54930060U4XOVED1T359 5536812 223028h EconGas GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000019_CC_SLSC 529900WJZJAEI0VBLP60 Egger Holzwerkstoffe GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000020_CC_SLSC 52990048A4N0S24VG982 159026 42973x Eglo Leuchten GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000021_CC_SLSC 529900N8OA1GVSR5R946 30988 76532y Energie AG Oberösterreich AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000022_CC_SLSC 529900BMPGUGAFYYAV45 6106 126805d Energie Burgenland AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000023_CC_SLSC 529900WID59A60HHYX13 2795493 145825z Erber Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000024_CC_SLSC 529900P4JZBFEVNEAE60 EVN AV Equity EVN AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000025_CC_SLSC 9907106 347483f Felbermayr Holding GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000026_CC_SLSC 549300FQ2ILBH7DJ6I45 1754530 42984m Flughafen Wien Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000027_CC_SLSC 529900RJAN0LNMW7Q775 1312138 89381v HABAU Hoch- und Tiefbaugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000028_CC_SLSC 5299000X53SAWQMDFF06 58114 26451z Hofer Kommanditgesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000029_CC_SLSC 1640348 47654f Hyundai Import Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000030_CC_SLSC 529900RQJADHH91ABP14 2777363 144991y Infineon Technologies Austria AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000031_CC_SLSC 529900DSSMPIR6R3GO43 130311 64543t J. u. A. Frischeis Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000032_CC_SLSC 5299008ARRNJFPBNTM78 4155033 178368g Kapsch BusinessCom AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000033_CC_SLSC 529900A9NX1TM65N4176 21369 99133i KELAG-Kärntner Elektrizitäts-Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000034_CC_SLSC 1376136 94579m Leiner Immobilien GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000035_CC_SLSC 25798 32725a Leyrer + Graf Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000036_CC_SLSC 1216520 106825x Management Trust Holding Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000037_CC_SLSC 529900JYVV57QBKV9G11 1991078 35673k MFC Commodities GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000038_CC_SLSC 529900WFARKZGRCQ8652 MONTANA TECH COMPONENTS GMBH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000039_CC_SLSC 213800CUWJ54846X6779 1760513 40450k Montanwerke Brixlegg Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000040_CC_SLSC 529900UUANUJ60MNMX97 71396w 7716424Z AV EQUITY ÖBB — Infrastruktur Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000041_CC_SLSC 529900UOHXZ1BIORCV04 6467385 248742y ÖBB-Personenverkehr Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000042_CC_SLSC 529900B76VL5KG71J029 6515541 250198p ÖBB-Postbus GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000043_CC_SLSC 529900UZY47TEIFNF978 6496644 249666g ÖBB-Produktion Gesellschaft mbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000044_CC_SLSC 549300V62YJ9HTLRI486 93363z AT0000743059 OMV AV EQUITY OMV Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000045_CC_SLSC 3512231 154148p Österreichische Bundesforste AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000046_CC_SLSC 529900IFAV83BX8O1O91 526819 33393h AT0000758305 PAL AV EQUITY PALFINGER AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000047_CC_SLSC 957313 115289v QuadraCir AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000048_CC_SLSC 5299000HTNHA5ACH9N32 1074393 56247t 495680Z AV EQUITY Red Bull GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000049_CC_SLSC 529900ENFTO28GS3KF76 1813722 78563i Rohöl-Aufsuchungs Aktiengesellschaft AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000050_CC_SLSC 5299005U4ZMMSYUJ5G02 7113951 267218v ROXCEL Handelsgesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000051_CC_SLSC 5493000C4S664YT7T556 38229 51350s Salzburg AG für Energie, Verkehr und Telekommunikation AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000052_CC_SLSC 549300XBCUMUR5CI0181 Sappi Papier Holding GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000053_CC_SLSC 5299002XAOMQWAIZMA51 271020 128056v Schmid Industrieholding G.m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000054_CC_SLSC 52990021T5LVTQOGSU18 39594 60562m Siemens Aktiengesellschaft Österreich AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000055_CC_SLSC 52990020WIPPT0HC0V31 Steinhoff Europe AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000056_CC_SLSC 529900TYYSRJH2VJSP60 421065 88983h AT000000STR1 STR AV EQUITY Strabag SE AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000057_CC_SLSC 529900BTWJ6SISLJ5854 5880980 235264b SWARCO AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000058_CC_SLSC 529900SCL1LJL8PZNI48 501247 83175t Swietelsky Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000059_CC_SLSC 529900V54UV5XQUK5S85 FN155563W TKA AV Equity Telekom Finanzmanagement GmbH AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000060_CC_SLSC 529900OOW8ELHOXWZP82 UN9 GS Equity UNIQA Insurance Group AG AT Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000061_CC_SLSC 549300IFXHQIB5POT565 3734340 162844b VAMED ENGINEERING GmbH & CO KG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000062_CC_SLSC 5299006UDSEJCTTEJS30 45926 76023z AT0000746409 VER AV EQUITY VERBUND AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000063_CC_SLSC 529900ZAXBMQDIWPNB72 2147807 66209t AT0000937503 VOE AV EQUITY voestalpine AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000064_CC_SLSC 5299008VQJD65XCUPR16 1134770-5 HRA661038 6830553Z AV EQUITY Voith Turbo GmbH & Co. KG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000065_CC_SLSC 529900VXIFBHO0SW2I31 46434 77676f AT0000831706 WIE AV EQUITY Wienerberger AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000066_CC_SLSC 529900OS67T49AW45S74 194255 121150m 665707Z AV EQUITY WIENERBERGER FINANZ SERVICE GMBH AT Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000067_CC_SLSC 529900OJFTLS1RYWIF55 9565779 336561v XXXLutz KG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000068_CC_SLSC 529900IIODYNYAZ2ID26 ZUMTOBEL AG AT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000069_CC_SLSC 54930002QM8QVWM56E14 Amcor Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000070_CC_SLSC WZE1WSENV6JSZFK0JC28 BHP AU EQUITY BHP Billiton Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000071_CC_SLSC 6026550Z AU EQUITY Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000072_CC_SLSC JOR7RJTXUXBRJ4UA5G70 CCL AT Equity Coca-Cola Amatil Limited AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000073_CC_SLSC 549300HPMK7UWN02N804 PA3337938 CWN AT Equity Crown Group Finance Limited AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000074_CC_SLSC LEI AU EQUITY Leighton Holdings Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000075_CC_SLSC ACMHD8HWFMFUIQQ8Y590 MQG AU EQUITY Macquarie Group Ltd AU Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000076_CC_SLSC ZSN2LWNPYW6ISMRUC664 ORG AU EQUITY Origin Energy Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000077_CC_SLSC 5493008XVFHYYV0YHN70 HUWA GF Equity Powercor Australia, LLC AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000078_CC_SLSC YLXNW6TI6QSK1H8H0N82 QAN AU EQUITY Qantas Airways Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000079_CC_SLSC 520433129 SPT AU EQUITY Spotless Holding SAS AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000080_CC_SLSC PCTXNQGRJVR3OG33JG65 TLS AT Equity Telstra Corporation Limited AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000081_CC_SLSC 5493003L32ZX9557ST85 WES AU EQUITY Wesfarmers Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000082_CC_SLSC QNWEWQBS7HP85QHXQL92 Woolworths Ltd AU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000083_CC_SLSC G05OZ4J4E05KDATL0J93 AG Insurance BE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000084_CC_SLSC 549300IHBDUTUNQJJB79 16342 AGFB BB EQUITY Agfa-Gevaert NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000085_CC_SLSC 549300N22C0GCT5BUD97 26198 AJINOMOTO OMNICHEM BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000086_CC_SLSC 116163 ALBELEC BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000087_CC_SLSC 225626 ALCATAN BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000088_CC_SLSC 5493008H3828EMEXB082 ABI BB EQUITY Anheuser-Busch InBev NV/SA [ABInBev] BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000089_CC_SLSC 549300BKDDQ56JWCBT72 1098030 AQUAFIN BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000090_CC_SLSC 549300B4HNIJSAWU1C95 1138391 ARPAL MANAGEMENT BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000091_CC_SLSC 213800R1F1EJYM4ICO85 444734706 BE 0444734706 Barry Callebaut Services BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000092_CC_SLSC 549300CWRXC5EP004533 BELG BB Equity Belgacom S.A. BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000093_CC_SLSC 549300R9I8GUZLNIV408 890082292 Brussels Airport Company S.A./N.V. BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000094_CC_SLSC 433287 CENTRE HOSPITALIER CHRETIEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000095_CC_SLSC 81095 CHAUSSURES CECIL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000096_CC_SLSC 549300IP2F5TKUC0GF38 82988 CHEMITEX BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000097_CC_SLSC 549300TM914CSF6KI389 149177 COFB BB EQUITY COFINIMMO BE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000098_CC_SLSC 184723 COLLIGNON ENG. BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000099_CC_SLSC 201775 COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000100_CC_SLSC 213800DMG7PUQHINO388 BE 0401641663 Louis Delhaize — Compagnie franco-belge d'Alimentation BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000101_CC_SLSC 255648 DOD BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000102_CC_SLSC 1145532 EDIFICIO BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000103_CC_SLSC T0YOOBZO4L6YAD6SAV65 14206 403170701 ELEB BB EQUITY ELECTRABEL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000104_CC_SLSC 549300JC3HI3K7ZSYU66 1329681 ELEM BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000105_CC_SLSC 549300S1MP1NFDIKT460 BE 0476388378 ELI BB Equity ELIA SYSTEM OPERATOR BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000106_CC_SLSC 5493001XW6MSHRMFLU28 ENI GY Equity eni finance international SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000107_CC_SLSC 549300VO7PUETX031S03 10309 BE 0860004176 ETEXCO SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000108_CC_SLSC 13771 ETS DE SIMONE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000109_CC_SLSC 52990053AH5LF0YZWD07 Euler Hermes Europe BE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000110_CC_SLSC 549300D80RYON74MEJ03 18181 EURN BB EQUITY Euronav NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000111_CC_SLSC 8RDWFWPP4PLMZ5PPQH32 Fluxys G SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000112_CC_SLSC 25281 G EN J VASTGOED BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000113_CC_SLSC 65807 HOET TRUCKING & RENTING BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000114_CC_SLSC 549300M48VNC2Z0MDG47 71844 HOTTLET FROZEN FOODS BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000115_CC_SLSC 549300GR6U0KHJD7DG07 IKEA SERVICE CENTRE N.V. BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000116_CC_SLSC 84089 INTERNATIONAL ORE ET FERTILIZER BELGIUM BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000117_CC_SLSC 85640 JEAN WAUTERS-ACIERS SPECIAUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000118_CC_SLSC 111717 M.G.S. BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000119_CC_SLSC 5493004FKZI586397240 Magotteaux International SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000120_CC_SLSC 549300Q80KFPKZC6BQ79 144096 MENOUQUIN BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000121_CC_SLSC 166601 N.V BESIX S.A BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000122_CC_SLSC 5493002HHHFTG6G3BG36 BE 0431676229 OME BB EQUITY OMEGA PHARMA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000123_CC_SLSC 168945 OPIO BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000124_CC_SLSC 192350 PHARMACIES SERVAIS BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000125_CC_SLSC 54930064JCEXFA8M0W31 202291 BE 0405747040 PRAYON BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000126_CC_SLSC 204834 PRO CONCEPT M P J BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000127_CC_SLSC 549300NMIBTX17HWF142 233001 RARE GEMS BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000128_CC_SLSC 549300X72GEQB1X8K911 247664 ROULARTA MEDIA GROUP BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000129_CC_SLSC 529900PY79CWSUGVK810 249233 S.A. CORMAN BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000130_CC_SLSC 549300O3VKWJUM16UI64 257312 SAMIR GEMS BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000131_CC_SLSC 213800WWE8U6DC99NP03 SCR Sibelco NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000132_CC_SLSC 257564 SEADCO BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000133_CC_SLSC 213800WDGKCVWZAN1N02 1051701 465409265 0790057D BB EQUITY SILFIN NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000134_CC_SLSC 294964 SOBEMO BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000135_CC_SLSC 302642 SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000136_CC_SLSC 549300BB5CXGL9YV0D53 303429 SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000137_CC_SLSC 303783 SOCIETE D'APPLICATIONS ET DE TRAVAUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000138_CC_SLSC 549300MMVL80RTBP3O28 556814 SOLB BB EQUITY Solvay SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000139_CC_SLSC 923107 TEAM KALORIK GROUP BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000140_CC_SLSC 549300ZKLIF7RP6EH823 BE 0412101728 TESB BB EQUITY Tessenderlo Chemie BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000141_CC_SLSC 953398 TEX ALLIANCE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000142_CC_SLSC 1044409 TOP-TEX BENELUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000143_CC_SLSC 2138008J191VLSGY5A09 UCB BB EQUITY UCB SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000144_CC_SLSC 529900F3AIQECS8ZSV61 UMI BB EQUITY Umicore SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000145_CC_SLSC 5493008MCDJ4Y6D5SI04 1113512 UNISTEEL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000146_CC_SLSC 1140588 UNIVERSITE LIBRE DE BRUXELLES BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000147_CC_SLSC 549300TRHV6F6IE14H93 1159858 BE 0404060032 Van Hool nv BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000148_CC_SLSC 1231271 VASTGOED MANAGEMENT ASSOCIATIE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000149_CC_SLSC 529900RAZGQHX0VFTK05 Volkswagen Group Services S.A. BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000150_CC_SLSC 549300NWW2UDYHH65J03 1911623 WILDO PROPERTIES BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000151_CC_SLSC 5299007TSQVOLXOABA65 1364744 ZF WIND POWER ANTWERPEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000152_CC_SLSC 4P8GJCF52NVFW7UL4C95 18630 ACE US Equity ACE Tempest Reinsurance Ltd. BM Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000153_CC_SLSC 549300J3KKX1PEJGDW36 ACGL US Equity Arch Reinsurance Ltd. BM Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000154_CC_SLSC UNZWILHE4KMRP9K2L524 34678 NCLH UW Equity NCL Corporation Ltd. BM Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000155_CC_SLSC V5EGRCZCH7FN6WX41891 OEH UN Equity Orient-Express Hotels Ltd. BM Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000156_CC_SLSC 549300F7ZDOIMR4PZW67 IPG US Equity Pacnet Limited BM Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000157_CC_SLSC V7TL7UQFHNWUEMDZ3X02 RNR US Equity Renaissance Reinsurance Ltd. BM Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000158_CC_SLSC 5493008CA3NMHYEVT131 VimpelCom Ltd. BM Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000159_CC_SLSC BMG455841020 HAL TRUST BM Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000160_CC_SLSC 5493001QYTIDILBVYO18 Companhia Brasileira de Aluminio BR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000161_CC_SLSC 549300TH5Q6VRP8OT012 ABI LI Equity Companhia de Bebidas das Americas (AmBev) BR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000162_CC_SLSC 549300EM51WYXFHUY333 Embraer S.A. BR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000163_CC_SLSC FIBR3 BZ EQUITY Fibria Celulose SA BR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000164_CC_SLSC 5493000J801JZRCMFE49 XPBR SQ Equity Petroleo Brasileiro S.A. — PETROBRAS BR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000165_CC_SLSC VALE5 BZ EQUITY Vale SA BR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000166_CC_SLSC LXVM6T3LO7QIZ8LUZ688 Votorantim Cimentos S.A. BR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000167_CC_SLSC 55S3547PRDP469JRO238 2880814 AGU CT Equity Agrium Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000168_CC_SLSC 4B4HI3CGXMBDC0G6BM51 AC/A CT Equity Air Canada CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000169_CC_SLSC 549300OSW32RVX8CCZ87 ANCUF PQ Equity Alimentation Couche-Tard Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000170_CC_SLSC DR5LKEURSR8SXLM64266 7501889 ALA CT Equity AltaGas Ltd. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000171_CC_SLSC 0O4KBQCJZX82UKGCBV73 ABX CN EQUITY Barrick Gold Corp CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000172_CC_SLSC 5493001I9203PRB5KR45 BCE CT Equity BCE Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000173_CC_SLSC 549300VPM8ERH1Q42198 Bell Canada CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000174_CC_SLSC W7L3VLU8EHQY34Z36697 BBD/B CN EQUITY Bombardier Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000175_CC_SLSC 36ZUFRRMJERSM4Q0S289 746053 BPO CT Equity Brookfield Office Properties Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000176_CC_SLSC 3SU7BEP7TH9YEQOZCS77 CNI UN Equity Canadian National Railway Company CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000177_CC_SLSC 5493008IGIA1HJMDJS40 1722453 CNQ CT Equity Canadian Natural Resources Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000178_CC_SLSC NXIVWPYOIVYXFF6WCZ47 CVE CN EQUITY Cenovus Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000179_CC_SLSC 549300WSRCZY73ZG3090 00326711660005 CGI GROUP INC. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000180_CC_SLSC XYSIJOU3HNVROZWNA008 UFS CT Equity Domtar Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000181_CC_SLSC 98TPTUM4IVMFCZBCUR27 ENB CN EQUITY Enbridge Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000182_CC_SLSC CZ72ZHBVKZXQRV3XFE26 ECA CN EQUITY Encana CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000183_CC_SLSC 549300679TRDUXPT7415 206654303 EPCOR Utilities Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000184_CC_SLSC I2YOHH65IBBT53JFYQ52 G CT Equity Goldcorp Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000185_CC_SLSC B1EEF6ML54YDWRC6ZK53 2015335496 Harvest Operations Corp. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000186_CC_SLSC 549300UEBMAQDN0K0R06 K CN EQUITY Kinross Gold Corp CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000187_CC_SLSC 95RWVLFZX6VGDZNNTN43 MG CN EQUITY Magna International Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000188_CC_SLSC 6Q7WW7FQZR6X22IL2I79 Nexen Energy ULC CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000189_CC_SLSC 549300O4ZJZZOHH4H804 3572862 NBD CT Equity Norbord Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000190_CC_SLSC 5493007M1XGU5E55ZJ25 NOVA Chemicals Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000191_CC_SLSC 549300HDLRTPBQU69P29 BIN CT Equity Progressive Waste Solutions Ltd. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000192_CC_SLSC 549300A0QNNPY14D9106 SCC CT Equity Sears Canada Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000193_CC_SLSC 3XCBVWUPHGBZ5GF7TY15 SU CN EQUITY Suncor Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000194_CC_SLSC NQWTWUIL1PK7V7N5Y468 TLM CN EQUITY Talisman Energy Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000195_CC_SLSC T8KI5SQ2JRWHL7XY0E11 TCK/B CN EQUITY Teck Resources Ltd [Ex-Teck Cominco Ltd] CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000196_CC_SLSC YHKQM2RIPKZYOZ6RVZ46 TK US Equity Teekay Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000197_CC_SLSC L2TEUTQ8OSHMJWVLCE40 T CT Equity TELUS Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000198_CC_SLSC 549300561UZND4C7B569 884903 TOC GF Equity Thomson Reuters Corporation CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000199_CC_SLSC HJZQGXYTVV2NWJZLPW74 TOM GY Equity Toyota Credit Canada Inc. CA Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000200_CC_SLSC 5BV01I6231JPDAPMGH09 TRP UN Equity TransCanada PipeLines Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000201_CC_SLSC PRAQ4VOSFIK7OQ8Z2512 4406354 VALE3 BS Equity Vale Canada Limited CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000202_CC_SLSC WT03B8BB1IX8WI9ZGV02 Vermilion Energy Inc. CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000203_CC_SLSC 549300WHE4O6UJ2KU013 Yamana Gold Inc CA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000204_CC_SLSC 5493003DNMEAO1DT3F51 ABBN VX EQUITY ABB Ltd [Asea Brown Boveri] CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000205_CC_SLSC NI14Y5UMU60O7JE9P611 ADEN VX EQUITY Adecco SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000206_CC_SLSC 549300Q3WREIMQYFBC20 0170576D SW EQUITY Ameropa AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000207_CC_SLSC 5493007KVRV2OKRXFA55 CH-020.3.035.716-8 AML LN Equity Amlin AG CH Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000208_CC_SLSC 529900H7ZPIGI2U3CJ14 AXPO TRADING AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000209_CC_SLSC 213800Y5RWKLDPUTT265 BARN SW EQUITY Barry Callebaut AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000210_CC_SLSC 529900UPDCU6WEL7W167 BALN VX Equity Basler Versicherung AG CH Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000211_CC_SLSC 2816554-6 HRB54517 DE000DCAG010 7705815Z SW EQUITY DEMAG CRANES AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000212_CC_SLSC 5493002MXX2JLKWLE880 567151Z SW EQUITY Duferco SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000213_CC_SLSC 549300I08UA8SMJON743 CH-270.3.002.354-9/ DUFN EB Equity Dufry international AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000214_CC_SLSC 549300ADLU67CYBFIW70 CH-645.1.008.684-9 Elsevier Finance SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000215_CC_SLSC 529900Y8BGAFVVVYVN24 GATE SE Equity gategroup Holding AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000216_CC_SLSC 213800SVRMQA1TD91D41 GIVN VX Equity Givaudan SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000217_CC_SLSC 213800PSSU2QXF1WLR89 GLEN LN EQUITY Glencore International AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000218_CC_SLSC 549300DHSS9U1QKJZG57 KvK 34275373 0000 1002136Z SW EQUITY GUNVOR INTERNATIONAL BV CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000219_CC_SLSC 529900EHPFPYHV6IQO98 HOLN VX EQUITY Holcim Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000220_CC_SLSC 529900Q0YED3805QXQ66 KUEHNE AND NAGEL INTERNATIONAL AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000221_CC_SLSC 52990074N8ID7UPV7A95 LIEBHERR-INTERNATIONAL AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000222_CC_SLSC 549300EFW4H2TCZ71055 Lonza Group AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000223_CC_SLSC KY37LUS27QQX7BB93L28 CH-550.0.067.293-5 CH0038863350 NESN.VX NESTLE SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000224_CC_SLSC 529900I2PEF1FN6N6723 2284161Z SW EQUITY Nord Stream AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000225_CC_SLSC NOVN VX EQUITY Novartis AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000226_CC_SLSC 549300HUJ5CJUX02RS52 OMV SUPPLY & TRADING AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000227_CC_SLSC 5299002JRTT699WFOV74 OMYA (Schweiz) AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000228_CC_SLSC 549300HMJAFUW4NSKI73 Paul Reinhart AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000229_CC_SLSC ROG VX EQUITY Roche Holding Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000230_CC_SLSC 529900PTQ0Z1J44SHZ08 CH-100.3.010.656-7 STLN SE Equity SCHMOLZ + BICKENBACH AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000231_CC_SLSC 549300R3N69ECGYPU434 SIK IX Equity Sika AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000232_CC_SLSC 213800Z8NOHIKRI42W10 NL0000226223 STM FP EQUITY STMICROELECTRONICS NV CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000233_CC_SLSC 5493000KUC3Z24U77V93 SLHN VX Equity Swiss Life Holding AG CH Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000234_CC_SLSC 5493005SL9HHOXS3B739 CHE-102.753.938 SCMN VX Equity Swisscom AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000235_CC_SLSC 549300HTOMQG20JYV568 SYNN VX Equity Syngenta AG CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000236_CC_SLSC KSVC38RP5WL6C6LJGG03 TYC US Equity Tyco International Ltd. CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000237_CC_SLSC 549300VBJS7MG74G2H60 Weatherford International Ltd CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000238_CC_SLSC WOS LN EQUITY Wolseley Plc CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000239_CC_SLSC XTA LN EQUITY Xstrata Plc CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000240_CC_SLSC 50ZCTKCMUDIABGHX3R52 Zurich Insurance Company CH Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000241_CC_SLSC 549300IF4IFG0FS0RM26 AESGENER CC Equity AES Gener S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000242_CC_SLSC 549300NLTGCFV7482429 CENCOSUD CC Equity Cencosud S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000243_CC_SLSC 549300YP3P0JZBLIV197 EMPRESA NACIONAL DEL PETROLEO CL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000244_CC_SLSC 549300G475ACIABB4385 USG49215AA73 CMPC CC Equity Inversiones CMPC S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000245_CC_SLSC 549300HX3UUDPEFTG707 LAN CC Equity Latam Airlines Group S.A. CL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000246_CC_SLSC 549300RUPF4SKMJPUR70 BLT LN Equity Minera Escondida Limitada CL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000247_CC_SLSC 600031 CH EQUITY Sany Heavy Industry Co Ltd CN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000248_CC_SLSC A25574TZFLBNK7NWQT47 PRE CT Equity Pacific Rubiales Energy Corp. CO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000249_CC_SLSC 724500JV0VHPRVANL538 5778 ANN4327C1220 HUNTER DOUGLAS NV CW Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000250_CC_SLSC 213800MRTA64ULUE9919 CARBO ONE LIMITED CY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000251_CC_SLSC 549300OEZB4GETCGFX34 GUNVOR GROUP LTD CY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000252_CC_SLSC 549300IVA1PZNX2MN285 0163947D CY EQUITY Mercuria Energy Group Ltd CY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000253_CC_SLSC 2138001LK2Z2HSER4U15 PRS NO EQUITY PROSAFE CY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000254_CC_SLSC 31570010000000137835 1131604 29287391 ALTA, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000255_CC_SLSC 31570010000000116592 657856 25572881 ARMATURY Group a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000256_CC_SLSC 31570010000000075367 765380 28402758 BAK stavební společnost, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000257_CC_SLSC 31570010000000115525 834699 46504940 Cerea, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000258_CC_SLSC 31570010000000034336 1023328 70994226 České dráhy, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000259_CC_SLSC 315700CTFRL3U2DNMO58 633919 25085689 CETELEM ČR, a.s. CZ Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000260_CC_SLSC 529900S5R9YHJHYKKG94 CZ0005112300 CEZ CP EQUITY CEZ a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000261_CC_SLSC 315700XJHXU2PD40RU82 865668 48589837 DEKTRADE a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000262_CC_SLSC 529900C5PL4JGDILRZ94 837043 46678468 HOCHTIEF CZ a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000263_CC_SLSC 31570010000000099520 644725 25322257 IMOS Brno, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000264_CC_SLSC 31570010000000032687 1086806 931 METALIMEX a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000265_CC_SLSC 315700JDC49X4VSP6Z49 601013 14915 Metrostav a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000266_CC_SLSC 31570066GBSS7JYFEL35 817880 45193592 MJM Litovel a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000267_CC_SLSC 31570010000000120084 832322 46342796 OHL ŽS, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000268_CC_SLSC 31570010000000009116 699640 26463318 OTE, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000269_CC_SLSC 31570010000000026285 671247 25860038 Pars nova a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000270_CC_SLSC 315700LTSCT2O45NWM28 805950 43873189 PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000271_CC_SLSC 31570010000000115622 817271 45148155 Primagra, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000272_CC_SLSC 549300KL08IFWLTWLQ52 691287 26271303 Skanska a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000273_CC_SLSC 529900I8XOZDM4ZQSQ21 1025Z CP EQUITY Skoda Auto A.S. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000274_CC_SLSC 31570010000000031135 923751 62623753 ŠKODA TRANSPORTATION a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000275_CC_SLSC 213800Z39ZW4XHAAUA27 725860 27195147 SMP CZ, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000276_CC_SLSC 3157004ICDH3MRKW7534 889798 60193336 Telefónica Czech Republic, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000277_CC_SLSC 31570010000000055191 617997 18050646 TŘINECKÉ ŽELEZÁRNY, a. s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000278_CC_SLSC 3157007C98ILJK5ST356 609769 15886492 UniCredit Leasing CZ, a.s. CZ Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000279_CC_SLSC 315700EFFOU65ETZ0V16 886003 531766 UNISTAV a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000280_CC_SLSC 31570010000000001356 672337 25877950 VÍTKOVICE HEAVY MACHINERY a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000281_CC_SLSC 31570010000000003490 710607 26823357 VÍTKOVICE POWER ENGINEERING a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000282_CC_SLSC 31570010000000015033 697350 26415623 W.A.G. payment solutions, a.s. CZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000283_CC_SLSC 5493005KH7FO1T5TMX47 1236614-2 ASG GY Equity AachenMuenchener Lebensversicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000284_CC_SLSC 549300JSX0Z4CW0V5023 1319784-3 ADIDAS AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000285_CC_SLSC 549300X1WWPGMS47QQ72 1215807-7 ASG GY Equity Advocard Rechtsschutzversicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000286_CC_SLSC 529900SO83U6ISM6DL85 2832395-4 HRA36525B ALBA Group plc & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000287_CC_SLSC 529900K9B0N5BT694847 1100627-7 ALV GY Equity Allianz SE DE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000288_CC_SLSC 529900C058B9OTVFTU36 2033673-1 HRB98981 ASKLEPIOS KLINIKEN GMBH HAMBURG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000289_CC_SLSC 549300FJWANEIJ25D318 1545974-6 Atlas Copco Energas GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000290_CC_SLSC 529900YNBT62HCUPRG10 1106210-6 AUGUST STORCK KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000291_CC_SLSC 5299005SHIN9ZK7GW242 1124841-6 HRB1775 DE0006766504 NDA GY EQUITY Aurubis AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000292_CC_SLSC 529900PXZU3YHO6HMD80 1130123-1 Axel Springer SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000293_CC_SLSC 529900AJX4TCFW0QT666 1104883-2 B. Braun Melsungen Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000294_CC_SLSC 529900PM64WH8AF1E917 1102017-9 HRB6000 DE000BASF111 BAS GR EQUITY BASF SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000295_CC_SLSC 529900XMQYET3NBF2363 2192515-1 HRB101375 DE0005168108 B5A GY EQUITY Bauer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000296_CC_SLSC 549300J4U55H3WP1XT59 1109561-9 BAYN GY EQUITY Bayer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000297_CC_SLSC YEH5ZCD6E441RHVHD759 1103190-3 BMW GY EQUITY Bayerische Motoren Werke AG [BMW AG] DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000298_CC_SLSC 529900SM0FDLLYATXU36 1103233-1 BAYWA AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000299_CC_SLSC 5299001BUUGXAREGE533 1103821-3 BTG GR EQUITY Bertelsmann SE & Co. KGaA DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000300_CC_SLSC 529900H0HULEN2BZ4604 1114115-7 BWMAHRB710296 GBF GY Equity Bilfinger SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000301_CC_SLSC 529900XBEZ2EYI9ZOV89 3010079-6 BMG Rights Management GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000302_CC_SLSC 529900FOTM78R9Q9NY89 1163617-2 HRB75534 2340173Z GR EQUITY BOSCH UND SIEMENS HAUSGERATE GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000303_CC_SLSC NNROIXVWJ7CPSR27SV97 2926464-5 BNR GY EQUITY Brenntag AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000304_CC_SLSC 529900OQDCYXCLQOAY53 1105482-2 Burda Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000305_CC_SLSC 5299000XH7YX33EJZP65 2730972-3 CARL ZEISS AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000306_CC_SLSC 52990076MX7KD2XYCH67 1111099-6 HRB9517 DE000CLS1001 CLS1 GY EQUITY Celesio AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000307_CC_SLSC 529900O4ND7T8ABIXF67 1235957-6 Claas Kommanditgesellschaft auf Aktien mbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000308_CC_SLSC 529900A7YD9C0LLXM621 1106273-4 HRB3527 DE0005439004 CON GY EQUITY CONTINENTAL AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000309_CC_SLSC 2294277Z GR EQUITY Coutinho & Ferrostaal GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000310_CC_SLSC 5299007VZZKH65OCN774 2781995-2 Cronimet Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000311_CC_SLSC 5299008ODF4EFHRI0G60 2402196-6 HRB8957 7097181Z GR EQUITY CWS-boco International GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000312_CC_SLSC 5299005LEM60UYKU5235 1106512-5 DACHSER Group SE & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000313_CC_SLSC 529900R27DL06UVNT076 2344103-3 HRB19360 DAI GR EQUITY Daimler AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000314_CC_SLSC 5299006S0UKN6D9ZP412 2451917-5 DB NETZ AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000315_CC_SLSC 529900I2DLZPTFPENJ05 1106744-4 DEHNER GMBH & CO KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000316_CC_SLSC 5299005A2ZEP6AP7KM81 2537834-0 ANN GF Equity Vonovia SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000317_CC_SLSC 52990063S23N13HU4E98 1818189-1 HRB50000B DBHN GR EQUITY DEUTSCHE BAHN AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000318_CC_SLSC 529900PH63HYJ86ASW55 1107110-7 HRB2168 LHA GY EQUITY DEUTSCHE LUFTHANSA AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000319_CC_SLSC 52990063W8KQHQMF4M43 2623414-6 DPW GF Equity Deutsche Post Finance B.V. DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000320_CC_SLSC 529900ITHU5Y51F1S257 1107106-5 DEUTSCHE SPARKASSEN LEASING AG & CO KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000321_CC_SLSC 549300V9QSIG4WX4GJ96 2185287-6 HRB6794 DTE GY EQUITY DEUTSCHE TELEKOM AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000322_CC_SLSC 529900KSWLV9JYE7NC83 2095980-5 HRB34977 DFS Deutsche Flugsicherung GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000323_CC_SLSC 529900QTO8D2QK2TJG32 1107340-0 Diehl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000324_CC_SLSC 529900Y1AT9MQF6UYT42 2836050-1 HRB203044 DMK DEUTSCHES MILCHKONTOR GMBH BREMEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000325_CC_SLSC 529900YZNQ3MUUZ02M47 1117002-4 HRB242 Douglas Holding AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000326_CC_SLSC 5299004W7VTLPROHR533 1125242-6 HRA8242 DR AUGUST OETKER KG BIELEFELD DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000327_CC_SLSC 529900EWEX125AULXI58 3008027-9 PAH3 GY EQUITY Dr Ing HCF Porsche AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000328_CC_SLSC 5493005UFVHY0PPNKD75 1107708-8 HRB7903HL DE0005550602 DRW3 GY EQUITY Drägerwerk AG & Co. KGaA DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000329_CC_SLSC 52990076FKBR9THZ8C62 2779318-1 DYWIDAG-Systems International GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000330_CC_SLSC 529900Z8W8S8J1P7U364 1105067-1 HRA9905 E BREUNINGER GMBH CO STUTTGART DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000331_CC_SLSC Q9MAIUP40P25UFBFG033 1134262-3 HRB22315 EOAN GY EQUITY E.ON SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000332_CC_SLSC 5299000MT7P9STUCL908 1137158-0 Ed. Züblin Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000333_CC_SLSC 529900JSFZ4TS59HKD79 2331844-7 EBK GR EQUITY Energie Baden-Wurttemberg AG [EnBW] DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000334_CC_SLSC 549300OQ94C7KRGGC351 2177540-8 ASG GY Equity Envivas Krankenversicherung AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000335_CC_SLSC 529900G1B8AXELNRG982 ALV GY Equity Euler Hermes Deutschland AG DE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000336_CC_SLSC 41GUOJQTALQHLF39XJ34 1518676-0 154407Z GR EQUITY Evonik Industries AG (Evonic) DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000337_CC_SLSC 529900L64X6KZZW19R71 1108854-9 4501Z GR EQUITY EWE AG [Energieversorgung Weser-Ems] DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000338_CC_SLSC 529900D7N2PTTZWFWN57 2579145-0 F.S. Fehrer Automotive GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000339_CC_SLSC 529900EI7R9SCEJP4T76 1109776-3 00311027000005 FERROSTAAL GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000340_CC_SLSC 529900WBP9HFX10RKB30 1110203-5 FLUGHAFEN MUNCHEN GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000341_CC_SLSC 529900VHM89GUAJ1RK35 1114926-7 HRB25 1048Z GR EQUITY FRANZ HANIEL & CIE GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000342_CC_SLSC 5299001ERX0K10IZUL40 1110198-7 FRAPORT AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000343_CC_SLSC XDFJ0CYCOO1FXRFTQS51 1110492-4 HRB11852 DE0005785604 FRE GY EQUITY FRESENIUS SE & CO. KGAA DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000344_CC_SLSC 5299006NS9FCLFHZVL76 1578686-6 HRB714579 Freudenberg SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000345_CC_SLSC 529900KXMB40SPYJD743 2052428-6 HRB36569B 7013717Z GR EQUITY GAZPROM Germania GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000346_CC_SLSC 549300PHUU0ZZWO8EO07 1122951-5 GEA GR EQUITY GEA Group AG [Global Engineering Alliance] DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000347_CC_SLSC 529900JGEOQMCDYOK785 1135188-9 Gelsenwasser AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000348_CC_SLSC 529900F916IVP0TJZK88 1051383-6 HRA11722 GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000349_CC_SLSC 5299006GD4UWSYZOKC28 2877346-3 HRB56040 GXI GY Equity Gerresheimer AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000350_CC_SLSC 529900OJM5EX75OD8032 1113335-2 Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000351_CC_SLSC 529900K6BWO03KP4GU58 1113443-4 Giesecke & Devrient Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000352_CC_SLSC 529900J0V7C8Z8MLN980 2943243-2 Gigaset Communications GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000353_CC_SLSC 529900LPAX2H9S4NKU05 1215951-3 Gothaer Finanzholding AG DE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000354_CC_SLSC 529900F4P4RV4Z50PI82 1114066-2 HRB527 GROSSKRAFTWERK MANNHEIM AG MANNHEIM DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000355_CC_SLSC HD52L5PJVBXJUUX8I539 2294348-4 HPL GR EQUITY Hapag-Lloyd AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000356_CC_SLSC 5299007CE1VJWKM99H49 1130882-2 HRB2680KI 4729Z GR EQUITY Hauptgenossenschaft Nord AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000357_CC_SLSC 529900MKHOFQI4A0XC48 2873755-9 HAWE Hydraulik SE DE Large corporate sample non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000358_CC_SLSC 52990022107L9199GO56 2588017-0 HDI Versicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000359_CC_SLSC 529900755OZXM37H4975 1115355-8 Heckler & Koch GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000360_CC_SLSC LZ2C6E0W5W7LQMX5ZI37 1126630-1 HRB330082 DE0006047004 HEI GY EQUITY HEIDELBERGCEMENT AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000361_CC_SLSC 529900ZM98OISTG16932 1115394-7 HDD GY Equity Heidelberger Druckmaschinen AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000362_CC_SLSC 529900PLX4ADJFWIY024 1135805-8 2550Z GR EQUITY Hella KGaA Hueck & Co DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000363_CC_SLSC 52990027B9ARY5AC8476 1115622-1 HELM AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000364_CC_SLSC 549300VZCL1HTH4O4Y49 1115688-2 HRB4724 DE0006048408 HEN3 GY EQUITY HENKEL AG & CO. KGAA DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000365_CC_SLSC 5493007EO7JOPWXHBJ27 1740986-3 HRB3364 Heraeus Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000366_CC_SLSC 529900BVZYMVDRRSXY68 1306869-7 HRB390485 3540636Z GR EQUITY HERRENKNECHT AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000367_CC_SLSC 529900O7US4NP0J6XD12 1179777-6 HETTICH HOLDING GMBH & CO OHG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000368_CC_SLSC 529900Y25S8NZIYTT924 1116241-9 HOT GY EQUITY Hochtief AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000369_CC_SLSC 5299008WW53GLXRORN29 1350826-2 HRB2311 HBM GY Equity Hornbach-Baumarkt-AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000370_CC_SLSC 529900LFVU534EBRXD13 1104693-5 HUGO BOSS AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000371_CC_SLSC TSI2PJM6EPETEQ4X1U25 2443536-4 IFX GY Equity Infineon Technologies AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000372_CC_SLSC 529900FFRTWZQXTTUB07 1193155-7 7573220Z GR EQUITY Intersnack Knabber-Gebäck GmbH & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000373_CC_SLSC 529900DJMOF0DTSWHO38 2850239-1 HRB40163 JUWI AG WÖRRSTADT DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000374_CC_SLSC 529900YURAYD4IJX2J91 1128982-4 HRB2669 SDF GY Equity K+S Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000375_CC_SLSC 1AW6P2GG0FOINEBZUQ05 VOD LN Equity Kabel Deutschland Vertrieb und Service GmbH. DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000376_CC_SLSC 529900WFRVF4SQ2EV734 1121308-9 HRA102851 509821Z GR EQUITY Kaufland Stiftung & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000377_CC_SLSC 529900CQ31CN6GV5LL52 2821686-9 NRWDUHRB20486 KCO GY Equity Kloeckner & Co. S.E. DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000378_CC_SLSC 5299001GRRO0Z25YZT52 1130169-4 Knorr-Bremse AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000379_CC_SLSC 529900IQ90WSXBWSTD78 1131272-5 KOENIG & BAUER AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000380_CC_SLSC 529900LUYJ0V8SOOT260 1173404-3 HRA4415 3612759z gr equity KRAFTVERKEHR NAGEL GMBH & CO. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000381_CC_SLSC 529900MAU9591GT2S236 2849255-1 KraussMaffei Technologies GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000382_CC_SLSC 529900NY2GSZWWUBW049 1120219-9 KRONES Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000383_CC_SLSC 529900BVAET534PD7C28 1119133-5 HRB21016 DE0006292006 KSB3 GY EQUITY KSB Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000384_CC_SLSC 529900VPRFDDIN7BE119 1117324-2 HRB22709 IWKG IX Equity KUKA AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000385_CC_SLSC 529900FR2K4P9L9XLV21 1119187-1 KWS SAAT SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000386_CC_SLSC 529900PTLRE72EMYIJ77 2451186-7 HRB53652 LXS GF Equity Lanxess AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000387_CC_SLSC 5299002HNCMIUBHOMK35 1121223-0 HRB202 DE0005408884 LEO GY EQUITY Leoni AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000388_CC_SLSC 529900EW0ZH7KAZ11H71 1797294-4 Lidl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000389_CC_SLSC WTV8QGD5UD7MMD4HS345 1121375-8 LIN GY Equity Linde AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000390_CC_SLSC 529900SL1W4KHVE18T81 1121582-9 LOHMANN + Co. AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000391_CC_SLSC 52990098TR1QJBWIYG58 1147145-5 MAHLE GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000392_CC_SLSC 52990018UPG26YRFSM46 1122332-8 HRB179426 DE0005937007 MAN GR EQUITY MAN SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000393_CC_SLSC 5299009Z8B0YE4ECMJ92 1044964-3 Media-Saturn Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000394_CC_SLSC 5299009WLGROB3HKM878 1522457-9 MEGGLE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000395_CC_SLSC 529900OAREIS0MOPTW25 2198479-4 HRB6164 MRK GF Equity Merck KGaA DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000396_CC_SLSC 5299001X9L42HXEBCZ51 1188960-7 MEO GY EQUITY Metro AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000397_CC_SLSC 529900JAY79MT50JBH87 MEYER WERFT GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000398_CC_SLSC 213800E45LWMBVNF3R85 3052190-0 NRWGRHRB8959 MNDI LN Equity Mondi Consumer Packaging International AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000399_CC_SLSC 529900807L67JY81RD65 2755947-5 MTX GY Equity MTU Aero Engines AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000400_CC_SLSC 529900ISR2VNZV1C0T93 1182822-5 MVV Energie AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000401_CC_SLSC 529900UXIUW801PQDI37 2597701-8 N-ERGIE AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000402_CC_SLSC 529900HVDYCUWVD0OE76 2551585-9 NORDEX SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000403_CC_SLSC 549300UH52ZS8O00MO03 1125476-0 Osram GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000404_CC_SLSC 529900LMI5FN0KFOE272 1125552-8 HRA62024 OTVR GR EQUITY OTTO (GMBH & CO.KG) DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000405_CC_SLSC 529900ELIX8Z8PQ6CU28 2593300-3 PAPIERFABRIK PALM GMBH & CO.KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000406_CC_SLSC 529900HT3KJHBHNHDT64 1397102-3 HRB6100 259743Z GR EQUITY PERI GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000407_CC_SLSC 52990037VWJGYKGP9877 1131747-6 HRA3551 2590Z GR EQUITY PHOENIX Pharmahandel GmbH & Co KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000408_CC_SLSC 5299008XQJHPTOF8R354 2696731-5 241336g 661074Z GR EQUITY Porsche Corporate Finance GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000409_CC_SLSC 529900NY0WWQUKOMWQ37 2399699-4 PSM GY EQUITY ProSiebenSat 1 Media SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000410_CC_SLSC 529900Z5KBA9KJP6EK09 1196360-0 R+V Versicherung AG DE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000411_CC_SLSC 5299001OU9CSE29O6S05 1127893-4 RHM GY EQUITY Rheinmetall AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000412_CC_SLSC 529900F0LT5OP4SV6122 1104684-4 Robert Bosch GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000413_CC_SLSC 529900BZ1C5S5WQENF25 2820967-4 HRB721056 ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000414_CC_SLSC 529900GB7KCA94ACC940 2531238-0 HRB14525 DE0007037129 RWE GY EQUITY RWE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000415_CC_SLSC 529900Q5SR06C5T8NO26 1128992-3 HRB8372 7015557Z GR EQUITY Salzgitter Mannesmann Handel GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000416_CC_SLSC 529900D6BF99LW9R2E68 1308819-0 SAP GY EQUITY SAP SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000417_CC_SLSC 529900JL0HDVGZMUJF32 3043578-8 Schaeffler Verwaltung Zwei GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000418_CC_SLSC 529900D8QMD1LL0E2393 2800313-5 Schletter GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000419_CC_SLSC 529900DG0F6AGQAP6N55 1131407-7 55234831 SCHOLZ Holding GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000420_CC_SLSC 5299009QTM3SJL9BNR19 2209676-2 Schott AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000421_CC_SLSC 529900ZCRUJ3J5PYWX81 2577577-6 RPW GR EQUITY SENVION GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000422_CC_SLSC 52990038IB31TYK07X63 1129569-8 SGL GY Equity SGL Carbon SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000423_CC_SLSC W38RGI023J3WT1HWRP32 1129508-6 HRB12300B SIE GY EQUITY Siemens Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000424_CC_SLSC 529900M1LIO0SLOBAS50 1532176-3 HRB1562 DE0003304002 SOW GY EQUITY Software AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000425_CC_SLSC 549300WM0X4AUT710770 3278292-2 Springer Science+Business Media Deutschland GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000426_CC_SLSC 529900FMTTLMH0P0DL10 1473528-6 STADA Arzneimittel Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000427_CC_SLSC 549300YTRYZPM57T3319 1132051-2 STADTWERKE HANNOVER AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000428_CC_SLSC 529900QOJGJ2975GD560 2971375-7 Stahlgruber Otto Gruber AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000429_CC_SLSC 5299003M4PGUGL48LS74 3094881-4 Styrolution Group GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000430_CC_SLSC 529900Y2V1QWBDCBT818 2653119-4 Südwestdeutsche Medien Holding GmbH DE Large corporate sample non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000431_CC_SLSC 529900S8QNB101D40S72 1130211-4 SZU GY EQUITY Sudzucker AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000432_CC_SLSC 529900D82I6R9601CF26 2819960-2 HRB200436 SYMRISE AG HOLZMINDEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000433_CC_SLSC 529900P710MOUBKZDL27 2269857-5 HEESHRB85143 Techem GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000434_CC_SLSC 529900COI81IT9N2Y682 3009289-4 HRB180660 THÜGA HOLDING GMBH + CO KGAA MÜNCHEN DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000435_CC_SLSC 549300UDG16DOYUPR330 2411649-3 HRB9092 DE0007500001 TKA GR EQUITY THYSSENKRUPP AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000436_CC_SLSC 529900JBK6KNC4HSW032 1672825-5 Tönnies Holding GmbH & Co. KG DE Large corporate sample non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000437_CC_SLSC 52990021AYVJLL2XMK94 2182800-9 HRB16654 7010965Z GR EQUITY TRIMET ALUMINIUM SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000438_CC_SLSC 529900SL2WSPV293B552 1126744-0 TUI1 GY EQUITY TUI AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000439_CC_SLSC 3VEKWPJHTD4NKMBVG947 2353095-9 United Internet AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000440_CC_SLSC XQMNIROSQAS7Y9TT7I97 NRWKOHRA24116 LBTYA UW Equity Unitymedia Hessen GmbH & Co. KG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000441_CC_SLSC 529900I1IDJLEXFUYN67 3340688-5 WELTBILD GMBH & CO. KG, AUGSBURG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000442_CC_SLSC 529900AGED6PJE9AVL37 3185940-8 Vier Gas Transport GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000443_CC_SLSC 52990023338VFV5AIN59 1134669-9 HRA3389 VIESSMANN WERKE GMBH CO KG ALLENDORF DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000444_CC_SLSC W24EDTPHEV8NJOD4FA29 1627667-7 VNG-Verbundnetz Gas Aktiengesellschaft DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000445_CC_SLSC 5299004TYSI0Z73QUE46 1227804-0 HRB725621 Voith GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000446_CC_SLSC 529900NNUPAGGOMPXZ31 1134796-0 VOW3 GY EQUITY Volkswagen AG [VW] DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000447_CC_SLSC 0NURKC5Q3CJYZPPK5046 1134904-0 WACKER CHEMIE AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000448_CC_SLSC 529900KKY5IMBX35M241 2679160-8 HRB7736 Wasser und Gas Westfalen GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000449_CC_SLSC 529900KQ44OJDIDU6J81 1135571-6 WEPA Hygieneprodukte GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000450_CC_SLSC 5299006E92R0717GXP27 3189637-6 HRA16706 0892272D GR EQUITY WINGAS GmbH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000451_CC_SLSC 529900A8LX4KL0YUTH71 2543621-3 WDI GY Equity Wirecard AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000452_CC_SLSC 529900CAYOWB8YIG7X25 1136858-6 ZF FRIEDRICHSHAFEN AG DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000453_CC_SLSC 549300D2K6PKKKXVNN73 22756214 DK0010244425 MAERSKB DC EQUITY A.P.Møller-Mærsk A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000454_CC_SLSC 63965812 A/S SCHOUW & CO DK Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000455_CC_SLSC 549300ADWYS7RRJ8BG19 14244441 Aalborg Portland A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000456_CC_SLSC 549300Y047DQV30CKT47 49723911 ABENA HOLDING A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000457_CC_SLSC 549300PLP6WVTICKLD32 10526949 ALM. BRAND FORSIKRING A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000458_CC_SLSC 529900IJ6T4P1O10R377 25313763 ARLA FOODS A.M.B.A DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000459_CC_SLSC 25511484 Atea A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000460_CC_SLSC 213800KB128IK92MCD10 44782510 AVK Holding A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000461_CC_SLSC 2138009LJ6FGTV868W59 22069519 BYGMA GRUPPEN A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000462_CC_SLSC 5493008YL42784DMWN61 25508343 DK0010181676 CARLB DC EQUITY Carlsberg Breweries A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000463_CC_SLSC 27626904 Catering Engros A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000464_CC_SLSC 213800JF2XSR5NXGL660 12760043 Cheminova A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000465_CC_SLSC 549300MKPW8ZF3E8MW37 28318677 Chr. Hansen Holding A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000466_CC_SLSC 213800AWZ8U3FVALIO26 26259495 Coop Danmark A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000467_CC_SLSC 213800UW822WLK2HZF47 Copenhagen Airports Denmark ApS DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000468_CC_SLSC 529900BWY373HVUNIC90 28527411 Dagrofa ApS DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000469_CC_SLSC 13878595 Dagrofa S-Engros A/S (Foodservice) DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000470_CC_SLSC 213800FJJH5XFNFIAK90 23256118 Damstahl A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000471_CC_SLSC 5493007I2KABJNYPD639 20165715 DANFOSS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000472_CC_SLSC 59789317 Danish Agro A.M.B.A DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000473_CC_SLSC 21380063C9WS18D6WJ21 26121264 Danish Crown A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000474_CC_SLSC 2138007QUZXQLFGCSV45 24246930 DANSK LANDBRUGS GROVVARESELSKAB A DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000475_CC_SLSC 549300FQY6MX8USM0112 35954716 4166777Z DC EQUITY Dansk Supermarked A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000476_CC_SLSC 549300JUFTJMOTC28B39 28113951 Danske Commodities A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000477_CC_SLSC 213800ZCQ8X5QYJWVQ60 42344613 Det Danske Hedeselskab DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000478_CC_SLSC 549300JZVW1Y1UZ5UK38 14194711 DFDS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000479_CC_SLSC W9NG6WMZIYEU8VEDOG48 36213728 DONG Energy A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000480_CC_SLSC 529900X41C0BSLK67H70 58233528 DK0060079531 DSV DC EQUITY DSV A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000481_CC_SLSC 213800K83X1E9HF1MD69 55828415 DT Group A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000482_CC_SLSC 529900C0U279ORGJC950 45349918 Ecco Sko A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000483_CC_SLSC 213800Z47P2HZJKJSK23 75272014 EGM. INT. HOLD A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000484_CC_SLSC 549300JN1F17UXJMM315 17225898 ENERGI DANMARK A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000485_CC_SLSC 5299003X050CWGDW1Z87 Energinet.dk SOV DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000486_CC_SLSC 213800MXXDGQ3ITPXI41 58180912 DK0010234467 FLSMIDTH & CO. A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000487_CC_SLSC 549300036WZGCBDPDZ92 GF-Forsikring A/S (Unsolicited Ratings) DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000488_CC_SLSC 5493006R4KC2OI5D3470 56759913 H. Lundbeck A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000489_CC_SLSC 213800HTGI1CTA7CKP20 34728712 Hedegaard A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000490_CC_SLSC 213800NLXK98F6PC2R37 ISS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000491_CC_SLSC 549300RIPHN847476O42 J. LAURITZEN A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000492_CC_SLSC 54930032G32N1F8JBV10 KIRKBI INVEST A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000493_CC_SLSC UGKYQUOFW6QSIS3P4P93 47458714 LEGO DC EQUITY LEGO System A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000494_CC_SLSC 52990077KVK7QCK2NG31 56759514 LEO PHARMA A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000495_CC_SLSC 529900B5B2U7TIJN7757 MONJASA A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000496_CC_SLSC 213800WNLA5AH3U4WI67 12562233 MT HØJGAARD A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000497_CC_SLSC 549300UQ0QRC1KXGRE08 20293195 NEAS Energy A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000498_CC_SLSC 10845858 Nellemann Holding A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000499_CC_SLSC 529900197LKWCEQ0NL18 62725214 NKT HOLDING A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000500_CC_SLSC 2138007XB7AUOGS4N159 11142141 NORDIC SEAFOOD A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000501_CC_SLSC 2138005ON7KF6M74P542 81203113 Nordisk Dæk Import A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000502_CC_SLSC 549300DAQ1CVT6CXN342 NOVOB DC Equity Novo Nordisk A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000503_CC_SLSC 529900T6WNZXD2R3JW38 10007127 NOVOZYMES A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000504_CC_SLSC 213800LALFCP5FJXW153 62497718 Nowaco A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000505_CC_SLSC 213800PRY3GUP6B5GG04 39170418 OK A.m.b.A. DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000506_CC_SLSC 213800RE7TE67AUCJS21 11369677 Polar Seafood Denmark DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000507_CC_SLSC 213800QRC7LNX935OZ09 54879415 Rockwool International A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000508_CC_SLSC 42997811 SANISTÅL A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000509_CC_SLSC 549300M5XVDYG4I7CC28 14049673 Scan Global Logistics DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000510_CC_SLSC 5299003KG4JS99TRML67 31080185 SCANDINAVIAN TOBACCO GROUP A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000511_CC_SLSC 529900N96EOVRB114D28 14773908 DK0060228559 TDC DC EQUITY TDC A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000512_CC_SLSC 549300ZSIJREG4GDWJ45 Topdanmark A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000513_CC_SLSC 213800A5UXABGUQ3PX11 22460218 TORM A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000514_CC_SLSC 213800BIA5L8OPBER229 Tryg Forsikring A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000515_CC_SLSC 213800O8J7U9F8Q8VQ80 Tryg Garantiforsikring A/S DK Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000516_CC_SLSC 14003606 Tulip Food Company A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000517_CC_SLSC 54930026SJ2OBLO6M470 25481968 Verdo A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000518_CC_SLSC 549300DYMC8BGZZC8844 00311171460005 VESTAS WIND SYSTEMS A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000519_CC_SLSC 213800RM6L9LN78BVA56 71186911 WILLIAM DEMANT HOLDING A/S DK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000520_CC_SLSC 5493005044RTLQ5RZU70 Eesti Energia AS EE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000521_CC_SLSC 549300YENFNR57ZJ3X76 ABENER ENERGIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000522_CC_SLSC 8ZQH7RR6DBQZIX8PEQ84 ESA41002288 A41002288 ABG/P SM EQUITY ABENGOA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000523_CC_SLSC 549300GKFVWI02JQ5332 ESA08209769 A08209769 ABE SM EQUITY ABERTIS INFRAESTRUCTURAS SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000524_CC_SLSC 54930002KP75TLLLNO21 ESA31768138 A31768138 ANA SM EQUITY ACCIONA ENERGIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000525_CC_SLSC 95980020140005558665 ESA28004885 A28004885 ACS SM EQUITY Actividades de Construccion y Servicios SA [ACS Group] ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000526_CC_SLSC 213800NKU21ZN7P7RT54 ESA84409408 A84409408 AMS SM EQUITY Amadeus IT Group SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000527_CC_SLSC ESA26019992 A26019992 0468005D SM EQUITY AQUALIA GESTION INTEGRAL DEL AGUA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000528_CC_SLSC 95980020140005491929 A78839271 A3M ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000529_CC_SLSC 549300MXEGOT8MV1B924 ESA62186556 A62186556 ONO SM EQUITY CABLEUROPA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000530_CC_SLSC 549300CGERG48M7P5E96 CENTROS COMERCIALES CARREFOUR S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000531_CC_SLSC ESA46146387 A46146387 0612929D SM EQUITY COBRA INSTALACIONES Y SERVICIOS SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000532_CC_SLSC ESA20001020 A20001020 CAF SM EQUITY CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000533_CC_SLSC 95980020140005319366 ESA48012009 A48012009 OLE SM EQUITY DEOLEO SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000534_CC_SLSC 54930063C6K2TNFL6H10 DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000535_CC_SLSC ESA15139314 A15139314 DRC SM EQUITY DRAGADOS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000536_CC_SLSC 529900U1P1JEV71EBO44 ESA28006104 A28006104 4367465Z SM EQUITY EADS CONSTRUCCIONES AERONAUTICAS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000537_CC_SLSC 95980020140005374753 ESA28017895 A28017895 1082z sm equity EL CORTE INGLES S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000538_CC_SLSC 95980020140005491250 A48027056 ENO ELECNOR S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000539_CC_SLSC 213800VIN4XHLVFIOE10 A86484334 ENG SQ Equity Enagas Transportes, S.A.U. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000540_CC_SLSC 549300LHK07F2CHV4X31 ESA28023430 A28023430 ELE SM EQUITY ENDESA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000541_CC_SLSC 95980020140005732198 ESCAL UGS S L ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000542_CC_SLSC 95980020140005757903 ESA81939209 A81939209 FER SM EQUITY Ferrovial SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000543_CC_SLSC 95980020140005178328 ESA28037224 A28037224 FCC SM EQUITY FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000544_CC_SLSC 549300CKUXDA0CKRQJ56 ESA80477144 A80477144 GAM SM EQUITY GAMESA ENERGIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000545_CC_SLSC TL2N6M87CW970S5SV098 ESA08015497 A08015497 GAS SM EQUITY GAS NATURAL S.D.G. S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000546_CC_SLSC 95980020140005484363 ESB48943864 B48943864 495294Z SM EQUITY GESTAMP AUTOMOCION S L ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000547_CC_SLSC ESA58389123 A58389123 GRF SM EQUITY GRIFOLS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000548_CC_SLSC 213800OILC5Q9AR63B63 A09092305 Grupo Antolin-Irausa, S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000549_CC_SLSC ESA84173947 A84173947 1234Z SM EQUITY GRUPO ISOLUX CORSAN SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000550_CC_SLSC 5QK37QC7NWOJ8D7WVQ45 ESA48010615 A48010615 IBE SM EQUITY Iberdrola SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000551_CC_SLSC 549300GEL7LRGKK0DG70 Iberia Lineas Aereas de Espana S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000552_CC_SLSC GGYEFW27TI7Q3C3XB343 INDUSTRIA DE DISEÑO TEXTIL S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000553_CC_SLSC 95980020140005007414 INMOBILIARIA COLONIAL SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000554_CC_SLSC 549300D4HOJHH0LSET81 ESA41694266 A41694266 4516287Z SM EQUITY INSTALACIONES INABENSA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000555_CC_SLSC 95980020140005317620 ISOLUX INGENIERIA, S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000556_CC_SLSC 95980020140005606874 IZASA DISTRIBUCIONES TECNICAS S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000557_CC_SLSC 529900S4UWJNVO9LEH81 A60195278 4374129Z LIDL SUPERMERCADOS S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000558_CC_SLSC UIUPNLHSQI58ZL7O2J82 A78346558 MAP SQ Equity Mapfre Re, Compania de Reaseguros, S.A. ES Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000559_CC_SLSC 95980020140005021479 ESA79075438 A79075438 MEDIASET ESPAÑA COMUNICACION S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000560_CC_SLSC ESA78304516 A78304516 MEL SM EQUITY Melia Hotels International SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000561_CC_SLSC 95980020140005311703 NAVANTIA S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000562_CC_SLSC 95980020140005395317 ESA48010573 A48010573 OHL SM EQUITY OBRASCON HUARTE LAIN S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000563_CC_SLSC ESA36603587 A36603587 PVA SM EQUITY PESCANOVA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000564_CC_SLSC 549300N94L4D5NDBFG97 ESA28430882 A28430882 PROSEGUR COMPAÑIA DE SEGURIDAD S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000565_CC_SLSC 54930070W8XSY31XK130 ESA78003662 A78003662 REE SM EQUITY Red Electrica de Espana SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000566_CC_SLSC BSYCX13Y0NOTV14V9N85 A78374725 ES0273516007 REP GY Equity Repsol, S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000567_CC_SLSC ESA08000820 A08000820 DMM XT EQUITY S A DAMM ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000568_CC_SLSC 549300QHD5DP0GOPGX63 SOVENA ESPANA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000569_CC_SLSC 213800JEZBUPZKWJGF49 ESA28092583 A28092583 TRE SM EQUITY TECNICAS REUNIDAS S A ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000570_CC_SLSC 549300EEJH4FEPDBBR25 KvK 24269798 0000 TEF SM EQUITY TELEFONICA SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000571_CC_SLSC ESA08356727 A08356727 TST SM EQUITY TESTA INMUEBLES EN RENTA S.A. ES Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000572_CC_SLSC 549300FM9ZIJB5FCS825 TWINS ALIMENTACION SA ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000573_CC_SLSC 95980020140005462150 ESA79524054 A79524054 571979Z URBASER S.A. ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000574_CC_SLSC 5299008CBH6EAEH1VZ37 ESA28293348 A28293348 WORLD DUTY FREE GROUP S.A.U., ES Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000575_CC_SLSC 743700FHGZEV5UGCB005 FI0009010391 AHL1V FH EQUITY Ahlstrom Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000576_CC_SLSC 529900Q14KI1SCMIMO82 Bayer Nordic SE FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000577_CC_SLSC 5493002B0GOVF42KWX33 Cargotec Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000578_CC_SLSC 549300P8N0P6KDGTJ206 XS0946179529 TY2 GS Equity Citycon OYJ FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000579_CC_SLSC 743700TU2S3DXWGU7H32 0116510-6 XS0973806861 EIA GM Equity Elisa Corporation FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000580_CC_SLSC 7437006ZZI1F7CUA5518 Fingrid Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000581_CC_SLSC 213800SB6EOB8SSK9W63 FI0009003230 FIA1S FH EQUITY Finnair Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000582_CC_SLSC 743700BKTW4EQIVKYY42 FI0009000400 FIS1V FH EQUITY Fiskars Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000583_CC_SLSC 635400IUIZZIUJSAMF76 FI0009007132 FUM1V FH EQUITY Fortum Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000584_CC_SLSC 74370031Y7RK5H88CQ48 FI0009004824 KRA1V FH EQUITY Kemira Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000585_CC_SLSC 743700OX6HSVMCAHPB95 KESKO OYJ FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000586_CC_SLSC 2138001CNF45JP5XZK38 1927400-1 HRB57225 KC4 GR EQUITY Kone GmbH FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000587_CC_SLSC 2138007FRMWVPUDCMA45 FI0009007835 MEO1V FH EQUITY Metso Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000588_CC_SLSC 5493009GY1X8GQ66AM14 FI0009013296 NES1V FH EQUITY Neste Oil Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000589_CC_SLSC 549300A0JPRWG1KI7U06 FI0009000681 NOK1V FH EQUITY Nokia Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000590_CC_SLSC 743700YQIO8Y4L4WKR40 Nokian Renkaat Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000591_CC_SLSC 74370061PO7C10E3PA54 Norilsk Nickel Harjavalta Oy FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000592_CC_SLSC 5493009YRUJJDCFF0R80 FI0009002422 OUT1V FH EQUITY Outokumpu Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000593_CC_SLSC 549300R0VN9C371W0E07 FI0009014575 OTE1V FH EQUITY Outotec Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000594_CC_SLSC 743700X6KUJ0Z8GJIF03 POHJOLAN VOIMA OY FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000595_CC_SLSC 743700CIR72J2LJZO637 Ramirent Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000596_CC_SLSC 743700XJC24THUPK0S03 FI0009007694 SAA1V FH EQUITY Sanoma Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000597_CC_SLSC 743700IFQI6W89M1IY95 STOCKMANN OYJ ABP FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000598_CC_SLSC 7437000ZP669LKUTZ738 STERV FH EQUITY Stora Enso Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000599_CC_SLSC 743700LQ48IZBTZN4S52 0196656-0 XS1043513529 Teollisuuden Voima Oyj(TVO) FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000600_CC_SLSC 743700PKLY067IZIF588 Tikkurila Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000601_CC_SLSC 213800EC6PW5VU4J9U64 FI0009005987 UPM1V FH EQUITY UPM-Kymmene Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000602_CC_SLSC 743700G7A9J1PHM3X223 FI0009003727 WRT1V FH EQUITY Wärtsilä Oyj Abp FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000603_CC_SLSC 549300TLDC3IQX97WU26 Wihuri Packaging Oy FI Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000604_CC_SLSC 529900M13GM4VSTE6W80 YIT Oyj FI Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000605_CC_SLSC 969500QZC2Q0TK11NV07 AC FP EQUITY Accor SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000606_CC_SLSC 969500PJMBSFHYC37989 ADP FP Equity Aeroports de Paris S.A. (ADP) FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000607_CC_SLSC 969500AQW31GYO8JZD66 FR0000031122 AIR FRANCE -KLM FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000608_CC_SLSC 969500MMPQVHK671GT54 AI FP EQUITY Air Liquide SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000609_CC_SLSC 969500RAZNDFVFATTJ14 ALCATEL LUCENT INTERNATIONAL FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000610_CC_SLSC 969500CCRD8GYWLG6R54 542019096 FR0000130007 ALU FP EQUITY Alcatel Lucent S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000611_CC_SLSC 969500TZFFAS8XMVPQ44 ALALF UV Equity ALCATEL-LUCENT SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000612_CC_SLSC 549300W64S5Q0I46LK20 ALSTOM HOLDINGS SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000613_CC_SLSC 96950032TUYMW11FB530 ALO FP EQUITY Alstom SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000614_CC_SLSC 9695007B0RXQCHHTGR34 305207169 AREVA FP EQUITY AREVA NC FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000615_CC_SLSC 96950026BLIV09FMSM49 AKE FP EQUITY Arkema Group SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000616_CC_SLSC ATO FP EQUITY Atos Origin SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000617_CC_SLSC 213800U12KWYZEECZ934 572139996 ASF FP EQUITY AUTOROUTES DU SUD DE LA FRANCE SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000618_CC_SLSC 9695002SV2VP9CU42826 ARR FP EQUITY Autoroutes Paris-Rhin-Rhone SA [APRR] FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000619_CC_SLSC F5WCUMTUM4RKZ1MAIE39 AXA SA FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000620_CC_SLSC 969500MOCLNQFNZN0D63 572015246 EN LI Equity BOUYGUES SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000621_CC_SLSC 96950077L0TN7BAROX36 CAP FP EQUITY Cap Gemini Sogeti SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000622_CC_SLSC 549300B8P6MUJ1YWTS08 CA FP EQUITY Carrefour SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000623_CC_SLSC 969500VHL8F83GBL6L29 554501171 FR0000125585 CO FP EQUITY CASINO GUICHARD — PERRACHON FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000624_CC_SLSC 9695001K81BDUET02H66 CGM FP EQUITY Cegedim SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000625_CC_SLSC 969500FCVQ5SLAAUJV59 GA S1 Equity CGG FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000626_CC_SLSC 969500WESYQMQ1F2C272 CHRISTIAN DIOR FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000627_CC_SLSC 969500BZJ49IICIBZZ08 CMA CGM S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000628_CC_SLSC 969500QKVPV2H8UXM738 CNP FP Equity CNP Assurances FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000629_CC_SLSC 213800CP8292W9E8LJ69 552115891 DG FP Equity Cofiroute FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000630_CC_SLSC 969500DZBBMYHB8NAM93 552025314 FR0000121634 RE FP EQUITY COLAS SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000631_CC_SLSC NFONVGN05Z0FMN5PEC35 SGO FP EQUITY Compagnie de Saint-Gobain SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000632_CC_SLSC 549300SOSI58J6VIW052 ML FP EQUITY Compagnie Generale des Etablissements Michelin SCA [CGEM] FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000633_CC_SLSC 969500D8BWYH453FLN28 CRISTAL UNION FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000634_CC_SLSC 85OKW2SW05RZFQS1W718 JJ FP EQUITY Crown European Holdings SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000635_CC_SLSC 969500H6VMRN7AY1ZU14 441133808 85117Z FP EQUITY DCNS FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000636_CC_SLSC 9695006LOD5B2D7Y0N70 EDEN FP Equity Edenred S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000637_CC_SLSC FR0000130452 FGR FP EQUITY Eiffage SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000638_CC_SLSC 549300X3UK4GG3FNMO06 FR0010242511 EDF FP EQUITY Electricite de France SA [EDF] FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000639_CC_SLSC 9695001HM585I0NEI780 380543678 Elior FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000640_CC_SLSC 549300LUH78PG2MP6N64 Eramet SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000641_CC_SLSC 549300M3VH1A3ER1TB49 712049618 FR0000121667 EI FP EQUITY ESSILOR INTERNATIONAL FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000642_CC_SLSC 529900HC20ELW4B6XI30 Euler Hermes France FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000643_CC_SLSC 52990087UKA0U2TO8412 352383715 117052Z FP EQUITY EUROCOPTER SAS FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000644_CC_SLSC MINO79WLOO247M1IL051 EAD FP Equity European Aeronautic Defence & Space Co NV [EADS] FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000645_CC_SLSC 549300MCOOY1V7P2PG30 ETL FP Equity Eutelsat S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000646_CC_SLSC 969500WASBF8AZP8TC02 323288563 FR0000053142 LEY FP EQUITY FAIVELEY TRANSPORT FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000647_CC_SLSC 969500F0VMZLK2IULV85 FR0000121147 EO FP EQUITY Faurecia S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000648_CC_SLSC 969500UPKU9VF8XAEU18 775625767 1044Q FP EQUITY FINANCIERE AGACHE SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000649_CC_SLSC 969500P8M3W2XX376054 Fonciere des Regions FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000650_CC_SLSC 969500MCOONR8990S771 FTE FP EQUITY France Telecom SA / Orange SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000651_CC_SLSC 5493005GNGE7UFJCIL03 FBEL FP EQUITY Fromageries Bel SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000652_CC_SLSC 969500YWO65OHPVAHN71 GALERIES LAFAYETTE FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000653_CC_SLSC LAXUQCHT4FH58LRZDY46 FR0010208488 GSZ FP EQUITY GDF Suez SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000654_CC_SLSC 5299007I0OJCYZX6IL07 GEA Batignolles Technologies Thermiques SAS FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000655_CC_SLSC 9695003E4MMA10IBTR26 592014476 Gecina FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000656_CC_SLSC 9695004TMMZ3JBKJO332 377791967 UG FP Equity GIE PSA Tresorerie FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000657_CC_SLSC 969500ASEC557H5A4F22 476180625 Groupe Auchan S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000658_CC_SLSC 969500KMUQ2B6CBAF162 BN FP EQUITY Groupe Danone SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000659_CC_SLSC 969500O3KMCBQT8KGK58 Groupe Soufflet SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000660_CC_SLSC 969500FY5T5MLH4G9A95 RIA FP EQUITY Groupe Steria SCA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000661_CC_SLSC 969500LYSYS0E800SQ95 408168003 Holding Bercy Investissement SCA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000662_CC_SLSC 969500I3QVK40XEORU25 495137077 HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000663_CC_SLSC 969500UDH342QLTE1M42 582074944 FR0000035081 ICAD FP EQUITY ICADE FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000664_CC_SLSC 969500FZ9BTRZS3JNB97 342376332 FR0004035913 ILD FP EQUITY ILIAD FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000665_CC_SLSC 54930075MZSSIB2TGC64 449354224 FR0000120859 NK FP EQUITY IMERYS S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000666_CC_SLSC 9695002OY2X35E9X8W87 Ipsos SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000667_CC_SLSC 549300ORN5E1P46ATH26 440413730 IT IM Equity Italcementi Finance S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000668_CC_SLSC 9695009KV7AFPDEI5S30 DEC FP EQUITY JCDecaux SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000669_CC_SLSC 549300VGEJKB7SVUZR78 552075020 PP IM Equity Kering S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000670_CC_SLSC 969500PB4U31KEFHZ621 780152914 Klepierre S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000671_CC_SLSC 969500L0T16HX3R78P61 La Mondiale FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000672_CC_SLSC 9695000YG7TR7PAP0L59 222691Z FP EQUITY La Poste [France] FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000673_CC_SLSC 969500O558W10MK2JF76 Labco SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000674_CC_SLSC 549300DNNL29KCEPRZ85 FR0000120537 LG FP EQUITY Lafarge SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000675_CC_SLSC 969500VX2NV2AQQ65G45 MMB FP EQUITY Lagardere SCA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000676_CC_SLSC 969500TJLHIZLFRWEQ48 FR0010307819 LR FP EQUITY Legrand FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000677_CC_SLSC 969500C0B8YR7HT3OM14 221202Z FP EQUITY Limagrain SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000678_CC_SLSC 529900JI1GG6F7RKVI53 FR0000120321 OR FP EQUITY L'Oréal FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000679_CC_SLSC IOG4E947OATN0KJYSD45 MC FP EQUITY LVMH Moet Hennessy Louis Vuitton SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000680_CC_SLSC MDCA FP EQUITY Medica France SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000681_CC_SLSC 969500081CGAXB7YS433 424064707 Mercialys FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000682_CC_SLSC 969500DZ56QVIKRIU954 Monoprix SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000683_CC_SLSC 96950015FU78G84UIV14 NEX FP EQUITY Nexans SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000684_CC_SLSC 549300DMQNOND6LEVJ13 Novacap SA FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000685_CC_SLSC 969500CDLQKYAR1PT761 NutriXo SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000686_CC_SLSC 969500SHDTSMKBXKKO85 Oberthur Technologies S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000687_CC_SLSC 52990097YFPX9J0H5D87 FR0000120693 RI FP EQUITY PERNOD RICARD S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000688_CC_SLSC 969500TZ5950IT5FPQ42 UG FP EQUITY Peugeot SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000689_CC_SLSC 969500C0PA29TV19CT55 221410Z FP EQUITY Picard Surgeles SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000690_CC_SLSC PP FP EQUITY Pinault Printemps Redoute SA [PPR] FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000691_CC_SLSC 2138004KW8BV57III342 FR0000130577 PUB FP EQUITY Publicis Groupe SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000692_CC_SLSC 969500AI7V5V0J9TOU58 RAL FP EQUITY Rallye SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000693_CC_SLSC 5493004V6A3Z027YT216 RCO FP Equity Remy Cointreau S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000694_CC_SLSC 969500F7JLTX36OUI695 FR0000131906 RNO FP EQUITY RENAULT S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000695_CC_SLSC 969500VZN4KDEZ14C105 412280737 224063Z FP EQUITY RESEAU FERRE DE FRANCE FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000696_CC_SLSC 969500N6AVPA51648T62 RXL FP Equity Rexel SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000697_CC_SLSC 969500FO141C5967KC72 Roquette Freres FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000698_CC_SLSC 969500JRJW0K2ET1UP76 444619258 226514Z FP EQUITY RTE EDF TRANSPORT SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000699_CC_SLSC 969500UIC89GT3UL7L24 SAF FP EQUITY Safran SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000700_CC_SLSC 549300E9PC51EN656011 395030844 SAN FP Equity SANOFI S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000701_CC_SLSC 969500A1YF1XUYYXS284 SU FP EQUITY Schneider Electric SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000702_CC_SLSC 96950056ULJ4JI7V3752 SCR FP Equity SCOR SE FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000703_CC_SLSC 969500WP61NBK098AC47 SK FP EQUITY SEB SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000704_CC_SLSC 969500KDAUM9TYWQTR36 470801168 286575Z FP EQUITY SOC NATIONALE IMMOBILIERE FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000705_CC_SLSC 969500LCBOG12HXPYM84 SW FP EQUITY Sodexho Alliance SA [Sodexo] FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000706_CC_SLSC 9695005U38X1SF184325 552028425 QS3 GF Equity Solocal Group FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000707_CC_SLSC 969500VEVOWR22R2YR86 9876578Z FP Equity Sonepar SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000708_CC_SLSC 969500A4MXJ3ESPHK698 552049447 224507Z FP EQUITY STE NATIONALE DES CHEMINS DE FER FRANCAIS FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000709_CC_SLSC 9695001UJ7FMZ37G6N39 572119550 593377Z FP EQUITY SUCRES ET DENREES FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000710_CC_SLSC 9695002EVBYM5B2OIP31 4699377Z FP Equity Tarkett SAS FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000711_CC_SLSC 969500NQMNC0PVUY8V74 TEC FP EQUITY Technip SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000712_CC_SLSC 529900FNDVTQJOVVPZ19 HO FP EQUITY Thales SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000713_CC_SLSC 542051180 FR0000120271 FP FP EQUITY TOTAL SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000714_CC_SLSC 969500BWNQ1B0PI06I59 492520333 Tyrol Acquisition 2 SAS FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000715_CC_SLSC 969500SHQITWXSIS7N89 682024096 FR0000124711 UL NA EQUITY UNIBAIL RODAMCO SE FR Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000716_CC_SLSC 5493006IH2N2WMIBB742 FR FP Equity Valeo S.A. FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000717_CC_SLSC 969500P2Q1B47H4MCJ34 VK FP EQUITY Vallourec SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000718_CC_SLSC 969500LENY69X51OOT31 VIE FP EQUITY Veolia Environnement SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000719_CC_SLSC 9695009YI1863TOVDP79 Vicat SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000720_CC_SLSC 213800WFQ334R8UXUG83 DG FP EQUITY Vinci SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000721_CC_SLSC 969500FU4DRAEVJW7U54 VIV FP EQUITY Vivendi SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000722_CC_SLSC 969500M98ZMIZYJD5O34 572174035 MF FP Equity Wendel FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000723_CC_SLSC 969500SFFMSIHH11UO32 ZC FP EQUITY Zodiac Aerospace SA FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000724_CC_SLSC 549300MJIRPTCHAYW359 7847174 ABP Finance Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000725_CC_SLSC 213800B4XZJ3ZDM7CL47 AFR LN Equity Afren plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000726_CC_SLSC 2138003R7TGCSVF27H47 SC177553 GB00B4WQ2Z29 AGK LN Equity AGGREKO PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000727_CC_SLSC 213800HPMHRN3PT62M97 06279732 0807384D LN EQUITY AIRTANKER FINANCE LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000728_CC_SLSC DTA07N5U5HK2KC1SCM04 01675285 GB0000282623 AMEC Foster Wheeler plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000729_CC_SLSC 2Y33NQ5FPI8PR8L9QX13 2854310 AML LN Equity Amlin PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000730_CC_SLSC 213800DL377MH46PDY63 4330322 Anglian Water Services Financing Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000731_CC_SLSC 549300S9XF92D1X8ME43 3564138 GB00B1XZS820 AAL LN EQUITY Anglo American Plc. GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000732_CC_SLSC VVT2B79I2Z4U3R6BY589 7876075 AON UN Equity Aon plc GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000733_CC_SLSC GB00B15Y0C52 AP ALTERNAT ASSETS GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000734_CC_SLSC 549300F4RYR1DNTO2O39 6137924 Arqiva Financing No. 1 Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000735_CC_SLSC GBQKSY6W7G0OHCQ8OQ72 293262 ABF LN Equity Associated British Foods PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000736_CC_SLSC PY6ZZQWO2IZFZC3IOL08 2723534 ZEG GY Equity AstraZeneca PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000737_CC_SLSC YF0Y5B0IB8SM0ZFG9G81 2468686 AV/ LN EQUITY Aviva Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000738_CC_SLSC 213800TSKOLX4EU6L377 02342138 GB0009697037 BAB LN Equity Babcock International Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000739_CC_SLSC 8SVCSVKSGDWMW2QHOH83 1470151 BA/ LN EQUITY BAE Systems Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000740_CC_SLSC CT4UIJ3TUKGYYHMENQ17 395826 GB0000961622 BBY LN EQUITY Balfour Beatty plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000741_CC_SLSC 2138006R85VEOF5YNK29 604574 BDEV LN EQUITY Barratt Developments Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000742_CC_SLSC 2138001T2QEV5RXMFI32 00053688 GB00B1FP8915 BBA LN Equity BBA AVIATION PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000743_CC_SLSC 1480047 BRSN LN Equity Berendsen Plc [ex-Davis Service Group Plc] GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000744_CC_SLSC 0134146D LN Equity Best Buy Europe Distributions Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000745_CC_SLSC V1LV067AJN766PCJIG11 3763515 BG/ LN Equity BG Energy Holdings Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000746_CC_SLSC 549300C116EOWV835768 3196209 BLT LN Equity BHP Billiton Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000747_CC_SLSC VK07P8T49UYFO085O712 3114356 BMW HB Equity BMW (UK) Capital plc GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000748_CC_SLSC 213800V93QFW53NB7Y29 1036959 Bodycote International Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000749_CC_SLSC 213800TGK6XXFA2TBO31 3558065 Boparan Holdings Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000750_CC_SLSC 213800M11ELCLQ8VF938 4011660 Bourne Leisure Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000751_CC_SLSC 549300ZPID4GQRDWI318 1104733-9 HRB113611 BP/ LN EQUITY BP Europa SE DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000752_CC_SLSC G1KG0OQD10NOMCMLDZ35 00542515 BP/ LN EQUITY BP INTERNATIONAL LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000753_CC_SLSC 213800MBRRUVQIONAN53 4578621 BXB AT Equity Brambles Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000754_CC_SLSC 549300136VSBKI0Q8750 5262170 Brenntag UK Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000755_CC_SLSC 375X9PSJLLOV7F21O626 01777777 IAG LN EQUITY BRITISH AIRWAYS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000756_CC_SLSC 2138001S874P3WKNCV04 3407696 BATS LN EQUITY British American Tobacco Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000757_CC_SLSC 5493000IBP32UQZ0KL24 RC000057 British Broadcasting Corporation GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000758_CC_SLSC RV5B68J2GV3QGMRPW209 621920 British Land Company PLC (The) GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000759_CC_SLSC 2138003TS48MQKF4BZ29 9256967 BSY LN EQUITY British Sky Broadcasting Group Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000760_CC_SLSC 549300OWFMSO9NYV4H90 01800000 BT/A LN EQUITY BRITISH TELECOMMUNICATIONS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000761_CC_SLSC 635400L3NVMYD4BVCI53 5604923 BVIC LN Equity Britvic PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000762_CC_SLSC 358948 GB00B0744B38 BNZL LN EQUITY BUNZL PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000763_CC_SLSC ZIMCVQHUFZ8GVHENP290 2779134 Bupa Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000764_CC_SLSC 213800J3MPR8KO94D535 3458224 BRBY LN Equity Burberry Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000765_CC_SLSC 213800UL7Z7B6GLBZ213 3314066 C&J Clark Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000766_CC_SLSC CMIGEWPLHL4M7ZV0IZ88 2081330 CPI LN EQUITY Capita Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000767_CC_SLSC 6SNZTEXLR1M5211YYB89 CLLN LN EQUITY Carillion Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000768_CC_SLSC 4DR1VPDQMHD3N3QW8W95 4039524 CCL LN EQUITY Carnival Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000769_CC_SLSC 2138001E12GWLLDQQF16 7105905 CPW LN Equity DIXONS CARPHONE PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000770_CC_SLSC E26EDV109X6EEPBKVH76 3033654 GB00B033F229 CNA LN EQUITY CENTRICA PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000771_CC_SLSC 549300IF6EUDVXYQI061 5900853 CEVA Group plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000772_CC_SLSC 213800U9A54VQJ5P2J41 86662 CHG LN Equity Chemring Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000773_CC_SLSC 213800J2J3TOOI176M73 5212407 CINE LN Equity CINEWORLD GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000774_CC_SLSC 213800A41R9NL49E5632 00030470 GB00B07KD360 COB LN Equity COBHAM PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000775_CC_SLSC 2138008M6MH9OZ6U2T68 4083914 CPG LN EQUITY Compass Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000776_CC_SLSC 6354003CVDDPNXREIR29 FC031117 CPUK Finance Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000777_CC_SLSC 4OFD47D73QFJ1T1MOF29 184594 DMGT LN Equity Daily Mail and General Trust Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000778_CC_SLSC 213800NPR9YDSBO86U08 03162897 GB0002502812 DAIRY CREST GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000779_CC_SLSC 5493007MMUEIF4NJG110 5448421 DEB LN EQUITY Debenhams Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000780_CC_SLSC 213800J4UVB5OWG8VX82 3369634 DPH LN Equity Dechra Pharmaceuticals PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000781_CC_SLSC 213800BXKQ9KZNUR1M61 1819699 Derwent London PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000782_CC_SLSC 213800ZVIELEA55JMJ32 23307 DGE FP Equity Diageo plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000783_CC_SLSC 2138005HMFMTYXNEEX13 SC000750 DIAGEO SCOTLAND LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000784_CC_SLSC 5299004HGJWHJ71M5T77 5671205 DNL UK LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000785_CC_SLSC 2138001GRMZ39JRSE316 01363137 GB0002748050 DNO LN Equity DOMINO PRINTING SCIENCES PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000786_CC_SLSC 39RSBE4RCI4M15BLWH36 1377658 SMDS LN EQUITY DS Smith Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000787_CC_SLSC 2138001LSWETH5TDQG53 2366777 DWR Cymru Cyfyngedig GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000788_CC_SLSC 213800U5R8Q5KGM2KU56 2366906 Eastern Power Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000789_CC_SLSC 549300XUUK1H52EDCK10 EDC Finance Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000790_CC_SLSC 549300ZM2QCFG22BOJ03 2366949 Electricity North West Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000791_CC_SLSC 549300KVXDURRKVW7R37 647788 ECM LN EQUITY Electrocomponents Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000792_CC_SLSC 2138008LJU6WFQWOXJ73 7140891 ENQ LN Equity EnQuest plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000793_CC_SLSC 7N0UJMJLXD0MDT5D5086 7023598 Ensco plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000794_CC_SLSC 549300V1O67HJV48FS61 6845434 ENW Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000795_CC_SLSC 5493007MOZNA03BVNE96 5444653 ESNT LN Equity ESSENTRA PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000796_CC_SLSC 21380023G8LF55V46281 02954623 EUROPEAN METAL RECYCLING LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000797_CC_SLSC 213800SVCZ6YZ8YJI569 2462001 4379945Z LN Equity Eurostar International Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000798_CC_SLSC 5493002X7O83FCJVYO69 7329930 Eversholt Funding Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000799_CC_SLSC JPO68XMABX4DR21BNE65 8263590 0274811Z LN Equity Everything Everywhere Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000800_CC_SLSC 54930080DFVZ551GGT17 EVR LN EQUITY Evraz Group S.A. GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000801_CC_SLSC 635400RXXHHYT1JTSZ26 653331 EXPERIAN PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000802_CC_SLSC 213800JLG5TPE3RBYG56 4094619 FIRST CHOICE HOLIDAYS FINANCE LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000803_CC_SLSC 549300DEJZCPWA4HKM93 SC157176 FGP LN EQUITY First Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000804_CC_SLSC 549300JXWH1UV5J0XV81 6344120 FRES LN Equity Fresnillo plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000805_CC_SLSC 213800WTATMITUGXJQ69 FC031364 Friends Life Group PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000806_CC_SLSC 549300L3KWKK8X35QR12 4992207 GFS LN EQUITY G4S Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000807_CC_SLSC 213800OOHUV3HHP46A02 00836539 GB00B3Y2J508 GFRD LN Equity GALLIFORD TRY PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000808_CC_SLSC 213800E8KX2VV9YDY362 1991018 Gatwick Airport Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000809_CC_SLSC 549300IK25CZHKVLAL89 03768267 1844538Z LN EQUITY Gazprom Marketing and Trading Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000810_CC_SLSC 5493007Q8VD7Q3ZYZS59 2258699 GS7 GY Equity GlaxoSmithKline Capital PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000811_CC_SLSC 3888792 GB0009252882 GSK LN EQUITY GlaxoSmithKline plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000812_CC_SLSC 213800N9W2D8A4GJGR36 04542769 2006623Z LN EQUITY GLENCORE ENERGY UK LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000813_CC_SLSC 213800QIJMYMW6TSBG41 5333192 GNK LN Equity Greene King Finance Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000814_CC_SLSC 213800R9N5F2WRMGTR50 24511 GNK LN EQUITY Greene King Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000815_CC_SLSC 213800U8JEPF65PSKU22 6143540 GUARDIAN DIGITAL COMMUNICATIONS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000816_CC_SLSC 2138007FRGLUR9KGBT40 00040932 GB0004052071 HLMA LN Equity HALMA PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000817_CC_SLSC 213800G1C9KKVVDN1A60 360632 GB0004065016 HMSO LN EQUITY Hammerson PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000818_CC_SLSC 529900N6RQR0PX7ZTR62 4626078 HEI GY Equity Hanson Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000819_CC_SLSC 213800QC8AWD4BO8TH08 2150950 HAS LN Equity Hays PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000820_CC_SLSC 549300J5R8AWMHPE7O05 1991017 Heathrow Airport Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000821_CC_SLSC 7TI96JO3DYEIQWZ7Z726 99529 Heathrow Funding Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000822_CC_SLSC 213800YRHAPNN54BKN78 5863533 GB00B19NKB76 HOME LN EQUITY HOME RETAIL GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000823_CC_SLSC 213800UTXVFRH9XBL453 7939278 Iceland Acquico Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000824_CC_SLSC 213800FGWQXPVI86SE26 5879252 Iglo Foods MidCo Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000825_CC_SLSC 3236483 GB0004544929 IMT LN EQUITY Imperial Tobacco Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000826_CC_SLSC 2138002D68XDR4LZCG32 7084307 Ineos Finance plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000827_CC_SLSC 5134420 IHG LN EQUITY Intercontinental Hotels Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000828_CC_SLSC 549300OGASR5WRKJ8R68 2234775 INTERMEDIATE CAPITAL GROUP PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000829_CC_SLSC GB00B19DVX61 ISYS LN EQUITY Invensys plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000830_CC_SLSC ZLECI7ED2QMWFGYCXZ59 4967001 ITV LN Equity ITV plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000831_CC_SLSC 213800VGZAAJIKJ9Y484 185647 SBRY LN EQUITY J Sainsbury Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000832_CC_SLSC 529900RRNKUM3INJGF98 KvK 34233247 0000 JBH LN EQUITY JAB Holdings B.V. GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000833_CC_SLSC 213800CHWARFAAN7UB85 1709784 JDW LN EQUITY JD Wetherspoon Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000834_CC_SLSC 5493008LNN1X4R79PJ89 SC034970 GB0005790059 JOHN MENZIES PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000835_CC_SLSC 549300PLYY6I10B6S323 SC036219 GB00B5N0P849 WG/ LN Equity JOHN WOOD GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000836_CC_SLSC 2138001AVBSD1HSC6Z10 33774 GB0004764071 JMAT LN EQUITY JOHNSON MATTHEY PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000837_CC_SLSC 213800JFIBCR4LGUA242 SC015382 GB0004769682 JOHNSTON PRESS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000838_CC_SLSC 06467400 KAZ LN EQUITY KAZ MINERALS FINANCE PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000839_CC_SLSC 2138002RKCU2OM4Y7O48 02708030 GB0004915632 KIE LN Equity KIER GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000840_CC_SLSC 213800KBMEV7I92FY281 1664812 KGF LN EQUITY Kingfisher Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000841_CC_SLSC 213800QOWHF5R9VLL274 1429533 LAD LN Equity Ladbrokes plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000842_CC_SLSC 213800JH9QQWHLO99821 1417162 LGEN LN Equity Legal & General Group PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000843_CC_SLSC 549300BSGXG3QLIQYT84 8379990 Liberty Global plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000844_CC_SLSC 213800JDI3GTKPG4XI38 3929195 London Power Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000845_CC_SLSC 213800QAUUUP6I445N30 05369106 GB00B0SWJX34 LSE LN Equity LONDON STOCK EXCHANGE GROUP PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000846_CC_SLSC 213800JP7STUK5WKRE92 1000608 MMC LN Equity MANAGEMENT CONSULTING GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000847_CC_SLSC 213800IU37OVVT5ZXP41 8338561 Manchester Airport Group Funding PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000848_CC_SLSC 213800CN1RI3UCIZWB95 214436 MKS LN EQUITY Marks & Spencer Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000849_CC_SLSC 213800HQB746UJ9UWM15 5135049 MARS LN Equity Marston's Issuer PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000850_CC_SLSC 213800Q6RP3ZJ2CZR962 31461 Marston's PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000851_CC_SLSC 549300QSUNKAEBMYIR16 2798634 McBride plc GB Large corporate sample non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000852_CC_SLSC YMFO3TKB4UAWQTDZJJ31 432989 MGGT LN Equity Meggitt Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000853_CC_SLSC 213800E7QA1U8BF34219 4778667 MAB LN Equity Mitchells & Butlers Finance Plc GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000854_CC_SLSC 213800LOZA69QFDC9N34 6209386 GB00B1CRLC47 MNDI LN EQUITY Mondi Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000855_CC_SLSC 4PQUHN3JPFGFNF3BB653 2068222 Morgan Stanley & Co. International plc GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000856_CC_SLSC 213800A8IQEMY8PA5X34 2590560 NEX LN Equity National Express Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000857_CC_SLSC 8R95QZMKZLJX5Q2XR704 4031152 NGG LN EQUITY National Grid Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000858_CC_SLSC 213800H88F5EE4B1D697 5090412 Network Rail Infrastructure Finance PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000859_CC_SLSC 213800UGAULQ1FVD4B35 1618428 NEW LOOK RETAILERS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000860_CC_SLSC 213800WQD8ECPZP9PH98 4412362 NXT LN EQUITY Next Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000861_CC_SLSC 549300JIM3ERGZFGGL27 6428375 North West Electricity Networks Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000862_CC_SLSC 635400GPHRFKZQIBUK45 NI026892 Northern Ireland Electricity Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000863_CC_SLSC 213800B3ZUTDOZYVJB41 53171 NTG LN EQUITY Northgate Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000864_CC_SLSC 213800PWPM9HZIEEO670 2366703 Northumbrian Water Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000865_CC_SLSC 213800WWVCAPAMOZ1M98 5584873 NSG UK Enterprises Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000866_CC_SLSC 2158036Z LN EQUITY Omnicom Financial Services Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000867_CC_SLSC 213800G8P2ULTOP62Q95 5915896 Osprey Acquisitions Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000868_CC_SLSC 213800J364EZD6UCE231 00775598 GB0006650450 OXIG LN Equity OXFORD INSTRUMENTS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000869_CC_SLSC 213800NL5NLBY6YIBI88 2019023 6752 JT Equity Panasonic Finance (Europe) plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000870_CC_SLSC 2138004JBXWWJKIURC57 53723 PSON LN EQUITY Pearson Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000871_CC_SLSC 2304195 PDG LN EQUITY Pendragon Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000872_CC_SLSC 213800V1CCTS41GWH423 02366640 GB00B18V8630 PENNON GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000873_CC_SLSC 1818486 PSN LN EQUITY Persimmon Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000874_CC_SLSC 549300OPFWKTD6BUFP71 4267536 PPL UN Equity PPL UK DISTRIBUTION HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000875_CC_SLSC 213800U93SZC44VXN635 00668987 GB00B1Z4ST84 PFG LN Equity PROVIDENT FINANCIAL PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000876_CC_SLSC XB3CXKKKED7OMV80FY35 00019457 GB00B19Z1432 PZC LN Equity PZ CUSSONS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000877_CC_SLSC 213800791EF5XP7WW494 2641728 QBE AT Equity QBE European Operations PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000878_CC_SLSC 213800NRSZ1N2Y6LEX44 5777981 R&R Ice Cream plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000879_CC_SLSC 5493003JFSMOJG48V108 6270876 RB/ LN Equity Reckitt Benckiser Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000880_CC_SLSC 549300WSX3VBUFFJOO66 2746616 Relx Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000881_CC_SLSC 549300VN4WV7Z6T14K68 5393279 RTO LN EQUITY Rentokil Initial Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000882_CC_SLSC 549300JJKH86IWQ78005 191285 REX LN EQUITY Rexam Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000883_CC_SLSC 2138009113L7IDGEM175 358901 RIO LN Equity Rio Tinto Finance plc GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000884_CC_SLSC X57JK1U580XATGR67572 1003142 RR/ LN EQUITY Rolls-Royce Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000885_CC_SLSC 213800ANK59AYB612F23 93792 RSA LN Equity Royal & Sun Alliance Insurance PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000886_CC_SLSC 213800JQB9FWF5SD6F42 4138203 ROYAL MAIL GROUP LTD GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000887_CC_SLSC 2578443 RPC LN EQUITY RPC Group GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000888_CC_SLSC 549300HOGQ7E0TY86138 2339826 RSA LN Equity RSA Insurance Group PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000889_CC_SLSC Y4DQT2X5DDRE70QFR206 3528416 SAB LN EQUITY SABMiller Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000890_CC_SLSC 549300Y7M5CC1U5DBX07 SC264065 Scotland Gas Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000891_CC_SLSC 549300KI75VYLLMSK856 SC117119 SSE LN EQUITY SSE Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000892_CC_SLSC 213800X1T29YFAYMPC26 SC144517 AGN NA Equity Scottish Equitable PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000893_CC_SLSC 21380085VKJ5NICZBA52 SC193794 IBE SQ Equity Scottish Power Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000894_CC_SLSC 549300WPVG0TZSPBYR76 SC199549 LLOY LN Equity Scottish Widows PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000895_CC_SLSC 213800XC35KGM9NFC641 167591 SEGRO PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000896_CC_SLSC 549300PT2CIHYN5GWJ21 02048608 GB0007973794 SERCO GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000897_CC_SLSC 213800RPBXRETY4A4C59 2366619 SVT LN EQUITY Severn Trent Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000898_CC_SLSC 213800CNEIDZBL17KU22 SC077438 SKS LN EQUITY Shanks Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000899_CC_SLSC 213800VDC1BKJEZ8PV53 00998314 GB0008025412 SHI LN Equity SIG PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000900_CC_SLSC 213800ZTMDN8S67S1H61 00324357 GB0009223206 SN/ LN Equity SMITH & NEPHEW PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000901_CC_SLSC 213800MJL6IPZS3ASA11 137013 SMIN LN EQUITY Smiths Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000902_CC_SLSC AJOW550HA7E8YNKF5D89 4120046 6758 JT Equity Sony Global Treasury Services PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000903_CC_SLSC 213800H7NWVLCWAVKA15 3043097 South Eastern Power Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000904_CC_SLSC 213800YQRUOQE9HPX193 4295398 South Staffordshire PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000905_CC_SLSC 213800FR2VAOKRYRHX45 2366665 South West Water Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000906_CC_SLSC 549300SR1GYYNBZQGX56 4094290 SSE LN Equity Southern Electric Power Distribution PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000907_CC_SLSC 549300SPX8573VZ2SK79 5167021 Southern Gas Networks plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000908_CC_SLSC 213800NCZLJFDE8Y8D88 7581353 Southern Water (Greensands) Financing plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000909_CC_SLSC 213800Z4CO2CZO3M3T10 02025003 GB0003308607 SXS LN Equity SPECTRIS PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000910_CC_SLSC 4L663LRNTBQ008OK2N07 SC100764 SGC LN Equity Stagecoach Group plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000911_CC_SLSC 0TMBS544NMO7GLCE7H90 SC286832 SL/ LN Equity Standard Life PLC GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000912_CC_SLSC 549300GUNF6FFGH4LN53 9743802 532183Z LN Equity Stemcor Holdings Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000913_CC_SLSC 213800QHYTM5QRFSEM66 3355631 SYR LN EQUITY Synergy Health Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000914_CC_SLSC 213800WF53FVDRRHRF44 7105891 TALK LN Equity TalkTalk Telecom Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000915_CC_SLSC 213800TR86P337IE8605 2280000 0469505D LN Equity Tata Steel UK Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000916_CC_SLSC 2138008K14474WPKZ244 76535 TATE LN EQUITY Tate & Lyle Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000917_CC_SLSC 21380089BTRXTD8S3R66 296805 TW/ LN EQUITY Taylor Wimpey Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000918_CC_SLSC 2138002P5RNKC5W2JZ46 445790 GB0008847096 TSCO LN EQUITY TESCO PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000919_CC_SLSC 213800JKM5UQHFJOTZ25 2366661 Thames Water Utilities Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000920_CC_SLSC 2138009TF1SYOMQLBJ60 02100855 GB0003753778 THE GO-AHEAD GROUP PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000921_CC_SLSC 213800VZ4671W3DVB860 6575598 TCG LN Equity Thomas Cook Group Treasury limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000922_CC_SLSC 2138003BOFNAAO14YV58 2553288 8766 JT Equity Tokio Millennium Re (UK) Limited GB Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000923_CC_SLSC 2138001I27OUBAF22K83 824821 TPK LN Equity Travis Perkins Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000924_CC_SLSC 213800B6YQZAE8LHAW84 6072876 GB00B1Z7RQ77 TT/ LN EQUITY TUI TRAVEL Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000925_CC_SLSC 2138003EYHWO75RKS857 3919249 GB0001500809 TLW LN EQUITY TULLOW OIL PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000926_CC_SLSC 549300MKFYEKVRWML317 41424 ULVR LN Equity Unilever PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000927_CC_SLSC 213800Y1TEVS8REY1M35 5957557 United Biscuits Holdco Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000928_CC_SLSC 2138008EZCXK4ANQHF89 3207231 United Business Media holdings Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000929_CC_SLSC 213800KYT12UFB2VE455 2366616 UU/ LN Equity United Utilities PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000930_CC_SLSC XCJQ23OWIJNLHN7RQC93 1022786 271652Z LN Equity Urenco Ltd GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000931_CC_SLSC 213800F3BD6N3G6XHU16 251977 CKSN LN Equity VESUVIUS HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000932_CC_SLSC 213800TB53ELEUKM7Q61 1833679 VOD LN EQUITY Vodafone Group Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000933_CC_SLSC 549300UPYDURLSSFVL38 9223384 Western Power Distribution Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000934_CC_SLSC 2138006LIAYQKUCYBB20 29423 WTB LN Equity Whitbread Group PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000935_CC_SLSC 4212563 WMH LN EQUITY William Hill Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000936_CC_SLSC 213800Z5WTW8QKOHWQ82 04178808 GB0030329360 WINCANTON PLC GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000937_CC_SLSC 213800IN6LSRGTZSOS29 358949 MRW LN Equity Wm Morrison Supermarkets Plc GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000938_CC_SLSC 549300HTNGX0DU8W1F65 5537577 WPP LN Equity WPP 2008 Limited GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000939_CC_SLSC 635400LNUHA2LDXXV850 GCC ID Equity C&C Group PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000940_CC_SLSC 8NUHUXWN9LG4XBGJ7O17 241565 CAT SE Equity Caterpillar International Finance Limited IE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000941_CC_SLSC 635400CHHI1XZLVQH675 Coillte Teoranta IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000942_CC_SLSC 549300MIDJNNTH068E74 IE0001827041 CRH ID EQUITY CRH Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000943_CC_SLSC 213800UPS1QEE4TD3T45 DCC LN Equity DCC IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000944_CC_SLSC 635400HRFGVKXFHZ8O77 9401 Dublin Airport Authority PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000945_CC_SLSC 635400UFHDIQCDZ6JK11 IE0003094731 1014Z ID EQUITY Electricity Supply Board Ltd [ESB] IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000946_CC_SLSC 635400VCPRSU89DLMZ57 480184 XS0856023493 ESB Finance Limited IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000947_CC_SLSC 635400RKRK5EGXSPC782 EXPN LN EQUITY Experian Finance Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000948_CC_SLSC 635400YN51CDCGBYFZ31 Fyffes plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000949_CC_SLSC 5493008VFFOIPWCZJK45 IE0000669501 GLB ID EQUITY Glanbia Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000950_CC_SLSC 635400BE9SBAG61DJ963 GFTU LN Equity Grafton Group PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000951_CC_SLSC 6354007LIXWZ5WPPT308 519799 GRF SQ Equity Grifols World Wide Operations Ltd. IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000952_CC_SLSC 9XTI53MZJ013RO12SX05 2936 IE00B59HWB19 INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000953_CC_SLSC IE0004906560 KYG ID EQUITY Kerry Group Plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000954_CC_SLSC 635400HM7V74SUB9OG75 Kingspan Group plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000955_CC_SLSC 635400JJOWHIYAJER733 MUSGRAVE GROUP PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000956_CC_SLSC 635400EG4YIJLJMZJ782 IE0002588105 PWL ID Equity PADDY POWER PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000957_CC_SLSC 635400WKFIPCHCKVW376 104547 RYA ID Equity Ryanair Holdings PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000958_CC_SLSC 396PBGKP6TE3O062MS44 STX UW Equity Seagate Technology plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000959_CC_SLSC 635400CPLP8H5ITDVT56 IE00B1RR8406 SKG ID EQUITY SMURFIT KAPPA GROUP PLC IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000960_CC_SLSC 549300INUT2G0ST5K268 327184 TEX UN Equity Terex International Financial Services Co. IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000961_CC_SLSC 635400K7UEIKHMNKLJ02 Total Produce plc IE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000962_CC_SLSC 482042 XL Group PLC IE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000963_CC_SLSC VZVOSGGS8JITR4J7J704 Amtek Auto Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000964_CC_SLSC 8GRDBX1TJ0PU5NCSHT72 MH008931 BPCL IS Equity Bharat Petroleum Corporation Limited IN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000965_CC_SLSC BHARTI IN Equity Bharti Airtel Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000966_CC_SLSC IOCL IN Equity INDIAN OIL CORPN LIMITED IN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000967_CC_SLSC FMVY1IZCSYXSAFRDIT05 LT IN Equity Larsen & Toubro Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000968_CC_SLSC RCOM IN Equity Reliance Communications Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000969_CC_SLSC 5493003UOETFYRONLG31 RIL IN EQUITY Reliance Industries Ltd IN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000970_CC_SLSC 1GZWF073IJTD6XPRUU65 Wipro GE Healthcare Private Limited IN Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000971_CC_SLSC 213800Z3CFZOLXPJWN61 Landsvirkjun IS Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000972_CC_SLSC 81560076E3944316DB24 3812211 493995 A2A IM EQUITY A2A S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000973_CC_SLSC 8156000962B2EB41FE28 5988397 1497770 4525791Z IM EQUITY ACCIAIERIA ARVEDI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000974_CC_SLSC 8156004FCECE0879E118 15161747 191346 7570364Z IM EQUITY ACCIAIERIE VALBRUNA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000975_CC_SLSC 549300Q3448N041CTH56 11341891 882486 XS0495012428 ACE IM Equity Acea SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000976_CC_SLSC 8156008183686996C911 25090618 3567090232 ACQUE VERONESI S.C.A R.L. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000977_CC_SLSC 8156007259ABDEA3F444 15214381 971268 Aeroporti di Roma S.p.A IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000978_CC_SLSC 549300H2RFDYI3YP5R63 13960200 263011 337973Z NA EQUITY AGUSTAWESTLAND S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000979_CC_SLSC 529900EKXEGSRCGAAC89 14856155 2791070044 4519735Z ALSTOM FERROVIARIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000980_CC_SLSC ZYXJDNVM2JI3VBM8G556 AMP IM EQUITY Amplifon SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000981_CC_SLSC 815600B611746717CC98 50098Z IM Equity Ansaldo Energia SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000982_CC_SLSC 549300FZRH46R7DWAX12 1248024 557390 4472623Z IM EQUITY ANSALDOBREDA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000983_CC_SLSC 815600049A1F9AFE6666 4140157 1192794 MN IM EQUITY ARNOLDO MONDADORI EDITORE SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000984_CC_SLSC 8156000BEB8FC062F442 1020333 120591 2168Z IM EQUITY ARTSANA — SOCIETA' PER AZIONI IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000985_CC_SLSC 549300X5UKJVE386ZB61 6914312 6204 XS1014759648 ASG GY Equity Assicurazioni Generali SpA IT Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000986_CC_SLSC 81560001F41A81948348 AST IM EQUITY Astaldi SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000987_CC_SLSC 8156008DEC771409C487 18631331 1023691 AU9 GF Equity Atlantia S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000988_CC_SLSC 5299003D9N2698I3C257 1367700 188902 AGL IM EQUITY AUTOGRILL S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000989_CC_SLSC 815600149448CEB9B230 19402720 1037417 3653719Z IM EQUITY AUTOSTRADE PER L' ITALIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000990_CC_SLSC 26926563 1057205 3889748Z IM EQUITY AVIO S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000991_CC_SLSC 529900RRESEDV68K0S54 28770346 235460 BLLA IM EQUITY BARILLA INIZIATIVE S.R.L. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000992_CC_SLSC 815600BFEB936DC6ED24 BEN IM EQUITY Benetton Group SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000993_CC_SLSC 8156004C04255952AB77 1076562 821225 BNS IM EQUITY BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA IT Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000994_CC_SLSC 5299003DX5YLKSVJ6K59 2930031 134288 BZU IM Equity Buzzi Unicem SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000995_CC_SLSC 8156006BEAA911EC0A47 1019726 587878 CANDY SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000996_CC_SLSC 8156008B101B97A43B02 1053555 160498 CEM IM EQUITY CEMENTIR HOLDING S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000997_CC_SLSC 815600F3213951394367 40014779 2001719 Cerved Group S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000998_CC_SLSC 4544552 8114020152 CLASS EDITORI SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0000999_CC_SLSC 8156009034C1A5108284 15716081 61357 Compagnia Valdostana delle Acque Spa (CVA Spa) IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001000_CC_SLSC 815600DBF6DC4BC94832 1061039 260769 0310548D IM EQUITY CONSERVE ITALIA — CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE — SOCIETA' COOPERA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001001_CC_SLSC 8327877 819280157 COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001002_CC_SLSC 815600A5C1DD6C3A8455 1093853 154950364 CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001003_CC_SLSC 81560039BF5C1D8E5A15 2836130 60793 3898658Z IM EQUITY DALMARE SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001004_CC_SLSC 5493005TWX96RDJ9I655 De Agostini Invest SA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001005_CC_SLSC 529900WS2E20BA5J4L49 16183303 1698754 EDNR IM EQUITY EDISON S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001006_CC_SLSC WOCMU6HCI0OJWNPRZS33 ENEL IM EQUITY Enel SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001007_CC_SLSC BUCRF72VH5RBN7X3VL35 IT0003132476 ENI IM EQUITY ENI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001008_CC_SLSC 81560081EE079FBED395 19377159 3544950961 ENOVA S.R.L. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001009_CC_SLSC 549300JJBVOOKOBCTX09 2153515 354265 ERG IM EQUITY ERG S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001010_CC_SLSC 549300AZQ4Z5UGY0Q555 1002458 91712 EXO IM EQUITY EXOR S.P.A. IT Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001011_CC_SLSC 8156004CE82074779D19 13870596 1664630223 FEDRIGONI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001012_CC_SLSC 549300J4SXC5ALCJM731 1448Z IM Equity Ferrovie dello Stato SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001013_CC_SLSC 5493004C1SL445NFDR90 F IM EQUITY Fiat SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001014_CC_SLSC 8156001B8AD051794959 FINAVAL S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001015_CC_SLSC 529900X4EEX1U9LN3U39 1053767 7031 FNC IM EQUITY FINMECCANICA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001016_CC_SLSC 815600C3CCA800EF5D96 1134215 FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001017_CC_SLSC 815600E12249DD563C29 26650695 1143814 Gamenet S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001018_CC_SLSC 81560098DBDD66154985 GRANDI NAVI VELOCI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001019_CC_SLSC 8156001250E819E30127 GCN IM EQUITY Gruppo Coin SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001020_CC_SLSC 8156001294017C870346 11027526 10022100159 GRUPPO FINELCO SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001021_CC_SLSC 8156005113BD16699393 24907200 RM1117269 LTO IX Equity GTECH S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001022_CC_SLSC 15541251 1638878 4004268Z IM EQUITY H3G S.P.A IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001023_CC_SLSC 8156009414FD99443B48 3201267 363550 HER IM EQUITY HERA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001024_CC_SLSC 815600D86992FDA7B908 1035363 149288 IMA IM EQUITY I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001025_CC_SLSC 815600A7D7C7A85F8B51 2733792 1168660262 I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001026_CC_SLSC 81560033824BE53C7D28 3585262 1303501215 IMAP EXPORT S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001027_CC_SLSC 549300KTGKED5E25JR59 IND IM EQUITY Indesit Co SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001028_CC_SLSC 213800M4YYCP6E8YUX94 2714789 2589327 IPLOM S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001029_CC_SLSC 8156001EBD33FD474E60 10431674 281364 IRE IM EQUITY IREN S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001030_CC_SLSC 8156009D23D0FDC70C93 1007005 50 ITM IM Equity Italcementi S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001031_CC_SLSC 815600236A6B5AE5B406 26754254 167186 Linea Group Holding S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001032_CC_SLSC 549300I1NMOBS4B1LT88 IT0001479374 LUX IM EQUITY LUXOTTICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001033_CC_SLSC 7003703 481230266 MANGIAROTTI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001034_CC_SLSC 815600292DA01BE68971 3755075 152396 3184788Z IM EQUITY MARCEGAGLIA — S.P.A IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001035_CC_SLSC 815600C8D55034EB5379 3779273 64334 Marcolin SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001036_CC_SLSC 213800DIFN7NR7B97A50 552637 1264109 MS IM EQUITY Mediaset S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001037_CC_SLSC PSNL19R2RXX5U3QWHI44 1012492 343508 MB IM Equity MEDIOBANCA SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001038_CC_SLSC 815600325D15DD92A023 4376875 4846130633 MOBY S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001039_CC_SLSC 1653085 110858 3893422Z IM EQUITY MONIER S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001040_CC_SLSC 8156003A100E8AB89697 6794759 1865640369 PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001041_CC_SLSC 8156001B96890989C002 23641842 5411110827 PB TANKERS S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001042_CC_SLSC 5493006293RJBDQWJL92 5944540 169833 PMS IM EQUITY PERMASTEELISA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001043_CC_SLSC 8156000256C2431C2E92 4495509 134077 PIA IM Equity Piaggio & C. S.p.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001044_CC_SLSC 815600A0C9AFC1F2A709 PC IM Equity Pirelli & Co SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001045_CC_SLSC 815600EDDBB07C9BDB90 15591777 2246400218 PODINI HOLDING S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001046_CC_SLSC 815600354DEDBD0BA991 3465665 842633 POST IM EQUITY POSTE ITALIANE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001047_CC_SLSC 8156000FE0A2DC5B7852 16232311 1343952 PRP GR EQUITY PRADA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001048_CC_SLSC 213800VHJ22UE2BRRZ48 3830970 706270410 PROFILGLASS S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001049_CC_SLSC 23687310 1777895 PRY IM EQUITY PRYSMIAN S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001050_CC_SLSC 815600B9FC8D18A5D034 1058024 291350635 RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001051_CC_SLSC 81560086FA79BEDD6B94 13270817 RHIAG — INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001052_CC_SLSC 5012487 8850400154 SACAL — SOCIETA' ALLUMINIO CARISIO — S.P IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001053_CC_SLSC 815600AF08EE2EC2DE92 1035262 8924 226907Z IM EQUITY SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001054_CC_SLSC 815600FC906D230A1420 16077541 86111 SFL IM Equity Safilo SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001055_CC_SLSC 549300PHV8MBDHWB8X12 1086637 788744 SPM IM EQUITY SAIPEM S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001056_CC_SLSC 549300UKR289DF4UXQ47 1013056 525502 SAL SALINI IMPREGILO S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001057_CC_SLSC 6524595 3957900487 SAMMONTANA — S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001058_CC_SLSC 8156006755200B82EB33 1246827 836320150 SAN CARLO GRUPPO ALIMENTARE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001059_CC_SLSC 5299005KJSU2AQUJUH84 1066932 49540 SRS IM EQUITY SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. — RAFFINERIE SARDE IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001060_CC_SLSC 815600D2FC31AF713B07 1012950 166476 SNAI SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001061_CC_SLSC 8156002278562044AF79 16067629 1633443 SRG IM Equity SNAM SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001062_CC_SLSC EOJCGSUI4NX234BL7V57 14234253 1594238 2091Z IM EQUITY SORGENIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001063_CC_SLSC 815600141CFE5F4C4325 19113128 1016401 4473035Z IM EQUITY STRADA DEI PARCHI SPA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001064_CC_SLSC 815600C3438977CBBE37 1038951 68670397 TAMPIERI FINANCIAL GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001065_CC_SLSC 81560029415DF1381583 1030384 195810262 TECNICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001066_CC_SLSC 815600AC5599D16D9A40 3335773 574643 MT IM EQUITY TECNIMONT S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001067_CC_SLSC 549300W384M3RI3VXU42 IT0003497168 TIT IM EQUITY TELECOM ITALIA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001068_CC_SLSC 815600CD7323A82E5092 28935694 1763778 2847328Z IM EQUITY TENOVA S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001069_CC_SLSC 1037712 182850362 TERMOSANITARI CORRADINI — S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001070_CC_SLSC 8156009E94ED54DE7C31 TRN IM Equity Terna Rete Elettrica Nazionale SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001071_CC_SLSC 549300IN56S27SDGEI85 18659000 1019536 80698Z IM EQUITY TIRRENO POWER S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001072_CC_SLSC 8156003E86EBA167A868 0946688D IM EQUITY TotalErg SpA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001073_CC_SLSC 815600FE9E92D9D6C309 3554534 201271 TFI IM EQUITY TREVI — FINANZIARIA INDUSTRIALE S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001074_CC_SLSC 4212473Z IM EQUITY UNIECO SOCIETA' COOPERATIVA IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001075_CC_SLSC 815600B8027C92F0DA07 4257672 1189360066 VIBAC S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001076_CC_SLSC 549300YSFQKM1C0X4E45 11321265 884361 WIND IM EQUITY WIND TELECOMUNICAZIONI S.P.A. IT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001077_CC_SLSC 549300DHPOF90OYYD780 5108 JT Equity Bridgestone Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001078_CC_SLSC 549300IZYK3206QECG76 CAT SE Equity Caterpillar Finance Corporation JP Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001079_CC_SLSC 549300MIFE1VEW02GY83 JP3298600002 COSMO OIL COMPANY LTD JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001080_CC_SLSC 549300T6IPOCDWLKC615 6501 JT Equity Hitachi, Ltd. JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001081_CC_SLSC J48DJYXDTLHM30UMYI18 8001 JT Equity Itochu Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001082_CC_SLSC 5493004LQ0B4T7QPQV17 6301 JT Equity Komatsu Ltd. JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001083_CC_SLSC 4P4N3ORD02UGQT1T1W12 0100-01-008776 8002 JT Equity Marubeni Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001084_CC_SLSC KVIPTY4PULAPGC1VVD26 8058 JP EQUITY Mitsubishi Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001085_CC_SLSC 5493008VBQD43X8QCS14 Mitsui Life Insurance Company Limited JP Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001086_CC_SLSC 5493000QYMPFRTEY4K28 6701 JT Equity NEC Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001087_CC_SLSC 7201 JP EQUITY Nissan Motor Co Ltd JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001088_CC_SLSC 5493003BZYYYCDIO0R13 9984 JT Equity SOFTBANK CORP. JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001089_CC_SLSC 5493004SE33MRLPB1W98 2768 JP EQUITY Sojitz Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001090_CC_SLSC 6758 JP EQUITY Sony Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001091_CC_SLSC V82KK8NH1P0JS71FJC05 8053 JP EQUITY Sumitomo Corp JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001092_CC_SLSC 54930074QUY8RD0UZM08 Suntory Holdings Limited JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001093_CC_SLSC 549300ZLMVP4X0OGR454 4502 JT Equity Takeda Pharmaceutical Company Limited JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001094_CC_SLSC 549300LBHTST91VKHO68 6502 JT Equity Toshiba Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001095_CC_SLSC 5493006W3QUS5LMH6R84 TOM GY Equity Toyota Motor Corporation JP Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001096_CC_SLSC 004020 KS Equity Hyundai Steel Co KR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001097_CC_SLSC 000270 KS Equity Kia Motors Corp KR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001098_CC_SLSC 549300MGHLPT1EFHGF84 2007 HK Equity Country Garden Holdings Company Limited KY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001099_CC_SLSC 549300IHVJRWVT07S523 3333 HK Equity Evergrande Real Estate Group Limited KY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001100_CC_SLSC 5493003DTPH8AMMK4P51 NE UN Equity Noble Corporation KY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001101_CC_SLSC 549300FNENFFSMO3GT38 XS0835890350 XPBR SQ Equity Petrobras Global Finance B.V. KY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001102_CC_SLSC 213800S7DNJQX6LHTQ21 133818917 AB “Kauno grūdai” LT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001103_CC_SLSC LU1014539529 ALTICE LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001104_CC_SLSC 5493003BU7PAH5RRM092 APAM NA EQUITY Aperam SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001105_CC_SLSC 2EULGUTUI56JI9SAL165 MT LX EQUITY ArcelorMittal SA [AM] LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001106_CC_SLSC 549300GJ79DYFBBF5T83 0307096D LX EQUITY Brandbrew S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001107_CC_SLSC 5493007GVB1I2FDSS786 B0155849 CNHI UN Equity CNH Industrial Finance Europe S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001108_CC_SLSC 549300938QUWMPITJ642 COV US EQUITY Covidien International Finance SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001109_CC_SLSC 5299001R2HL1TAFZ8Z20 ENOVOS INTERNATIONAL SA (FORMER SOTEG) LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001110_CC_SLSC 350807947 FR0000038259 ERF FP EQUITY EUROFINS SCIENTIFIC SE LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001111_CC_SLSC 213800568PRHV2JR9650 XS0357281558 GSPBEX RR Equity Gaz Capital S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001112_CC_SLSC 213800WHKNIC1JQQG433 8GC GS Equity Glencore Finance (Europe) S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001113_CC_SLSC 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001114_CC_SLSC 549300MBM5B61VCW5A23 International Automotive Components Group, S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001115_CC_SLSC RUOKPID0PZ0UWJYU9J61 DE UN Equity John Deere Bank S.A. LU Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001116_CC_SLSC 529900XUC6PXMN6ABU42 TGH GY Equity Logwin AG LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001117_CC_SLSC 549300CTHC1CP86P2G96 MIICF PQ Equity Millicom International Cellular S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001118_CC_SLSC 0755015D LX EQUITY NH FINANCE SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001119_CC_SLSC 213800IUIRBFRNCYVR24 3900394Z LX Equity Nizi International SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001120_CC_SLSC 549300VEJMMZCY6OBU06 PDSA NS Equity Pacific Drilling S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001121_CC_SLSC 529900UUYBCBB7HMVI56 Phoenix PIB Dutch Finance B.V. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001122_CC_SLSC 549300OZSHE4H5BFQA66 QUILVEST SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001123_CC_SLSC 5493000C8J3C3SZYS040 RTL BB Equity RTL Group S.A. LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001124_CC_SLSC 5493008JPA4HYMH1HX51 SESG FP EQUITY SES SA LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001125_CC_SLSC 549300CJ7LW6QSGIL444 Swiss Re Europe S.A. LU Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001126_CC_SLSC 529900BSBZ853DKUP675 TRAXYS SARL LU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001127_CC_SLSC 549300RIG2CXWN6IV731 CEMEX S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001128_CC_SLSC 5493008KEVFYPMGTXO33 KOFL MM Equity Coca-Cola FEMSA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001129_CC_SLSC 5493000XJLJ6C4T0PG82 GRUMAB MM Equity GRUMA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001130_CC_SLSC 5493000RIXURZEBFEV60 BIMBOA MM Equity Grupo Bimbo, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001131_CC_SLSC 549300QOAB2GJSFM0381 1234Z MM Equity Grupo Petrotemex SA de CV MX Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001132_CC_SLSC 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS MX Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001133_CC_SLSC 549300FW3RGHPHT21D10 ALFAA MM Equity Sigma Alimentos, S.A. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001134_CC_SLSC 5493000MY3DAIB0BP706 TNE940608HS5 USP9084BAD03 ALFAA MM Equity Tenedora Nemak, S.A. de C.V. MX Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001135_CC_SLSC 549300EMP9DT6Q35HZ31 NL0000852564 AALBERTS INDUSTR NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001136_CC_SLSC 549300J93WR5DPG0P466 KVK 33232124 ABB SS Equity ABB Capital B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001137_CC_SLSC 5493007WHKI5H75YJ358 KVK 34215458 ABE SQ Equity Abertis Infraestructuras Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001138_CC_SLSC 7245007QUMI1FHIQV531 KVK 33235189 Achmea B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001139_CC_SLSC 724500HIKX3QVUQF9G08 KVK 28080300 Achmea Zorgverzekeringen N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001140_CC_SLSC O4QK7KMMK83ITNTHUG69 KVK 27076669 NL0000303709 AGN NA Equity AEGON N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001141_CC_SLSC NL0010672325 AHOLD KON NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001142_CC_SLSC 724500XYIJUGXAA5QD70 KVK 09007809 NL0000009132 AKZA NA EQUITY Akzo Nobel NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001143_CC_SLSC 724500XBZ9QOPTI11U82 KVK 34108286 Alliander N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001144_CC_SLSC 549300KYQ7B0H0K66406 KVK 33055009 AML LN Equity Amlin Europe N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001145_CC_SLSC 724500MCUU6QOFRFEA53 KVK 33256360 0000 792658Z PL EQUITY AMORIM ENERGIA, BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001146_CC_SLSC 7245000UZH70GO047N03 NL0006237562 ARCADIS NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001147_CC_SLSC 7245001I22ND6ZFHX623 KVK 30037466 NL0000334118 ASM NA Equity ASM International N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001148_CC_SLSC 724500Y6DUVHQD6OXN27 KVK 17085815 NL0006034001 ASML NA EQUITY ASML HOLDING N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001149_CC_SLSC 7245004JOPUJ0OOWTU73 KVK 30031823 ASR Schadeverzekering N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001150_CC_SLSC 724500XFMNHF1GFPYJ05 KVK 08125298 3324558Z NA Equity BDR Thermea Group BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001151_CC_SLSC 5299006ZHG3IXU0PNJ56 KvK 27106340 0000 1136Z NA EQUITY BMW Finance N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001152_CC_SLSC NL0000852580 BOSKALIS WESTMIN NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001153_CC_SLSC NL0010776944 BRUNEL INTERNAT NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001154_CC_SLSC 529900AOH3NBA8PZFG65 KvK 32097651 0000 0533866D NA EQUITY Celesio Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001155_CC_SLSC 549300WGC2HZ5J67V817 CNHI IM Equity CNH Industrial NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001156_CC_SLSC 549300BXVNOCYQ83FU09 KVK 34154633 KO UN Equity Coca-Cola HBC Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001157_CC_SLSC NL0000200384 CORE LABORATORIES NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001158_CC_SLSC 549300UNTCLR21YKLL62 KVK 30073501 NL0000288967 Corio N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001159_CC_SLSC NL0009294552 DELTA LLOYD NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001160_CC_SLSC 724500S75737K2SFDA03 KVK 22031457 Delta N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001161_CC_SLSC 213800N8X49KJRTNDM49 KVK 3419663 DGE FP Equity Diageo Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001162_CC_SLSC 529900M7QSB704RUUT95 KVK 34182495 AIR FP Equity Eads Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001163_CC_SLSC 724500KRQECMCRGM1971 KVK 14026250 EBN B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001164_CC_SLSC 5299007L43AQDFOW5739 KvK 34121496 0000 1403Z NA EQUITY EDP FINANCE BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001165_CC_SLSC 724500R5IP6TFKTNRU48 KvK 24306393 2091Z NA Equity Eneco Holding NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001166_CC_SLSC 549300XW2F91G4T4WC42 KVK 34149162 ENL GY Equity ENEL Investment Holding B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001167_CC_SLSC 529900011V8VJ3BUKR64 KVK 17115973 RWE GF Equity Essent N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001168_CC_SLSC NL0000288876 EUROCOMMERCIAL NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001169_CC_SLSC NL0000352565 FUGRO NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001170_CC_SLSC 2138005FTXOJUBQ5J563 KVK 24243533 GAS SQ Equity Gas Natural Fenosa Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001171_CC_SLSC 724500EJ2TDPAITRSJ55 KVK 02089290 GasTerra B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001172_CC_SLSC NL0000400653 GEMALTO NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001173_CC_SLSC 549300L10EVYURBFIH66 KVK 55293980 Global Blue Acquisition B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001174_CC_SLSC 529900SNLFF5M6HJ1T36 KvK 33286563 0000 1004Z NA EQUITY Haniel Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001175_CC_SLSC 724500K5PTPSST86UQ23 KVK 33011433 NL0000009165 HEIA NA Equity Heineken NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001176_CC_SLSC 7245008C9KMJL9P2UI77 KVK 34323653 Hyva Global B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001177_CC_SLSC 724500CR19MQGFWFBZ64 KvK 34217578 0000 0308206D NA EQUITY ICL Finance BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001178_CC_SLSC TLLG0UTU6ZHOG003X735 Imperial Mobility Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001179_CC_SLSC 54930050LBZUR4138I72 KVK 27120438 ING Re (Netherlands) N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001180_CC_SLSC KVK 24311905 2872423Z NA Equity InterGen NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001181_CC_SLSC 724500C9GNBV20UYRX36 KVK 35000363 NL0010672325 AH NA Equity Koninklijke Ahold NV [Royal Ahold NV] NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001182_CC_SLSC 724500V38C5KTDY5BS93 KVK 30058019 NL0000337319 BAMNB NA Equity Koninklijke BAM NBM NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001183_CC_SLSC 724500SNT1MK246AHP04 KVK 14022069 NL0000009827 DSM NA EQUITY Koninklijke DSM N.V NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001184_CC_SLSC 549300YO0JZHAL7FVP81 KVK 02045200 NL0000009082 KPN NA Equity Koninklijke KPN NV [Royal KPN NV] NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001185_CC_SLSC H1FJE8H61JGM1JSGM897 KVK 17001910 NL0000009538 PHIA NA Equity Koninklijke Philips Electronics N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001186_CC_SLSC 724500HZ4BN317I12G68 KVK 06016321 KTC NA Equity Koninklijke Ten Cate NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001187_CC_SLSC 724500UL634GFV1KYF10 KVK 24295332 NL0009432491 VPK NA Equity Koninklijke Vopak NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001188_CC_SLSC 529900WQGOTJDYG9NP76 KVK 09151956 LXS GF Equity Lanxess Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001189_CC_SLSC 5H8RMHHYTWIP1RKLCE38 KvK 34115238 0000 2177Z NA EQUITY Linde Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001190_CC_SLSC 549300J6QSW38QNOJK61 KVK 57924562 LYB International Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001191_CC_SLSC BN6WCCZ8OVP3ITUUVN49 KVK 24473890 DLY GB Equity LyondellBasell Industries N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001192_CC_SLSC 635400TMCKVEU87EJ582 KVK 24321697 METINVEST B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001193_CC_SLSC 529900PF6F1OHRZVU341 KvK 33178683 0000 1169Z NA EQUITY Metro Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001194_CC_SLSC 6354007MKEEGGVUMXO83 KVK 34239108 New World Resources N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001195_CC_SLSC 724500RKMOD48AIWKD94 KvK 24307569 0000 3893886Z NA EQUITY NIDERA B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001196_CC_SLSC 54930062JS29A5N4GO82 KVK 34248449 Nielsen Holdings N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001197_CC_SLSC 724500GQV9YLNSWECU41 KVK 17179668 Nord Gold N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001198_CC_SLSC 724500TXS5HH3GY4UW42 KVK 30124358 NS Groep N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001199_CC_SLSC 5299000CMF80GY2U0U47 KVK 16074305 NL0010395208 NUO NA Equity Nutreco Holding NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001200_CC_SLSC 724500HT4YW45B1Y7859 KVK 57585083 OAK Leaf B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001201_CC_SLSC 549300NCMRGIBJYUOE57 NL0010558797 OCI NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001202_CC_SLSC 724500IM9A059TQLBX63 OCI Nitrogen BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001203_CC_SLSC 72450053F5WRDY8CDZ66 KVK 24291478 OI US Equity OI European Group B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001204_CC_SLSC Q47A62EK6GMSID3Y8C39 KVK 17133742 XS0788529096 PCAR US Equity PACCAR Financial Europe B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001205_CC_SLSC 549300N522D3SS8MKV65 KvK 24320769 0000 3617372Z NA EQUITY PETROBRAS NETHERLANDS BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001206_CC_SLSC 549300VGHFJJ58HE2B54 KVK 17008551 PHIA NA Equity Philips Electronics NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001207_CC_SLSC 529900N9UJEHN9UPXN50 PHOENIX PIB FINANCE BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001208_CC_SLSC 724500Q41FHN0P1GPC53 KVK 27168968 NL0009739416 TNT LI Equity PostNL N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001209_CC_SLSC 54930036WK3GMCN17Z57 QIA GY Equity Qiagen NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001210_CC_SLSC 7245009EAAUUQJ0U4T57 KVK 33216172 NL0000379121 RAND NA EQUITY RANDSTAD HOLDING NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001211_CC_SLSC 549300XO8R7MPISUO753 KVK 33155037 NL0006144495 Reed Elsevier NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001212_CC_SLSC 5493002YCY6HTK0OUR29 KVK 24251372 XS0202649934 REP GY Equity Repsol International Finance B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001213_CC_SLSC KVK 34179503 GB00B03MM408 RDSA NA EQUITY ROYAL DUTCH SHELL PLC NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001214_CC_SLSC 5493002N51KZCVBDMS27 24114856 NL0006055329 ROYAL IMTECH NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001215_CC_SLSC 213800LBMMAIG1FQP389 KVK 14105351 SABIC AB Equity SABIC Capital I B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001216_CC_SLSC NL0000360618 SBM OFFSHORE NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001217_CC_SLSC 529900KEH8410ESH1483 KVK 53761790 Schaeffler Finance B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001218_CC_SLSC 724500DX7Q1A19SPY530 KVK 34166584 Schiphol Nederland B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001219_CC_SLSC 7245001TBT3NI9SPNJ75 SHV Netherlands NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001220_CC_SLSC TAFO772JB70PDRN5VS48 KvK 27092998 0000 1223Z NA EQUITY Siemens Financieringsmaatschappij N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001221_CC_SLSC 724500E9ZG6JMH6E2I14 NL0000817179 SLIGRO FOOD GROUP NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001222_CC_SLSC 724500ZTKJYJMWVLWJ82 KVK 34297413 SRLEV N.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001223_CC_SLSC 5493002SSXOL85X3XC87 KVK 58623701 Syncreon Group B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001224_CC_SLSC 724500LTUWK3JQG63903 KVK 09083317 TenneT Holding B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001225_CC_SLSC 7245008G22FOV7TYYJ34 KVK 06045666 NL0000852523 TWEKA NA EQUITY TKH Group NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001226_CC_SLSC 724500978QL7NKMLTQ37 KVK 34210949 TMF Group Holding B.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001227_CC_SLSC NL0009739424 TNT EXPRESS NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001228_CC_SLSC 724500L44K67W7UW1C59 KVK 34224566 NL0000387058 TOM2 NA EQUITY TOMTOM N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001229_CC_SLSC 724500OPA8GZSQUNSR96 KVK 33194984 TOM GY Equity Toyota Motor Finance (Netherlands) B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001230_CC_SLSC PX7SUPU7HUNJBQ8BPI65 KVK 33236939 585233Z NA Equity Trafigura Beheer BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001231_CC_SLSC 549300TK7G7NZTVM1Z30 KVK 24051830 NL0000009355 UNIA NA Equity Unilever NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001232_CC_SLSC 549300IW6C3SRHUUK147 Vitol Holding BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001233_CC_SLSC NL0009432491 VOPAK NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001234_CC_SLSC 549300FRXSUUW3M2Q281 WABCO Europe Holdings BV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001235_CC_SLSC 724500522D3ORUTUGW47 KVK 05078970 WAVIN NA Equity Wavin NV NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001236_CC_SLSC 724500YRQCY3BD9RJZ92 NL0000289213 WERELDHAVE NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001237_CC_SLSC 724500TEM53I0U077B74 KVK 33202517 NL0000395903 WKL NA EQUITY Wolters Kluwer N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001238_CC_SLSC 5JB3IE65ZU13TA0DGN10 Würth Finance International B.V. NL Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001239_CC_SLSC NL0006294290 ZIGGO NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001240_CC_SLSC BWO NO Equity BW Offshore Shipholding Ltd NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001241_CC_SLSC 5493004ZHCILEMZLBS85 00304772770005 FERD AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001242_CC_SLSC 5493009F6KP3UMLPOY27 931186744 ICA Norge AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001243_CC_SLSC 549300ZLJDXBXUNCY824 936738540 National Oilwell Varco Norway AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001244_CC_SLSC 549300N1SDN71ZZ8BO45 NHY NO Equity Norsk Hydro ASA NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001245_CC_SLSC 529900J8VSH14TP5VD23 ODFJELL SE NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001246_CC_SLSC 213800T66DRTE6O6BV87 916235291 PGS NO Equity Petroleum Geo-Services ASA NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001247_CC_SLSC 529900TH4OAW7WYG1777 987059699 Statkraft AS NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001248_CC_SLSC OW6OFBNCKXC4US5C7523 923609016 STL NO Equity Statoil ASA NO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001249_CC_SLSC R7NJHU48LTCIOB9BVU57 CNU NZ Equity Chorus Limited NZ Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001250_CC_SLSC 259400GYHYZPQ0HTMT82 CIE PW Equity Ciech S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001251_CC_SLSC 259400A9BI23M3K1NK82 LTS PW EQUITY GRUPA LOTOS S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001252_CC_SLSC 259400WT6MCX3V59XI09 Netia S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001253_CC_SLSC 259400TOMPUOLS65II22 10681 TPA1 GB Equity ORANGE POLSKA SA PL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001254_CC_SLSC 259400TGY6IYEP2EFW87 467426 POLKOMTEL SP. Z O.O. PL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001255_CC_SLSC 259400VVMM70CQREJT74 28860 PKN PW Equity Polski Koncern Naftowy ORLEN S.A. (PKN) PL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001256_CC_SLSC 259400NAPDFBOTNCRL54 TPE PW Equity TAURON Polska Energia S.A. PL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001257_CC_SLSC Q1ECZWEVT6ZTFERCPG94 PLTLKPL00017 OPL PW EQUITY TELEKOMUNIKACJA POLSKA SA PL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001258_CC_SLSC 213800RQXBBZ6KSP1I72 500311390 AMORIM & IRMAOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001259_CC_SLSC 2138002PLGLYW8EP7248 AMORIM HOLDING II SGPS SA PT Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001260_CC_SLSC 213800V5Z38TLIRQW516 500700834 ANA AEROPORTOS PORTUGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001261_CC_SLSC 502607920 AUCHAN PORTUGAL HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001262_CC_SLSC 54930011KNBNPPKW7528 500038015 AUTO SUECO LDA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001263_CC_SLSC 549300RU6UYW1UMYOP92 500194670 BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001264_CC_SLSC PTBRI0AM0000 BRI PL EQUITY BRISA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001265_CC_SLSC 549300FREK460JU7RG08 500060266 CELULOSE BEIRA INDUSTRIAL-CELBI SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001266_CC_SLSC 549300TF1SUYCFUO3840 503309362 COLEP PORTUGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001267_CC_SLSC 507195515 CONTROLINVESTE SGPS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001268_CC_SLSC 213800X28CMB8LAIT849 502557400 CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001269_CC_SLSC 549300RGQV4M16FESU23 500832234 CUF QUIMICOS INDUSTRIAS, SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001270_CC_SLSC 529900CLC3WDMGI9VH80 PTEDP0AM0009 EDP PL EQUITY EDP — Energias de Portugal S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001271_CC_SLSC 529900LOXJVWGOH84656 503293695 EDP — GESTÃO DA PRODUÇÃO DE ENERGIA SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001272_CC_SLSC 504885367 ESPIRITO SANTO SAUDE SGPS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001273_CC_SLSC 2138003319Y7NM75FG53 504499777 PTGALIOE0009 GALP PL Equity GALP ENERGIA SGPS, S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001274_CC_SLSC 213800Y3V72PI6W8KG10 511220448 GRUPO PESTANA — SGPS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001275_CC_SLSC 259400A8SZP10GB5IB19 PTJMT0AE0001 JMT PL EQUITY J.MARTINS PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001276_CC_SLSC 500073880 LENA ENGENHARIA CONSTRUCOES SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001277_CC_SLSC 549300SNYKYW15R3UE62 502011475 MODELO CONTINENTE HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001278_CC_SLSC 549300TLPT6W9R3CLQ86 500197814 MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001279_CC_SLSC 5493003NN4LXUF8JA244 Ocidental Companhia Portuguesa de Seguros de Vida, S.A. PT Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001280_CC_SLSC 54930071D35BVUPC5942 502604751 OPTIMUS-COMUNICACOES S.A PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001281_CC_SLSC 507979265 OPWAY — SGPS, SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001282_CC_SLSC 213800ZWKG61JG7ZCF61 500697370 PETROLEOS PORTUGAL PETROGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001283_CC_SLSC 259400DRC6WOXNVW8B57 500829993 500829993 90413Z PL EQUITY PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001284_CC_SLSC 549300UNIB7M2AXUXS35 PTPTI0AM0006 PTCL TQ EQUITY Portucel S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001285_CC_SLSC 549300FR1FN48IGHR915 PTREL0AM0008 RENE PL Equity REN-Redes Energeticas Nacionais, SGPS, S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001286_CC_SLSC 500246963 REPSOL PORTUGUESA SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001287_CC_SLSC 5493002X2CCY60HWCU94 500243590 SECIL COMP GERAL CAL CIMENTO SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001288_CC_SLSC 549300PXZF74GVQM6867 500058580 SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001289_CC_SLSC 549300EZYIURQ5RGSE56 500278571 SOVENA OILSEEDS PORTUGAL, SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001290_CC_SLSC 549300KFJPELBPMQH079 500833532 SOVENA PORTUGAL CONSUMER GOODS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001291_CC_SLSC 95980020140005813290 505042037 SUMOL+COMPAL MARCAS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001292_CC_SLSC 500097488 TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001293_CC_SLSC 549300CNE5R74B3XKF57 505266202 UNICER BEBIDAS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001294_CC_SLSC 503933139 503933139 3646175Z PL EQUITY UNILEVER JERÓNIMO MARTINS, LDA. PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001295_CC_SLSC 213800IDK8UTYDSFOG74 502544180 VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001296_CC_SLSC 500302200 500302200 0265472D PL EQUITY ZAGOPE — CONSTRUÇÕES E ENGENHARIA S.A. PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001297_CC_SLSC 549300VOFQC1SPGTZM19 503039063 ZON TV CABO PORTUGAL SA PT Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001298_CC_SLSC 549300D3EIDZJB62TR20 21183 ORDS QD Equity Ooredoo Q.S.C. QA Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001299_CC_SLSC 549300UKYDM6L8HEPU79 SNP RO EQUITY OMV PETROM S.A. RO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001300_CC_SLSC 549300F8ZIGJVUPIU797 24297754 Rompetrol Group N.V. (The) RO Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001301_CC_SLSC GAZP RU Equity Gazprom OAO RU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001302_CC_SLSC ROSN RU Equity OJSC Oil Co Rosneft RU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001303_CC_SLSC TATN RU Equity Tatneft OAO RU Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001304_CC_SLSC 5493007RN7O98MYBX124 AKTIEBOLAG LINDEX SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001305_CC_SLSC 549300UCKT2UK88AG251 SE0000695876 ALFA SS EQUITY Alfa Laval AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001306_CC_SLSC 549300YECS8HKCIMMB67 SE0000255648 ASSAB SS EQUITY Assa Abloy AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001307_CC_SLSC 213800T8PC8Q4FYJZR07 5560142720 SE0000122467 ATCOA SS EQUITY Atlas Copco Aktiebolag SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001308_CC_SLSC 2138002GW5WN1UYZAO32 55611256900004 BILIA AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001309_CC_SLSC 549300YJUYJ9A24RXL71 SE0005906922 SE0005906922 Corp BILLERUDKORSNÄS AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001310_CC_SLSC 549300ZACGIQHBBMOD20 5560269549 BONN SS EQUITY Bonnier Finans AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001311_CC_SLSC 213800SE6FV3UDEIEY92 72317831 CAPIO AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001312_CC_SLSC 549300GU5OHTR1T5IY68 SE0005932225 SE0005932225 Corp Castellum AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001313_CC_SLSC 549300HCT1WLHEXNLZ18 Dometic Holding AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001314_CC_SLSC 549300Y3HHZB1ZGFPJ93 ELUXA SS Equity Electrolux AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001315_CC_SLSC 549300JNPI46XNH0PM97 Fabege AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001316_CC_SLSC 5493003PZ4F570G3W735 GETINGE AB, SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001317_CC_SLSC 529900XKWB408ZZYBF68 GREEN CARGO AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001318_CC_SLSC 213800YUV362W4E1LP46 H & M Hennes & Mauritz GBC AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001319_CC_SLSC 54930033BTSY61VHUR49 55601011550004 HALDEX AKTIEBOLAG SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001320_CC_SLSC 549300VOTS5OZ82UTG69 SE0005934320 SE0005934320 Corp HEMSÖ FASTIGHETS AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001321_CC_SLSC 549300WJFW6ILNI4TA80 5561904771 SE0000103699 HEXAB SS EQUITY Hexagon AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001322_CC_SLSC 52990080SH3454F0QE68 5560013301 SE0000109290 HOLMB SS EQUITY Holmen AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001323_CC_SLSC 549300GYQIIJ3UXB7655 SE0001662222 HUSQB SS EQUITY HUSQVARNA AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001324_CC_SLSC 549300VEBQPHRZBKUX38 556013-8298 XS0795505402 INVEA SS Equity Investor AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001325_CC_SLSC 529900X0UEM9DOM6FK12 5560452103 SE0000806994 JM SS EQUITY JM AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001326_CC_SLSC 549300VD6SNNS5N5V183 KORAB INTERNATIONAL AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001327_CC_SLSC 5493005OXRTBK0WSJN46 5565451217 SE0000549412 KLED SS EQUITY Kungsleden AB SE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001328_CC_SLSC 529900AB08F05L4HWU11 LANTMÄNNEN EK FÖR SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001329_CC_SLSC 213800NS2XXVRYS7WP40 SE0002683557 LOOMB SS EQUITY Loomis AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001330_CC_SLSC 549300SNQNTHQLZQON04 5564272812 SE0000221723 MEDAA SS EQUITY Meda AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001331_CC_SLSC 549300E8NDODRSX29339 5563099158 SE0000412371 MTGB SS EQUITY MODERN TIMES GROUP MTG AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001332_CC_SLSC 213800WRGLW3CY4MHW53 55603451740004 NCC SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001333_CC_SLSC 549300KUJMRC9NW93S96 Nobina sverige AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001334_CC_SLSC 5493007VGEKBZGZ6PC69 NYNAS AB (PUBL) SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001335_CC_SLSC 549300ES84TRW7EWGU35 Perstorp Holding AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001336_CC_SLSC 549300S2D8BDH1CKLI47 PostNord AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001337_CC_SLSC 549300MIHCMD8DCSBY41 55607269770034 Preem SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001338_CC_SLSC 549300ZHO4JCQQI13M69 556036-0793 SE0000112385 SE0005567088 Corp SAAB AKTIEBOLAG SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001339_CC_SLSC 5299008ZUAXN43LVZF54 SAND SS Equity Sandvik AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001340_CC_SLSC 5299001G94UPTI8C7N54 5566577416 0301536D SS EQUITY Sandvik Treasury AB SE Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001341_CC_SLSC 529900AE1FZNUH6EVS39 SE0003366871 SAS SS EQUITY SAS AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001342_CC_SLSC 529900BZYSUQLQSPNR07 5560840976 SE0000308280 SCVB SS EQUITY Scania CV AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001343_CC_SLSC 635400TTYKE8EIWDS617 SECUB SS Equity Securitas AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001344_CC_SLSC 5493004WOSC31U83UG49 5561063834 SKAB SS EQUITY Skanska Financial Services SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001345_CC_SLSC 549300MA1BZYJU87BW55 5560339086 SE0000113250 SKAB SS EQUITY Skanska Sverige AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001346_CC_SLSC 549300X6MQ0GG8BRY481 SKF sverige AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001347_CC_SLSC 5493002FIVSWBLEV7P15 SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001348_CC_SLSC 529900329VS14ZIML164 5560163429 SE0000171100 SSABA SS EQUITY SSAB AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001349_CC_SLSC 529900J0C48FH28HNQ19 5563137933 SE0000120669 SSABA SS EQUITY SSAB Emea AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001350_CC_SLSC 213800CWLTI7WZCC2R35 5560010802 1081Z SS EQUITY Stena AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001351_CC_SLSC 5299005HSK597UX55629 SVEASKOG FÖRVALTNINGS AKTIEBOLAG SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001352_CC_SLSC 549300FW5JDRV1IJ0M67 SCAB SS Equity Svenska Cellulosa AB [SCA] SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001353_CC_SLSC 529900ZERGNJBEQEX179 55679708180004 SWEDAVIA AB SWEDAVIA EKONOMI SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001354_CC_SLSC 5493005DU3003SGUC166 SWEDISH HOSPITAL PARTNERS AB, SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001355_CC_SLSC 529900YVXCGNWAUYZG78 SE0000310336 SWMA SS EQUITY Swedish Match AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001356_CC_SLSC 213800EKD193RVI9HL76 5564108917 SE0000314304 TEL2B SS EQUITY Tele2 AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001357_CC_SLSC 549300W9JLPW15XIFM52 556016-0680 XS0435008726 ERICB SS Equity Telefonaktiebolaget LM Ericsson SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001358_CC_SLSC 213800FSR9RNDUOTXO25 TLSN SS Equity TeliaSonera AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001359_CC_SLSC 5493006LU5JO4P7HQ305 THULE HOLDING AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001360_CC_SLSC 213800XY16PAWG2PAD14 TRELB SS Equity Trelleborg AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001361_CC_SLSC 5493007LNZSEWN5KTV42 SE0005769270 SE0005769270 Corp Vasakronan SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001362_CC_SLSC 549300T5RZ1HA5HZ3109 VATT SS Equity Vattenfall AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001363_CC_SLSC 549300HGV012CNC8JD22 SE0000115420 VOLVB SS EQUITY Volvo AB SE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001364_CC_SLSC 54930083GODGBHODQ153 189744 Global A&T Electronics Ltd. SG Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001365_CC_SLSC 33D7DTWH8BNIUWE0IF81 OLAM SP Equity Olam International Ltd SG Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001366_CC_SLSC 7536988Z SK EQUITY Volkswagen Slovakia A.S. SK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001367_CC_SLSC 549300QOGMPTKB6W7G56 1,07544E+11 USY71548BY95 PTT TB Equity PTT Public Company Limited TH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001368_CC_SLSC 8RS0AKOLN987042F2V04 NXWA GF Equity 21st Century Fox America, Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001369_CC_SLSC LUZQVYP4VS22CLWDAR65 US88579YAF88 MMM SE Equity 3M Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001370_CC_SLSC HQD377W2YR662HK5JX27 IL08142220 ABT US Equity Abbott Laboratories US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001371_CC_SLSC FR5LCKFTG8054YNNRU85 DE5126809 4AB GF Equity AbbVie Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001372_CC_SLSC 549300T0GJTEK811VI53 WPI US EQUITY Actavis, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001373_CC_SLSC 549300QKBENKLBXQ8968 PA724325 AET US Equity Aetna Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001374_CC_SLSC LYOM0B2GCF1JWXK5ZG04 AGCO UN Equity AGCO Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001375_CC_SLSC QUIX8Y7A2WP0XRMW7G29 A UN Equity Agilent Technologies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001376_CC_SLSC 9PO87UV78U1JHLR68X04 8685 JT Equity AIG Financial Products Corp. US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001377_CC_SLSC 7QEON6Y1RL5XR3R1W237 APD US Equity Air Products & Chemicals Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001378_CC_SLSC ABPN11VOHLHX6QR7XQ48 AA US Equity Alcoa Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001379_CC_SLSC XSGZFLO9YTNO9VCQV219 MO US Equity Altria Group Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001380_CC_SLSC ZXTILKJKG63JELOEG630 DE2620453 AMZN US Equity Amazon.com, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001381_CC_SLSC IWUQB36BXD6OWD6X4T14 DE0332421 AAL UW Equity American Airlines, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001382_CC_SLSC B6Q2VFHD1797Q7NZ3E43 CAC0951492 7267 JT Equity American Honda Finance Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001383_CC_SLSC 5493006ORUSIL88JOE18 AMT US Equity American Tower Corp [ex- American Tower System] US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001384_CC_SLSC 549300D3L3G0R4U4VT04 APH US Equity Amphenol Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001385_CC_SLSC B78FQ7XBQFLP4AYJ6F79 APC US Equity Anadarko Petroleum Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001386_CC_SLSC 72ZZ1XRHOOU9P9X16K08 APA US Equity Apache Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001387_CC_SLSC HWUPKR0MPOU8FGXBT394 CAC0806592 AAPL US Equity Apple Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001388_CC_SLSC 42YMHYH0XMHJEXDUB065 ARAMARK Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001389_CC_SLSC W47HVZ7Q6FXL86RELH91 DE0717711 ACI US Equity Arch Coal, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001390_CC_SLSC 549300LO13MQ9HYSTR83 DE0152524 ADM US Equity Archer-Daniels-Midland Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001391_CC_SLSC 0C0SZC7H22UWI2NA3R46 ARRS UW Equity Arris Group, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001392_CC_SLSC 549300YNNLBXT8N8R512 NYCARREUS ARW US Equity Arrow Electronics, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001393_CC_SLSC 6O4MRU8C1MS0K34UQF79 KY0580261 ASH US Equity Ashland Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001394_CC_SLSC 549300Z40J86GGSTL398 DE2018584 T* MM Equity AT&T Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001395_CC_SLSC QVLWEGTD2S8GJMO8D383 ATO US Equity Atmos Energy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001396_CC_SLSC HGBOLILQXWER4SAL2I23 ADP US Equity Automatic Data Processing US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001397_CC_SLSC GA3JGKJ41LJKXDN23E90 Autozone Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001398_CC_SLSC XN8R4HH1TVC1XOCL5P21 CAR US EQUITY Avis Budget Car Rental LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001399_CC_SLSC XJI53DCPL7QABOWK4Z75 NYCAVNTUS AVT US Equity Avnet, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001400_CC_SLSC 5493007RY69UEB1F1B45 AVP US Equity Avon Products, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001401_CC_SLSC MF62XBVMNYTYMC18DL76 DE2416636 BA/ LN Equity BAE Systems Holdings Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001402_CC_SLSC BHI US EQUITY Baker Hughes Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001403_CC_SLSC EWRDABCN7XBHM37LIA98 DE2072335 Beam Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001404_CC_SLSC HL5XPTVRV0O8TUN5LL90 MN1K-1056 BBY US Equity Best Buy Co., Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001405_CC_SLSC KK5MZM9DIXLXZL9DZL15 DE2322568 BMW HB Equity BMW US Capital, LLC US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001406_CC_SLSC 549300DSFX2IE88NSX47 BWA US Equity BorgWarner Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001407_CC_SLSC Y6ZDD9FP4P8JSSJMW954 DE0874815 BSX UN Equity Boston Scientific Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001408_CC_SLSC 549300GMUCJ08527GQ81 IN182869-107 BP/ LN Equity BP Corporation North America Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001409_CC_SLSC 549300YYMNSW7KWZH127 BP/ LN Equity BP Products North America Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001410_CC_SLSC HLYYNH7UQUORYSJQCN42 BMY US EQUITY Bristol Myers Squibb Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001411_CC_SLSC 5493007M0RIN8HY3MM77 BG US Equity Bunge Limited US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001412_CC_SLSC Y7ET3D9SDOFUZ515FE28 DE0799956 CA US Equity CA, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001413_CC_SLSC 43R4VPJBXTU2O15HEF41 Calpine Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001414_CC_SLSC 5493007JDSMX8Z5Z1902 CPB US Equity Campbell Soup Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001415_CC_SLSC CCU46N3GJMF4OK4N7U60 OH535613 CAH US Equity Cardinal Health, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001416_CC_SLSC QXZYQNMR4JZ5RIRN4T31 3091Z US Equity Cargill Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001417_CC_SLSC EDBQKYOPJUCJKLOJDE72 DE0921323 CAT SE Equity Caterpillar Financial Services Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001418_CC_SLSC WRJR7GS4GTRECRRTVX92 CAT US EQUITY Caterpillar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001419_CC_SLSC 5KYC8KF17ROCY24M3H09 DE2106821 C5S GM Equity CBS Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001420_CC_SLSC CD30XVRLT4QO00B1C706 DE3780476 CE UN Equity Celanese US Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001421_CC_SLSC 4SIHMF0MOSTTL8CD0X64 CELG US Equity Celgene Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001422_CC_SLSC 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001423_CC_SLSC 8E6NF1YAL0WT6CWXXV93 CSCO US EQUITY Cisco Systems Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001424_CC_SLSC 549300IA9XFBAGNIBW29 CMS Energy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001425_CC_SLSC B0QU0GIVGFFMCOP5RJ72 DE4789658 CKK GB Equity Coca-Cola Enterprises, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001426_CC_SLSC 2V9V7M0RUQG9M2J4IC47 Colfax Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001427_CC_SLSC YMEGZFW4SBUSS5BQXF88 DE0156313 CL US Equity Colgate-Palmolive Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001428_CC_SLSC 51M0QTTNCGUN7KFCFZ59 PA3039985 CTP GB Equity Comcast Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001429_CC_SLSC 549300OQS2LO07ZJ7N73 DE0406521 CMC US Equity Commercial Metals Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001430_CC_SLSC 6113F6JQLWIUGTBN1L36 CSC US equity Computer Sciences Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001431_CC_SLSC 54930035UDEIH090K650 DE0818944 CAG US Equity ConAgra Foods, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001432_CC_SLSC SYHS7HRDXLL4I0IQ8776 CXO US EQUITY Concho Resources Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001433_CC_SLSC 6VJJ5GQWIRDQ06DUXG89 DE0064324 COP US Equity ConocoPhillips Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001434_CC_SLSC 549300JK3KH8PWM3B226 DE2277631 CNX UN Equity CONSOL Energy Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001435_CC_SLSC 29DX7H14B9S6O3FD6V18 CTO GM Equity Costco Wholesale Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001436_CC_SLSC 549300BO9IWPF3S48F93 COTY US EQUITY Coty Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001437_CC_SLSC TVRMNZKRGA8LPW6XPG60 Cox Enterprises Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001438_CC_SLSC RPPGGRL1J75WGF2DFO04 PA3337938 CCK US Equity Crown Americas LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001439_CC_SLSC ZUNI8PYC725B6H8JU438 IN194062-043 CMI UN Equity Cummins Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001440_CC_SLSC S4BKK9OTCEWQ3YHPFM11 DHR US EQUITY Danaher Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001441_CC_SLSC PWFTNG3EI0Y73OXWDH08 DE US EQUITY Deere & Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001442_CC_SLSC 3E70L4WYANTIWWIPHC81 DELL US EQUITY Dell Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001443_CC_SLSC Q2CCMS6R0AS67HJMBN42 DAL US EQUITY Delta Air Lines Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001444_CC_SLSC 54930042348RKR3ZPN35 DE2155705 DVN US Equity Devon Energy Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001445_CC_SLSC F14FQJ2EEHW5VPYUHL14 DO US Equity Diamond Offshore Drilling, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001446_CC_SLSC 549300Z1UGYT5725XB67 DE3535468 DTV TQ Equity DIRECTV Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001447_CC_SLSC ILUL7B6Z54MRYCF6H308 D US EQUITY Dominion Resources Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001448_CC_SLSC 549300FMC2ALGA7N9E80 DE0412823 DOV UN Equity Dover Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001449_CC_SLSC ZQUIP1CSZO8LXRBSOU78 DOW US EQUITY Dow Chemical Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001450_CC_SLSC 549300IX8SD6XXD71I78 DTE US EQUITY DTE Energy Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001451_CC_SLSC FDPVHDGJ1IQZFK9KH630 DE2345566 EMN UN Equity Eastman Chemical Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001452_CC_SLSC 0NZWDMRCE180888QQE14 ETN US EQUITY Eaton Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001453_CC_SLSC OML71K8X303XQONU6T67 DE2871352 EBAY US Equity eBay Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001454_CC_SLSC FRDRIPF3EKNDJ2CQJL29 LLY US EQUITY Eli Lilly & Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001455_CC_SLSC FGLT0EWZSUIRRITFOA30 EMR UN Equity Emerson Electric Co. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001456_CC_SLSC GHFPUH0OZ5JLGJXWCO16 ESV UN Equity ENSCO International Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001457_CC_SLSC 4XM3TW50JULSLG8BNC79 ETR US EQUITY Entergy Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001458_CC_SLSC 549300EVUN2BTLJ3GT74 DE2911438 EQIX US Equity Equinix, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001459_CC_SLSC 549300RO2XES74KQGG63 XLS US EQUITY Exelis Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001460_CC_SLSC 3SOUA6IRML7435B56G12 EXC US EQUITY Exelon Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001461_CC_SLSC CI7MUJI4USF3V0NJ1H64 WA601975803 EXPE UW Equity Expedia, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001462_CC_SLSC J3WHBG0MTS7O8ZVMDC91 NJ3793794100 XOM US Equity Exxon Mobil Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001463_CC_SLSC 549300E707U7WNPZN687 FDX US EQUITY FedEx Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001464_CC_SLSC 6WQI0GK1PRFVBA061U48 GA0110597 FIS UN Equity Fidelity National Information Services, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001465_CC_SLSC 549300NPYMLM4NHTOF27 First Solar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001466_CC_SLSC 549300SVYJS666PQJH88 OH953140 FE US Equity FirstEnergy Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001467_CC_SLSC 6Y0GK87T6V7NJKZJVM41 NYCDRRCUS FLS US Equity Flowserve Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001468_CC_SLSC CQ7WZ4NOFWT7FAE6Q943 FLR US EQUITY Fluor Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001469_CC_SLSC CKDHZ2X64EEBQCSP7013 FMC US Equity FMC Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001470_CC_SLSC EMQFUEY7DV1MVNKAUT87 DE3315658 FTI US Equity FMC Technologies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001471_CC_SLSC 20S05OYHG0MQM4VUIC57 F US EQUITY Ford Motor Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001472_CC_SLSC 2MNR4Q42DBL85U7RD221 Forest Oil Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001473_CC_SLSC A0WMBJD47C49E2JJOM88 DE4594648 FRE GY Equity Fresenius US Finance I, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001474_CC_SLSC 549300FNRIXILI56M704 0196414D US EQUITY Gavilon LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001475_CC_SLSC 9C1X8XOOTYY2FNYTVH06 GD US EQUITY General Dynamics Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001476_CC_SLSC 3C7474T6CDKPR9K6YT90 NYCGECYUS GNE FP Equity General Electric Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001477_CC_SLSC 2TGYMUGI08PO8X8L6150 GIS US Equity General Mills, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001478_CC_SLSC 549300PDWRZX0BR28B12 DE4717789 GM UN Equity General Motors Holdings LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001479_CC_SLSC L2EVHWFHVAQK72TMH265 DE4275413 Georgia-Pacific LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001480_CC_SLSC 5493002BI0S2ZQUY3437 GT US EQUITY Goodyear Tire & Rubber Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001481_CC_SLSC 7ZW8QJWVPR4P1J1KQY45 GOOG US EQUITY Google Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001482_CC_SLSC ENYF8GB5SMQZ25S06U51 DE2681775 HAL UN Equity Halliburton Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001483_CC_SLSC KAO98FK89NPNNPQGUZ43 DE0497602 HSC US Equity Harsco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001484_CC_SLSC 549300NUB6D2R1ITYR45 HAS US Equity Hasbro, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001485_CC_SLSC 549300PD0C69OJ0NLB27 766481Z US EQUITY Hertz Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001486_CC_SLSC UASVRYNXNK17ULIGK870 DE0097017 AHC GB Equity Hess Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001487_CC_SLSC WHKXQACZ14C5XRO8LW03 HPQ US EQUITY Hewlett-Packard Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001488_CC_SLSC 5493003STKEZ2S0RNU91 HNZ US EQUITY HJ Heinz Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001489_CC_SLSC ISRPG12PN4EIEOEMW547 DE2061772 HON UN Equity Honeywell International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001490_CC_SLSC KNX4USFCNGPY45LOCE31 4335 HK Equity Intel Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001491_CC_SLSC VGRQXHF3J8VDLUA7XE92 IBM US EQUITY International Business Machines (IBM Corp) US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001492_CC_SLSC F9HV8ZL85LRIQ6D60098 NVC7491-1980 IGT UN Equity International Game Technology US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001493_CC_SLSC 824LMFJDH41EY779Q875 IP US EQUITY International Paper Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001494_CC_SLSC 5493008IUOJ5VWTRC333 Interpublic Group of Cos US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001495_CC_SLSC 24F6LSZD18II6ICG6S41 Itron Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001496_CC_SLSC YB2O5TUONPB3W1X7WJ88 ITT US EQUITY ITT Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001497_CC_SLSC KD833U13JEIGETBW2749 JAH US EQUITY Jarden Corp (fka Alltrista Corp) US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001498_CC_SLSC 549300XR6O4ACB0KLV08 JFB Firth Rixson, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001499_CC_SLSC E0KSF7PFQ210NWI8Z391 DE UN Equity John Deere Capital Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001500_CC_SLSC 549300G0CFPGEF6X2043 NJ5106301000 JNJ GQ Equity Johnson & Johnson US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001501_CC_SLSC 3LB2NG8VUULSCV2NO430 JCI US EQUITY Johnson Controls Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001502_CC_SLSC LONOZNOJYIBXOHXWDB86 K US EQUITY Kellogg Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001503_CC_SLSC AGX0G2MXE54NFNNICD28 KU1 US EQUITY Kentucky Utilities Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001504_CC_SLSC MP3J6QPYPGN75NVW2S34 KMB UN Equity Kimberly-Clark Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001505_CC_SLSC 549300PDHUGWPWGOT525 DE2301470 Kinder Morgan Energy Partners, L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001506_CC_SLSC 5493005158BXZWGOX572 3097Z US EQUITY Koch Industries Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001507_CC_SLSC 549300JF6LPRTRJ0FH50 KSS UN Equity Kohl's Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001508_CC_SLSC V1BYR0MM295ZFWYYS367 KRFT US EQUITY Kraft Foods Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001509_CC_SLSC GR3KVMWVCR54YWQNXU90 DE0933796 LTD GF Equity L Brands, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001510_CC_SLSC LINE US EQUITY Linn Energy LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001511_CC_SLSC 5493007B9BM9ZXJINO78 DE4009151 LYV UN Equity Live Nation Entertainment, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001512_CC_SLSC DPRBOZP0K5RM2YE8UU08 LMT US EQUITY Lockheed Martin Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001513_CC_SLSC WAFCR4OKGSC504WU3E95 NC0087443 LOW UN Equity Lowe's Companies, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001514_CC_SLSC 2RTSLGQ89VMY18RHX631 Manitowoc Co Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001515_CC_SLSC 1FRVQX2CRLGC1XLP5727 DE3395371 MRO US Equity Marathon Oil Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001516_CC_SLSC 3BNYRYQHD39K4LCKQF12 DE4750998 MPC UN Equity Marathon Petroleum Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001517_CC_SLSC 225YDZ14ZO8E1TXUSU86 DE2798413 MAR US Equity Marriott International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001518_CC_SLSC 54930073HKEO6GZBSS03 4614Z US EQUITY Mars Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001519_CC_SLSC 549300XMP3KDCKJXIU47 DE0706226 MMC UN Equity Marsh & McLennan Companies, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001520_CC_SLSC 5GCSNMQXHEYA1JO8QN11 DE0585027 MAS US Equity Masco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001521_CC_SLSC AR5L2ODV9HN37376R084 DE3390142 MA US Equity MasterCard Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001522_CC_SLSC 549300VELLG24KHTJ564 DE0673809 MAT US Equity Mattel, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001523_CC_SLSC UE2136O97NLB5BYP9H04 MCD US EQUITY McDonald's Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001524_CC_SLSC 549300WZWOM80UCFSF54 DE2417015 MCK US Equity McKesson Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001525_CC_SLSC 4DL8C98Z5G5IXZLH3578 MWV US Equity MeadWestvaco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001526_CC_SLSC D56MRZY2INAN94ZONZ37 MDT US EQUITY Medtronic Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001527_CC_SLSC 4YV9Y5M8S0BRK1RP0397 MRK US EQUITY Merck & Co Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001528_CC_SLSC INR2EJN1ERAN0W5ZP974 WA600413485 MSF NA Equity Microsoft Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001529_CC_SLSC 54930073LBBH6ZCBE225 TAP US EQUITY Molson Coors Brewing Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001530_CC_SLSC 549300DV9GIB88LZ5P30 VA05501796 KTF GF Equity Mondelez International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001531_CC_SLSC NONUZEX43GHIPSVDD938 DE3174788 MON US Equity Monsanto Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001532_CC_SLSC 6S552MUG6KGJVEBSEC55 DE0789650 MTLA GF Equity Motorola Solutions, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001533_CC_SLSC MOM4570XTJ5YYX7JKH83 DE2977161 NG/ LN Equity National Grid USA US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001534_CC_SLSC 549300VSP3RIX7FGDZ51 NEM US EQUITY Newmont Mining Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001535_CC_SLSC UMI46YPGBLUE4VGNNT48 NEE UN Equity NextEra Energy Capital Holdings, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001536_CC_SLSC 549300Z2ZSKKGUE3J147 NKE US EQUITY Nike Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001537_CC_SLSC ZHUWIE4VK4MIYES0UG62 IN2000033100151 NI UN Equity NiSource Finance Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001538_CC_SLSC 7D6DIU2QXTUJRFNNJA49 CAC1059173 7201 JT Equity Nissan Motor Acceptance Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001539_CC_SLSC 02VFQXG2D1LR5ZH3K186 NBL UN Equity Noble Energy, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001540_CC_SLSC 549300S3IZB5P35KNV16 WA178071138 JWN US Equity Nordstrom, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001541_CC_SLSC RIMU48P07456QXSO0R61 NOC US EQUITY Northrop Grumman Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001542_CC_SLSC 6B6FQLPMMKB14LX6NY57 Novelis Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001543_CC_SLSC 549300GGJCRSI2TIEJ46 NUE UN Equity Nucor Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001544_CC_SLSC IM7X0T3ECJW4C1T7ON55 OXY US EQUITY Occidental Petroleum US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001545_CC_SLSC 52990006VBKYFQMQJX90 KvK 34311273 0000 OILT UD EQUITY Oiltanking Finance B.V. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001546_CC_SLSC HKUPACFHSSASQK8HLS17 OMC US EQUITY Omnicom Group US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001547_CC_SLSC 1Z4GXXU7ZHVWFCD8TV52 DE2457805 ORCL* MM Equity Oracle Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001548_CC_SLSC 549300TOPQ8NG4HGVK16 Owens Corning US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001549_CC_SLSC PH3S12DWZBHHQKVYZ297 WA177005077 PCAR US Equity PACCAR Financial Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001550_CC_SLSC KDTEY8BWE486IKZ3CC07 PCAR US EQUITY Paccar Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001551_CC_SLSC SGY07Y7FNYBNLM6Z1M11 OR085297-86 BRK/A US Equity PacifiCorp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001552_CC_SLSC 5493002CONDB4N2HKI23 PH US EQUITY Parker Hannifin Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001553_CC_SLSC EJCO258LNNVSKAR2JX59 DE2864939 BTU US Equity Peabody Energy Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001554_CC_SLSC FJSUNZKFNQ5YPJ5OT455 NC0198463 PEP SE Equity PepsiCo, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001555_CC_SLSC 765LHXWGK1KXCLTFYQ30 PFE US EQUITY Pfizer Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001556_CC_SLSC 8YQ2GSDWYZXO2EDN3511 PG&E Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001557_CC_SLSC HL3H1H2BGXWVG3BSWR90 VA0670281-5 PMI SE Equity Philip Morris International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001558_CC_SLSC TWSEY0NEDUDCKS27AH81 Pinnacle West Capital Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001559_CC_SLSC 549300N2O26NW4ST6W55 DE0101728 PBI US Equity Pitney Bowes Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001560_CC_SLSC 5MRSWZYSSE4064ED3F25 Plains Exploration & Production Co LP US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001561_CC_SLSC 549300BKPEP01R3V6C59 PA284424 PPG UN Equity PPG Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001562_CC_SLSC ZU69GUVJQGZ6Z1UOOO79 PX US EQUITY Praxair Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001563_CC_SLSC 6S3X7J22E861RNTJSA74 3252Z US EQUITY President & Fellows of Harvard College US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001564_CC_SLSC 2572IBTT8CCZW6AU4141 PG US EQUITY Procter & Gamble Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001565_CC_SLSC 5PRBRS5FEH7NREC8OR45 NJ0100802453 PRU US Equity Prudential Financial, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001566_CC_SLSC PUSS41EMO3E6XXNV3U28 PEG US EQUITY Public Service Enterprise Group Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001567_CC_SLSC 123WALMHY1GZXG2YDL90 PVH UN Equity PVH Corp. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001568_CC_SLSC 8MCWUBXQ0WE04KMXBX50 DE2249088 DGX UN Equity Quest Diagnostics Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001569_CC_SLSC HO1QNWM0IXBZ0QSMMO20 RL UN Equity Ralph Lauren Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001570_CC_SLSC YR6K3WJN0KKLUPZSNL57 DE0472015 RTN US Equity Raytheon Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001571_CC_SLSC NKNQHM6BLECKVOQP7O46 RSG US EQUITY Republic Services Group US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001572_CC_SLSC PQQ60KVT5SJX0ETQT497 RKT US Equity Rock-Tenn Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001573_CC_SLSC VH3R4HHBHH12O0EXZJ88 ROK US Equity Rockwell Automation, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001574_CC_SLSC 549300LJXD867XMVE759 ROP UN Equity Roper Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001575_CC_SLSC K2NEH8QNVW44JIWK7Z55 C-38863 RCL NO Equity Royal Caribbean Cruises Ltd. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001576_CC_SLSC 549300TJCKW4BRXPJ474 RPM US Equity RPM International Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001577_CC_SLSC 549300VXRTBPBK07QT94 0398293Z US EQUITY Ruby Pipeline LLC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001578_CC_SLSC ZXJ6Y2OSPZXIVGRILD15 FL590739250 R US Equity Ryder System, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001579_CC_SLSC 549300NKZ6VCN5P3K723 DE2096948 SWY US Equity Safeway Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001580_CC_SLSC RLTHESQ0RNFQJWPBJN60 DE2258732 SGMS UW Equity Scientific Games International, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001581_CC_SLSC Q0M0CZB4YN6JZ65WXI09 SEE US EQUITY Sealed Air Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001582_CC_SLSC PBBKGKLRK5S5C0Y4T545 CAC1991515 SRE US Equity Sempra Energy US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001583_CC_SLSC KAF673KJXD92C8KSLU49 SLGN US EQUITY Silgan Holdings Inc [fka Silgan Corp] US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001584_CC_SLSC MR92GTD0MJTTTTQDVG45 DE2360269 Simon Property Group, L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001585_CC_SLSC HHWAT5TDOYZMM26KKQ73 SNA US Equity Snap-on Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001586_CC_SLSC 549300FC3G3YU2FBZD92 Southern Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001587_CC_SLSC EFWMP121W54QV9MGOP87 DE4116263 SWN US Equity Southwestern Energy Company US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001588_CC_SLSC P761FCI0CPOG24I8JE10 SPW US Equity SPX Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001589_CC_SLSC 549300DJ09SMTO561131 SWK US Equity Stanley Black & Decker, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001590_CC_SLSC XQM2JINI1UL7642TU573 SPLS US Equity Staples, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001591_CC_SLSC 5493002F0SC4JTBU5137 MI148492 SYK US Equity Stryker Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001592_CC_SLSC 549300TXO070764WUH65 SPWR US EQUITY Sunpower Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001593_CC_SLSC YF6ZV0M6AU4FY94MK914 SYMC US Equity Symantec Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001594_CC_SLSC 5RGWIFLMGH3YS7KWI652 SYY US Equity Sysco Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001595_CC_SLSC 8WDDFXB5T1Z6J0XC1L66 TGT US Equity Target Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001596_CC_SLSC 6HL0C5LCIE4TN8UZHL06 DE2980513 TRP UN Equity TC PipeLines, LP US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001597_CC_SLSC UUL85LWXB4NGSWWXIQ25 TFX US Equity Teleflex Incorporated US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001598_CC_SLSC YAWJZJYEQ7M1SYMOS462 DE2106001 TEX UN Equity Terex Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001599_CC_SLSC CMTK1YBYNLPLIS3QLI53 TSO US EQUITY Tesoro Petroleum US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001600_CC_SLSC 549300VFZ8XJ9NUPU221 The Estee Lauder Companies US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001601_CC_SLSC HCHV7422L5HDJZCRFL38 DE0558016 TMO US Equity Thermo Fisher Scientific Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001602_CC_SLSC KNG3XRAA0RHN9H62OK76 TWX US EQUITY Time Warner Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001603_CC_SLSC B0I35MLPFXZSE70ASS73 TKR US EQUITY Timken Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001604_CC_SLSC 549300V2JRLO5DIFGE82 DE3058821 DTE GF Equity T-Mobile USA, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001605_CC_SLSC R1JB4KXN77XFCXOQKV49 DE7324254 TRN US Equity Trinity Industries, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001606_CC_SLSC 3NWOXIHJSQCX0SM5Z749 DE3589359 TRW US Equity TRW Automotive Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001607_CC_SLSC G8NWFN4YP7CR6FOP4886 Tupperware Brands Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001608_CC_SLSC WD6L6041MNRW1JE49D58 TSN US Equity Tyson Foods, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001609_CC_SLSC MYF1DAS6G5WY7PRWCU78 DE0945814 ULVR LN Equity Unilever Capital Corporation US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001610_CC_SLSC K1OQBWM7XEOO08LDNP29 DE0890080 UAL UN Equity United Airlines, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001611_CC_SLSC D01LMJZU09ULLNCY6Z23 UPS US EQUITY United Parcel Service Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001612_CC_SLSC JNLUVFYJT1OZSIQ24U47 X UN Equity United States Steel Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001613_CC_SLSC I07WOS4YJ0N7YRFE7309 UTX US EQUITY United Technologies Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001614_CC_SLSC 549300VSXHFQVR770L55 DE4426189 Univar Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001615_CC_SLSC 549300BZXZ66F6DTIF20 VA0016487-1 UVV US Equity Universal Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001616_CC_SLSC 5493004XNBKB5SFUJI60 DE0932960 AAL UW Equity US Airways, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001617_CC_SLSC KOO0397YRO83WY5MGD97 VRX CT Equity Valeant Pharmaceuticals International US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001618_CC_SLSC 549300XTO5VR8SKV1V74 VLO US EQUITY Valero Energy Corp US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001619_CC_SLSC 2S72QS2UO2OESLG6Y829 VZ US EQUITY Verizon Communications Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001620_CC_SLSC CWAJJ9DJ5Z7P057HV541 VFC US EQUITY VF Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001621_CC_SLSC X0ST5BPF0CZG9FE5OV61 VIA US EQUITY Viacom Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001622_CC_SLSC 549300OBVCU4IRZFZ230 Virgin Media Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001623_CC_SLSC CQKUMNNZVDJLRYV2PT43 Virginia Electric & Power Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001624_CC_SLSC 549300JZ4OKEHW3DPJ59 V US Equity Visa Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001625_CC_SLSC 549300BMOJ05INE4YK86 DE2669712 Vornado Realty L.P. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001626_CC_SLSC 549300UUPJ2NXDB68M19 DE0911551 VW Credit, Inc. US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001627_CC_SLSC Y87794H0US1R65VBXU25 WMT US EQUITY Wal-Mart Stores Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001628_CC_SLSC 7260JQNI6SCF9FIV2392 DIS US EQUITY Walt Disney Co US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001629_CC_SLSC IQN3XTJNANI73KWRED03 Walter Energy Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001630_CC_SLSC 549300YX8JIID70NFS41 WM US EQUITY Waste Management US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001631_CC_SLSC 3CYEJKBUJZO3UW777J80 DE3797582 WEA Finance LLC US Large corporate sample Other financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001632_CC_SLSC WHENKOULSSK7WUM60H03 WHR US EQUITY Whirlpool Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001633_CC_SLSC D3W7PCXCBRQLL17DZ313 World Fuel Services Corp US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001634_CC_SLSC T4VNTWMFQ7JQB65L7T35 DE3664441 WYN UN Equity Wyndham Worldwide Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001635_CC_SLSC LGJNMI9GH8XIDG5RCM61 MN37-AA XEL US Equity Xcel Energy Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001636_CC_SLSC 4KF48RN45X1OO8UBLY20 XRX UN Equity Xerox Corporation US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001637_CC_SLSC 6EY4K7ZMF9UX1CU6KC79 XIX GF Equity Xilinx, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001638_CC_SLSC 549300DF5MV96DRYLQ48 XYL US EQUITY Xylem Inc US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001639_CC_SLSC 2P2YLDVPES3BXQ1FRB91 DE3343799 ZMH US Equity Zimmer Holdings, Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001640_CC_SLSC 549300HD9Q1LOC9KLJ48 ZTS UN Equity Zoetis Inc. US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001641_CC_SLSC 5493007CO5W5OBFG7L21 RETAIL ESTATES NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001642_CC_SLSC 549300QSUNKAEBMYIR16 RAVAGO S.A. BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001643_CC_SLSC 549300O3SGMD4K45DN61 BE 0404621642 ALCATEL-LUCENT BELL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001644_CC_SLSC 54930031IF9XW7PCY637 BE 0403992231 Atlas Copco Airpower BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001645_CC_SLSC 549300PR82EONF1NKE18 BE 0473566965 BELFIMA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001646_CC_SLSC 549300UOBXCS79E82606 BE 0404535431 Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001647_CC_SLSC 549300VSM2RG55U2QU15 BE 0400853488 BRUSSELS AIRLINES BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001648_CC_SLSC 5493007ZLRNTTT9B6384 Carrefour Finance SA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001649_CC_SLSC 529900P0HVIO92I8AU52 BE 0422362447 COCKERILL MAINTENANCE & INGENIERIE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001650_CC_SLSC 549300VWVXR1GOHG0E16 BE 0425702910 COFELY FABRICOM sa BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001651_CC_SLSC 5493003N7PPOYDZI1G90 BE 0400464795 COMPAGNIE D'ENTREPRISES CFE — AANNEMINGSMAATSCHAPPIJ CFE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001652_CC_SLSC 5299009GDDJ20VCTA286 BE 0404411707 CONTINENTAL BENELUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001653_CC_SLSC 549300NF0J86QSGBSV95 BE 0413572663 DELDO AUTOBANDEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001654_CC_SLSC 549300KT827RUL680A73 BE0428741087 D'IETEREN Treasury BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001655_CC_SLSC 5493000G720YN71E2S86 BE 0435305514 DREDGING INTERNATIONAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001656_CC_SLSC 529900YOYR5FW12UBJ80 BE 0471811661 EDF Luminus BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001657_CC_SLSC 549300F203XBWYK45D98 BE 0411515075 Emmaüs vzw BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001658_CC_SLSC 529900T3V512W5JEJF78 BE 0406183144 Evonik Degussa Antwerpen BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001659_CC_SLSC 5493006GOR72R0ZYBN98 BE 0860409202 EXMAR BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001660_CC_SLSC 52990071WX2UW1WNHC16 BE 0402954628 FLUXYS BELGIUM BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001661_CC_SLSC 529900RL1B6NSLKU7P45 BE 0821382439 FLUXYS FINANCE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001662_CC_SLSC 549300EL1OTYCHBFUV17 BE 0442100363 GDF SUEZ CC SCRL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001663_CC_SLSC 549300AS6JDY8GAUB274 BE 0831958211 GDF SUEZ ENERGY MANAGEMENT TRADING BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001664_CC_SLSC 6IM6CQKADLNCQGUEU352 BE0439255986 GEMS Services SA/NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001665_CC_SLSC 549300UFHGFY5IOON989 BE 0220324117 Gimv BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001666_CC_SLSC 5493004EAZQ20FYJKT70 BE 0438202052 greif services belgium BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001667_CC_SLSC 5299004FBX5DGG463D98 BE 0430060188 HERAEUS ELECTRO — NITE INTERNATIONAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001668_CC_SLSC 5493002TTO3072KC6L60 BE 0402220594 Hewlett — Packard Belgium BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001669_CC_SLSC 549300VI27GGJFIOCP26 BE 0440113348 INTERNATIONAL FINANCE CENTER CFE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001670_CC_SLSC 5493002RVRZ1S3CPUI26 BE 0428750985 ION BEAM APPLICATIONS S.A BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001671_CC_SLSC 54930073JZQL85NE3817 BE 0222343301 IVERLEK BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001672_CC_SLSC 549300YEC7519H8CBF72 BE 0473587751 J.C. General Services CVBA BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001673_CC_SLSC 549300U0BLKP6Y8LPX16 BE 0404778426 Katoen Natie BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001674_CC_SLSC 529900X1VAF3IXDZJ071 LE PEIGNE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001675_CC_SLSC 549300ROPVHSEKEMW107 BE 0807049797 LOCORAIL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001676_CC_SLSC 549300L6DOLPEQSOI005 BE 0405580655 MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001677_CC_SLSC 5493007JS0ZHJVBUWP18 BE 0456810810 MOBISTAR BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001678_CC_SLSC 549300V3ES7BVGYNRZ58 BE 0413630071 N.V BESIX S.A BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001679_CC_SLSC 529900P78BT1RIIYWY69 BE 0458885719 NUTRECO CAPITAL BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001680_CC_SLSC 549300XHGK09MEWMOL68 BE 0419457296 Ontex bvba BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001681_CC_SLSC 5299009CBE6VJXABZS81 BE 0436410522 RAFFINERIE TIRLEMONTOISE — TIENSE SUIKERRAFFINADERERIJ BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001682_CC_SLSC 529900P4SONA6KVTRT86 BE 0428343981 RECTICEL INTERNATIONAL SERVICES BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001683_CC_SLSC 529900LK4T42CNH2U882 BE 0434475767 S.B. MANAGEMENT AND SERVICES BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001684_CC_SLSC 529900FTYUE9QOXMU884 BE 0434284638 SAINT-GOBAIN BENELUX BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001685_CC_SLSC 549300CCKFF44A550J72 BE 0400747580 SARENS BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001686_CC_SLSC 549300JTFH1WHCEMIN40 BE 0407139583 SD WORX BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001687_CC_SLSC HB7FFAZI0OMZ8PP8OE26 BE 0413330856 Society for Worldwide Interbank Financial Telecommunication BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001688_CC_SLSC 213800IS5GA1OZ8RBM85 BE 0473416418 TELENET nv BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001689_CC_SLSC 529900R7MYQQO8CHR962 BE 0403063902 TOTAL BELGIUM BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001690_CC_SLSC 5299003N2SCVNU16O909 BE 0403079441 Total Petrochemicals & Refining SA/NV BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001691_CC_SLSC 549300ZSTW3D1UXOXY91 BE 0412639681 TRACTEBEL ENGINEERING sa BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001692_CC_SLSC 529900F3AIQECS8ZSV61 UMICORE BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001693_CC_SLSC 549300J5X4E65PJHE355 BE 0464538245 VPK SERVICES BE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001694_CC_SLSC 5493002MUOV04NSPT571 2796756-1 RBC INVESTOR SERVICES TRUST CA Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001695_CC_SLSC 549300G6ZUFBJVLAJQ46 MERCURIA ENERGY TRADING SA CH Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001696_CC_SLSC 5299009K1FINARYDEC72 RENAULT FINANCE SA CH Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001697_CC_SLSC 549300WZRVQERM819Z90 1141987-6 CH02039235685 Schweizerische RÃ 1 4 ckversicherungs-Gesellschaft AG CH Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001698_CC_SLSC 52990031Q7PCTSUSRW11 2820823-9 HRB40498 LBBW Dublin Management GmbH DE Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001699_CC_SLSC 529900GHE5268QPEOH13 2537992-6 HRB106727 LIDL IRELAND GMBH DE Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001700_CC_SLSC 529900USFSZYPS075O24 1144838-8 HRB3790 VOLKSWAGEN FINANCIAL SERVICES AG DE Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001701_CC_SLSC 549300Y5BJOTCMUYT658 ARCELORMITTAL TREASURY SNC FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001702_CC_SLSC 969500KY4MRVCLM9HE48 EDF ENERGIES NOUVELLES FR Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001703_CC_SLSC 529900QI55ZLJVCMPA71 TOTAL CAPITAL FR Large corporate sample Financial corporations other than credit institutions Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001704_CC_SLSC 2138006E2VG89XLORJ06 02366682 YORKSHIRE WATER SERVICES LIMITED GB Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001705_CC_SLSC 549300BPQYQ838KE1X51 UNIPEC ASIA COMPANY LIMITED HK Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001706_CC_SLSC 213800SKZTSE2L1BII69 THAMES WATER UTILITIES CAYMAN FINANCE LIMITED KY Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001707_CC_SLSC 0YQH6LCEF474UTUV4B96 KvK 34313428 0000 ENEL FINANCE INTERNATIONAL N.V. NL Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria LC_0001708_CC_SLSC 4ME66GO1Q4T87C52WS37 KvK 33134831 0000 GENERAL ELECTRIC INTERNATIONAL INC US Large corporate sample Non-financial corporations Not applicable Not applicable Counterparty credit risk Specialized lending slotting criteria C 102.00 — Definition of Low Default Portfolios Portfolio ID Portfolio name Type of risk Regulatory approach Geographical area Rating Exposure class Sector of counterparty Default status Type of facility Collateralisation status Collateral type Counterparty Size of counterparty NACE code Type of exposures Size of exposure 010 020 030 040 050 060 070 080 090 100 110 120 130 140 150 160 170 IN_CIN_0001_CT_FIRB_x0_R01 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 1 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R02 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 2 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R03 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 3 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R04 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 4 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R05 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 5 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R06 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 6 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R07 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 7 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R08 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 8 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R09 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 9 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R10 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 10 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R11 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 11 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R12 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 12 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R13 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 13 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R14 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 14 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R15 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 15 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R16 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 16 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R17 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 17 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R18 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 18 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R19 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 19 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R20 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 20 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R21 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 21 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R22 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 22 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R23 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 23 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R24 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 24 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R25 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 25 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R26 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 26 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R27 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 27 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R28 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 28 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R29 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 29 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R30 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 30 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R31 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 31 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R32 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 32 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R33 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 33 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R34 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 34 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R35 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 35 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R36 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 36 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R37 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 37 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R38 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 38 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R39 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 39 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R40 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 40 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R41 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 41 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R42 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 42 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R43 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 43 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R44 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 44 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R45 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 45 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R46 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 46 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R47 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 47 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R48 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 48 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R49 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 49 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R50 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 50 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R51 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 51 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R52 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 52 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R53 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 53 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R54 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 54 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R55 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 55 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R56 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 56 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R57 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 57 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R58 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 58 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R59 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 59 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R60 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 60 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R61 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 61 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R62 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 62 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R63 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 63 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R64 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 64 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R65 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 65 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R66 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 66 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R67 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 67 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R68 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 68 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R69 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 69 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R70 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 70 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R71 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 71 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R72 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 72 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R73 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 73 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R74 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 74 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R75 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 75 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R76 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 76 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R77 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 77 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R78 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 78 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R79 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 79 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R80 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 80 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R81 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 81 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R82 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 82 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R83 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 83 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R84 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 84 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R85 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 85 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R86 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 86 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R87 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 87 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R88 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 88 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R89 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 89 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R90 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 90 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R91 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 91 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R92 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 92 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R93 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 93 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R94 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 94 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R95 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 95 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R96 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 96 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R97 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 97 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R98 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 98 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_FIRB_x0_R99 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 99 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0002_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0004_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0005_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0006_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0007_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0008_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0009_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0010_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0011_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0012_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0013_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0014_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0015_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn committed credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0016_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0017_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0018_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0019_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0020_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Other facilities Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_AT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach AT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_AU_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach AU Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_BE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_BG_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BG Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_BR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_CA_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CA Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_CH_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CH Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_CN_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CN Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_CY_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CY Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_CZ_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CZ Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_DE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach DE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_DK_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach DK Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_EE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach EE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_ES_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach ES Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_FI_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach FI Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_FR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach FR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_GB_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GB Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_GR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_HK_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HK Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_HR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_HU_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HU Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_IE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_IL_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IL Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_IT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_JP_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach JP Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_KR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach KR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_LT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_LU_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LU Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_LV_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LV Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_MT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach MT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_NL_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach NL Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_NO_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach NO Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_PL_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach PL Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_PT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach PT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_RO_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach RO Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_RU_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach RU Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_SE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_SG_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SG Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_SI_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SI Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_SK_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SK Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_TR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach TR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_US_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach US Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_FIRB_x2_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Other countries Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R01 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 1 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R02 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 2 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R03 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 3 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R04 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 4 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R05 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 5 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R06 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 6 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R07 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 7 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R08 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 8 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R09 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 9 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R10 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 10 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R11 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 11 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R12 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 12 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R13 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 13 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R14 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 14 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R15 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 15 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R16 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 16 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R17 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 17 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R18 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 18 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R19 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 19 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R20 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 20 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R21 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 21 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R22 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 22 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R23 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 23 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R24 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 24 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R25 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 25 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R26 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 26 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R27 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 27 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R28 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 28 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R29 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 29 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R30 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 30 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R31 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 31 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R32 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 32 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R33 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 33 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R34 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 34 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R35 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 35 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R36 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 36 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R37 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 37 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R38 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 38 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R39 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 39 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R40 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 40 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R41 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 41 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R42 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 42 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R43 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 43 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R44 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 44 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R45 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 45 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R46 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 46 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R47 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 47 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R48 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 48 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R49 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 49 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R50 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 50 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R51 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 51 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R52 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 52 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R53 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 53 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R54 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 54 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R55 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 55 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R56 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 56 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R57 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 57 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R58 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 58 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R59 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 59 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R60 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 60 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R61 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 61 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R62 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 62 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R63 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 63 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R64 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 64 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R65 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 65 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R66 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 66 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R67 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 67 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R68 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 68 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R69 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 69 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R70 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 70 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R71 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 71 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R72 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 72 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R73 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 73 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R74 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 74 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R75 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 75 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R76 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 76 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R77 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 77 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R78 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 78 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R79 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 79 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R80 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 80 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R81 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 81 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R82 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 82 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R83 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 83 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R84 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 84 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R85 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 85 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R86 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 86 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R87 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 87 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R88 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 88 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R89 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 89 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R90 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 90 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R91 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 91 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R92 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 92 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R93 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 93 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R94 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 94 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R95 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 95 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R96 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 96 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R97 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 97 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R98 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 98 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_FIRB_x0_R99 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 99 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0022_CT_FIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0023_CT_FIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0024_CT_FIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0025_CT_FIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0026_CT_FIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0027_CT_FIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0028_CT_FIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0029_CT_FIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0030_CT_FIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0031_CT_FIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0032_CT_FIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0033_CT_FIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0034_CT_FIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0035_CT_FIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0036_CT_FIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0037_CT_FIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0038_CT_FIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0039_CT_FIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Other facilities Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0040_CT_FIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_AT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach AT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_AU_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach AU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_BE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_BG_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BG Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_BR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_CA_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CA Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_CH_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CH Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_CN_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CN Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_CY_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CY Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_CZ_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CZ Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_DE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach DE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_DK_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach DK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_EE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach EE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_ES_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach ES Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_FI_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach FI Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_FR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach FR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_GB_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GB Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_GR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_HK_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_HR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_HU_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_IE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_IL_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_IT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_JP_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach JP Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_KR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach KR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_LT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_LU_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_LV_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LV Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_MT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach MT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_NL_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach NL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_NO_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach NO Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_PL_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach PL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_PT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach PT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_RO_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach RO Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_RU_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach RU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_SE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_SG_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SG Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_SI_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SI Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_SK_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_TR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach TR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_US_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach US Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_FIRB_x2_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Other countries Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_AT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach AT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_AU_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach AU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_BE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_BG_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BG Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_BR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_CA_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CA Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_CH_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CH Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_CN_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CN Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_CY_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CY Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_CZ_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CZ Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_DE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach DE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_DK_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach DK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_EE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach EE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_ES_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach ES Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_FI_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach FI Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_FR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach FR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_GB_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GB Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_GR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_HK_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_HR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_HU_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_IE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_IL_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_IT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_JP_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach JP Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_KR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach KR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_LT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_LU_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_LV_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LV Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_MT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach MT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_NL_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach NL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_NO_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach NO Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_PL_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach PL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_PT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach PT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_RO_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach RO Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_RU_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach RU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_SE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_SG_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SG Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_SI_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SI Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_SK_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_TR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach TR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_US_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach US Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_FIRB_x2_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Other countries Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R01 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 1 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R02 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 2 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R03 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 3 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R04 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 4 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R05 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 5 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R06 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 6 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R07 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 7 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R08 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 8 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R09 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 9 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R10 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 10 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R11 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 11 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R12 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 12 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R13 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 13 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R14 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 14 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R15 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 15 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R16 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 16 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R17 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 17 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R18 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 18 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R19 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 19 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R20 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 20 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R21 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 21 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R22 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 22 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R23 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 23 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R24 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 24 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R25 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 25 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R26 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 26 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R27 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 27 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R28 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 28 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R29 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 29 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R30 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 30 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R31 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 31 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R32 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 32 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R33 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 33 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R34 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 34 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R35 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 35 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R36 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 36 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R37 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 37 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R38 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 38 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R39 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 39 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R40 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 40 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R41 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 41 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R42 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 42 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R43 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 43 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R44 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 44 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R45 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 45 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R46 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 46 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R47 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 47 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R48 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 48 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R49 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 49 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R50 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 50 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R51 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 51 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R52 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 52 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R53 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 53 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R54 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 54 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R55 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 55 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R56 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 56 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R57 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 57 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R58 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 58 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R59 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 59 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R60 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 60 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R61 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 61 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R62 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 62 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R63 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 63 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R64 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 64 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R65 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 65 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R66 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 66 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R67 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 67 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R68 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 68 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R69 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 69 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R70 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 70 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R71 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 71 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R72 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 72 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R73 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 73 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R74 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 74 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R75 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 75 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R76 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 76 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R77 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 77 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R78 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 78 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R79 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 79 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R80 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 80 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R81 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 81 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R82 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 82 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R83 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 83 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R84 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 84 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R85 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 85 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R86 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 86 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R87 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 87 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R88 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 88 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R89 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 89 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R90 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 90 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R91 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 91 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R92 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 92 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R93 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 93 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R94 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 94 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R95 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 95 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R96 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 96 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R97 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 97 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R98 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 98 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_FIRB_x0_R99 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 99 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0022_CT_FIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0023_CT_FIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0024_CT_FIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0025_CT_FIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0026_CT_FIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0027_CT_FIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0028_CT_FIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0029_CT_FIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0030_CT_FIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0031_CT_FIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0032_CT_FIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0033_CT_FIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0034_CT_FIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0035_CT_FIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0036_CT_FIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0037_CT_FIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0038_CT_FIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0039_CT_FIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Other facilities Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0040_CT_FIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R01 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 1 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R02 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 2 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R03 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 3 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R04 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 4 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R05 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 5 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R06 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 6 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R07 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 7 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R08 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 8 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R09 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 9 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R10 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 10 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R11 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 11 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R12 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 12 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R13 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 13 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R14 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 14 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R15 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 15 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R16 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 16 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R17 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 17 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R18 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 18 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R19 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 19 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R20 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 20 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R21 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 21 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R22 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 22 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R23 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 23 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R24 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 24 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R25 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 25 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R26 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 26 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R27 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 27 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R28 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 28 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R29 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 29 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R30 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 30 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R31 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 31 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R32 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 32 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R33 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 33 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R34 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 34 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R35 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 35 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R36 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 36 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R37 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 37 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R38 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 38 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R39 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 39 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R40 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 40 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R41 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 41 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R42 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 42 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R43 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 43 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R44 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 44 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R45 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 45 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R46 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 46 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R47 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 47 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R48 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 48 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R49 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 49 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R50 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 50 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R51 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 51 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R52 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 52 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R53 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 53 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R54 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 54 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R55 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 55 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R56 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 56 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R57 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 57 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R58 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 58 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R59 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 59 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R60 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 60 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R61 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 61 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R62 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 62 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R63 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 63 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R64 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 64 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R65 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 65 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R66 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 66 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R67 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 67 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R68 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 68 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R69 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 69 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R70 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 70 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R71 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 71 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R72 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 72 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R73 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 73 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R74 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 74 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R75 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 75 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R76 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 76 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R77 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 77 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R78 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 78 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R79 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 79 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R80 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 80 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R81 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 81 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R82 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 82 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R83 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 83 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R84 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 84 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R85 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 85 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R86 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 86 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R87 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 87 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R88 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 88 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R89 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 89 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R90 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 90 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R91 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 91 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R92 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 92 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R93 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 93 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R94 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 94 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R95 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 95 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R96 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 96 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R97 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 97 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R98 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 98 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_FIRB_x0_R99 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 99 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0042_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R01 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 1 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R02 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 2 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R03 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 3 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R04 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 4 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R05 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 5 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R06 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 6 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R07 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 7 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R08 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 8 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R09 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 9 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R10 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 10 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R11 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 11 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R12 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 12 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R13 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 13 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R14 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 14 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R15 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 15 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R16 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 16 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R17 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 17 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R18 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 18 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R19 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 19 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R20 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 20 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R21 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 21 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R22 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 22 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R23 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 23 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R24 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 24 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R25 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 25 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R26 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 26 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R27 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 27 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R28 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 28 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R29 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 29 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R30 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 30 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R31 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 31 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R32 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 32 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R33 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 33 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R34 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 34 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R35 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 35 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R36 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 36 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R37 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 37 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R38 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 38 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R39 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 39 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R40 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 40 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R41 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 41 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R42 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 42 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R43 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 43 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R44 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 44 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R45 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 45 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R46 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 46 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R47 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 47 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R48 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 48 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R49 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 49 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R50 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 50 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R51 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 51 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R52 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 52 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R53 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 53 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R54 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 54 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R55 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 55 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R56 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 56 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R57 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 57 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R58 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 58 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R59 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 59 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R60 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 60 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R61 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 61 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R62 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 62 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R63 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 63 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R64 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 64 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R65 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 65 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R66 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 66 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R67 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 67 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R68 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 68 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R69 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 69 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R70 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 70 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R71 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 71 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R72 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 72 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R73 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 73 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R74 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 74 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R75 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 75 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R76 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 76 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R77 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 77 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R78 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 78 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R79 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 79 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R80 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 80 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R81 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 81 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R82 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 82 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R83 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 83 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R84 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 84 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R85 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 85 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R86 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 86 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R87 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 87 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R88 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 88 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R89 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 89 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R90 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 90 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R91 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 91 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R92 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 92 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R93 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 93 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R94 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 94 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R95 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 95 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R96 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 96 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R97 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 97 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R98 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 98 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_FIRB_x0_R99 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 99 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0045_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0047_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0048_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0049_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0050_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0051_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0052_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0053_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0054_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0055_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0056_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0057_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0058_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0059_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0060_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0061_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0062_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0063_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Other facilities Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0064_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0065_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0066_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0067_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0068_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0069_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0070_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0071_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0072_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0073_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0074_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0075_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0076_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0077_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0078_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0079_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0080_CT_FIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Other facilities Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_AT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach AT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_AU_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach AU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_BE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_BG_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BG Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_BR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_CA_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CA Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_CH_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CH Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_CN_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CN Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_CY_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CY Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_CZ_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CZ Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_DE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach DE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_DK_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach DK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_EE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach EE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_ES_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach ES Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_FI_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach FI Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_FR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach FR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_GB_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GB Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_GR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_HK_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_HR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_HU_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_IE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_IL_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_IT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_JP_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach JP Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_KR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach KR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_LT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_LU_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_LV_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LV Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_MT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach MT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_NL_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach NL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_NO_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach NO Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_PL_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach PL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_PT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach PT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_RO_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach RO Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_RU_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach RU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_SE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_SG_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SG Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_SI_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SI Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_SK_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_TR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach TR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_US_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach US Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_FIRB_x2_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Other countries Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_AT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach AT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_AU_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach AU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_BE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_BG_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BG Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_BR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_CA_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CA Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_CH_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CH Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_CN_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CN Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_CY_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CY Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_CZ_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CZ Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_DE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach DE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_DK_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach DK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_EE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach EE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_ES_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach ES Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_FI_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach FI Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_FR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach FR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_GB_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GB Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_GR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_HK_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_HR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_HU_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_IE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_IL_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_IT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_JP_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach JP Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_KR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach KR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_LT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_LU_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_LV_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LV Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_MT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach MT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_NL_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach NL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_NO_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach NO Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_PL_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach PL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_PT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach PT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_RO_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach RO Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_RU_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach RU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_SE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_SG_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SG Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_SI_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SI Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_SK_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_TR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach TR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_US_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach US Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_FIRB_x2_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Other countries Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R01 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 1 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R02 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 2 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R03 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 3 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R04 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 4 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R05 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 5 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R06 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 6 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R07 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 7 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R08 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 8 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R09 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 9 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R10 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 10 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R11 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 11 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R12 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 12 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R13 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 13 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R14 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 14 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R15 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 15 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R16 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 16 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R17 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 17 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R18 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 18 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R19 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 19 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R20 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 20 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R21 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 21 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R22 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 22 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R23 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 23 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R24 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 24 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R25 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 25 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R26 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 26 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R27 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 27 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R28 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 28 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R29 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 29 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R30 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 30 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R31 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 31 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R32 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 32 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R33 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 33 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R34 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 34 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R35 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 35 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R36 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 36 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R37 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 37 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R38 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 38 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R39 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 39 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R40 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 40 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R41 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 41 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R42 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 42 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R43 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 43 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R44 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 44 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R45 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 45 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R46 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 46 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R47 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 47 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R48 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 48 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R49 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 49 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R50 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 50 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R51 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 51 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R52 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 52 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R53 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 53 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R54 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 54 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R55 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 55 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R56 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 56 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R57 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 57 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R58 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 58 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R59 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 59 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R60 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 60 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R61 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 61 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R62 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 62 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R63 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 63 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R64 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 64 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R65 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 65 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R66 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 66 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R67 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 67 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R68 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 68 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R69 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 69 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R70 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 70 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R71 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 71 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R72 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 72 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R73 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 73 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R74 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 74 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R75 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 75 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R76 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 76 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R77 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 77 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R78 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 78 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R79 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 79 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R80 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 80 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R81 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 81 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R82 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 82 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R83 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 83 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R84 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 84 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R85 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 85 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R86 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 86 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R87 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 87 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R88 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 88 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R89 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 89 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R90 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 90 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R91 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 91 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R92 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 92 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R93 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 93 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R94 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 94 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R95 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 95 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R96 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 96 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R97 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 97 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R98 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 98 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_FIRB_x0_R99 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 99 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0042_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R01 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 1 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R02 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 2 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R03 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 3 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R04 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 4 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R05 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 5 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R06 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 6 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R07 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 7 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R08 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 8 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R09 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 9 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R10 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 10 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R11 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 11 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R12 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 12 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R13 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 13 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R14 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 14 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R15 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 15 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R16 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 16 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R17 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 17 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R18 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 18 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R19 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 19 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R20 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 20 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R21 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 21 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R22 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 22 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R23 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 23 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R24 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 24 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R25 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 25 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R26 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 26 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R27 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 27 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R28 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 28 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R29 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 29 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R30 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 30 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R31 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 31 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R32 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 32 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R33 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 33 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R34 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 34 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R35 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 35 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R36 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 36 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R37 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 37 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R38 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 38 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R39 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 39 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R40 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 40 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R41 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 41 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R42 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 42 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R43 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 43 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R44 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 44 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R45 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 45 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R46 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 46 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R47 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 47 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R48 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 48 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R49 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 49 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R50 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 50 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R51 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 51 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R52 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 52 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R53 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 53 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R54 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 54 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R55 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 55 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R56 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 56 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R57 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 57 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R58 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 58 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R59 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 59 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R60 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 60 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R61 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 61 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R62 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 62 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R63 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 63 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R64 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 64 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R65 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 65 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R66 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 66 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R67 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 67 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R68 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 68 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R69 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 69 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R70 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 70 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R71 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 71 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R72 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 72 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R73 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 73 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R74 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 74 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R75 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 75 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R76 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 76 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R77 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 77 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R78 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 78 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R79 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 79 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R80 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 80 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R81 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 81 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R82 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 82 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R83 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 83 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R84 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 84 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R85 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 85 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R86 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 86 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R87 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 87 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R88 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 88 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R89 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 89 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R90 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 90 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R91 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 91 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R92 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 92 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R93 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 93 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R94 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 94 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R95 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 95 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R96 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 96 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R97 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 97 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R98 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 98 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_FIRB_x0_R99 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 99 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0045_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0047_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0048_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0049_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0050_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0051_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0052_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0053_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0054_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0055_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0056_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0057_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0058_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0059_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0060_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0061_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0062_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0063_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Other facilities Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0064_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0065_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0066_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0067_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0068_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0069_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0070_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0071_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0072_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0073_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0074_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0075_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0076_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0077_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0078_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0079_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0080_CT_FIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Other facilities Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_AT_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach AT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_AU_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach AU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_BE_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_BG_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BG Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_BR_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_CA_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CA Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_CH_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CH Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_CN_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CN Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_CY_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CY Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_CZ_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CZ Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_DE_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach DE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_DK_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach DK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_EE_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach EE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_ES_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach ES Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_FI_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach FI Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_FR_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach FR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_GB_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GB Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_GR_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_HK_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_HR_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_HU_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_IE_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_IL_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_IT_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_JP_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach JP Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_KR_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach KR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_LT_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_LU_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_LV_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LV Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_MT_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach MT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_NL_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach NL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_NO_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach NO Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_PL_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach PL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_PT_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach PT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_RO_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach RO Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_RU_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach RU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_SE_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_SG_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SG Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_SI_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SI Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_SK_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_TR_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach TR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_US_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach US Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_FIRB_x2_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Other countries Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_AT_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach AT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_AU_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach AU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_BE_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_BG_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BG Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_BR_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_CA_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CA Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_CH_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CH Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_CN_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CN Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_CY_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CY Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_CZ_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CZ Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_DE_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach DE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_DK_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach DK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_EE_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach EE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_ES_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach ES Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_FI_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach FI Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_FR_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach FR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_GB_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GB Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_GR_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_HK_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_HR_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_HU_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_IE_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_IL_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_IT_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_JP_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach JP Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_KR_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach KR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_LT_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_LU_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_LV_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LV Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_MT_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach MT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_NL_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach NL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_NO_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach NO Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_PL_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach PL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_PT_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach PT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_RO_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach RO Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_RU_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach RU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_SE_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_SG_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SG Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_SI_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SI Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_SK_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_TR_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach TR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_US_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach US Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_FIRB_x2_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Other countries Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R01 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 1 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R02 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 2 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R03 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 3 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R04 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 4 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R05 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 5 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R06 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 6 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R07 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 7 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R08 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 8 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R09 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 9 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R10 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 10 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R11 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 11 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R12 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 12 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R13 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 13 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R14 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 14 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R15 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 15 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R16 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 16 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R17 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 17 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R18 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 18 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R19 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 19 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R20 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 20 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R21 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 21 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R22 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 22 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R23 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 23 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R24 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 24 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R25 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 25 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R26 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 26 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R27 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 27 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R28 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 28 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R29 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 29 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R30 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 30 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R31 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 31 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R32 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 32 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R33 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 33 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R34 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 34 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R35 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 35 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R36 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 36 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R37 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 37 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R38 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 38 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R39 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 39 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R40 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 40 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R41 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 41 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R42 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 42 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R43 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 43 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R44 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 44 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R45 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 45 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R46 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 46 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R47 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 47 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R48 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 48 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R49 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 49 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R50 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 50 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R51 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 51 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R52 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 52 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R53 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 53 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R54 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 54 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R55 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 55 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R56 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 56 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R57 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 57 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R58 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 58 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R59 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 59 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R60 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 60 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R61 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 61 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R62 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 62 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R63 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 63 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R64 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 64 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R65 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 65 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R66 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 66 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R67 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 67 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R68 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 68 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R69 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 69 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R70 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 70 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R71 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 71 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R72 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 72 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R73 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 73 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R74 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 74 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R75 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 75 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R76 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 76 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R77 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 77 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R78 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 78 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R79 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 79 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R80 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 80 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R81 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 81 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R82 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 82 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R83 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 83 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R84 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 84 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R85 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 85 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R86 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 86 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R87 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 87 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R88 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 88 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R89 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 89 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R90 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 90 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R91 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 91 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R92 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 92 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R93 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 93 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R94 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 94 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R95 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 95 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R96 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 96 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R97 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 97 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R98 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 98 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CT_AIRB_x0_R99 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 99 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0002_CT_AIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0004_CT_AIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0005_CT_AIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0006_CT_AIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0007_CT_AIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0008_CT_AIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0009_CT_AIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0010_CT_AIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0011_CT_AIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0012_CT_AIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0013_CT_AIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0014_CT_AIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0015_CT_AIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn committed credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0016_CT_AIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0017_CT_AIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0018_CT_AIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0019_CT_AIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0020_CT_AIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Other facilities Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_AT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_AU_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_BE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_BG_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_BR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_CA_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_CH_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_CN_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_CY_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_CZ_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_DE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_DK_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_EE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_ES_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_FI_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_FR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_GB_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_GR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_HK_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_HR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_HU_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_IE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_IL_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_IT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_JP_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_KR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_LT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_LU_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_LV_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_MT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_NL_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_NO_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_PL_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_PT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_RO_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_RU_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_SE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_SG_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_SI_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_SK_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_TR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_US_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CT_AIRB_x2_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R01 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 1 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R02 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 2 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R03 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 3 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R04 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 4 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R05 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 5 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R06 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 6 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R07 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 7 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R08 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 8 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R09 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 9 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R10 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 10 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R11 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 11 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R12 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 12 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R13 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 13 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R14 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 14 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R15 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 15 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R16 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 16 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R17 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 17 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R18 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 18 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R19 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 19 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R20 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 20 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R21 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 21 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R22 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 22 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R23 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 23 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R24 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 24 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R25 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 25 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R26 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 26 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R27 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 27 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R28 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 28 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R29 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 29 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R30 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 30 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R31 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 31 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R32 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 32 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R33 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 33 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R34 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 34 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R35 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 35 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R36 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 36 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R37 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 37 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R38 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 38 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R39 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 39 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R40 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 40 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R41 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 41 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R42 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 42 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R43 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 43 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R44 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 44 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R45 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 45 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R46 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 46 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R47 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 47 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R48 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 48 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R49 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 49 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R50 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 50 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R51 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 51 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R52 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 52 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R53 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 53 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R54 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 54 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R55 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 55 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R56 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 56 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R57 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 57 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R58 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 58 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R59 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 59 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R60 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 60 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R61 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 61 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R62 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 62 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R63 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 63 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R64 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 64 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R65 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 65 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R66 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 66 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R67 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 67 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R68 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 68 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R69 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 69 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R70 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 70 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R71 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 71 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R72 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 72 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R73 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 73 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R74 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 74 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R75 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 75 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R76 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 76 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R77 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 77 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R78 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 78 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R79 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 79 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R80 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 80 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R81 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 81 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R82 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 82 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R83 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 83 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R84 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 84 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R85 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 85 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R86 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 86 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R87 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 87 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R88 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 88 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R89 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 89 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R90 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 90 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R91 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 91 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R92 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 92 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R93 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 93 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R94 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 94 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R95 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 95 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R96 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 96 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R97 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 97 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R98 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 98 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_AIRB_x0_R99 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 99 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0022_CT_AIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0023_CT_AIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0024_CT_AIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0025_CT_AIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0026_CT_AIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0027_CT_AIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0028_CT_AIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0029_CT_AIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0030_CT_AIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0031_CT_AIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0032_CT_AIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0033_CT_AIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0034_CT_AIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0035_CT_AIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0036_CT_AIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0037_CT_AIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0038_CT_AIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0039_CT_AIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Other facilities Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0040_CT_AIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_AT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_AU_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_BE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_BG_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_BR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_CA_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_CH_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_CN_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_CY_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_CZ_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_DE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_DK_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_EE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_ES_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_FI_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_FR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_GB_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_GR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_HK_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_HR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_HU_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_IE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_IL_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_IT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_JP_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_KR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_LT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_LU_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_LV_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_MT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_NL_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_NO_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_PL_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_PT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_RO_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_RU_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_SE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_SG_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_SI_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_SK_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_TR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_US_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_AIRB_x2_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_AT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_AU_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_BE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_BG_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_BR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_CA_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_CH_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_CN_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_CY_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_CZ_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_DE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_DK_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_EE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_ES_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_FI_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_FR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_GB_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_GR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_HK_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_HR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_HU_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_IE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_IL_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_IT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_JP_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_KR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_LT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_LU_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_LV_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_MT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_NL_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_NO_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_PL_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_PT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_RO_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_RU_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_SE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_SG_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_SI_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_SK_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_TR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_US_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_AIRB_x2_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R01 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 1 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R02 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 2 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R03 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 3 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R04 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 4 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R05 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 5 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R06 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 6 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R07 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 7 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R08 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 8 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R09 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 9 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R10 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 10 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R11 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 11 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R12 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 12 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R13 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 13 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R14 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 14 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R15 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 15 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R16 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 16 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R17 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 17 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R18 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 18 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R19 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 19 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R20 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 20 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R21 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 21 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R22 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 22 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R23 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 23 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R24 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 24 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R25 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 25 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R26 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 26 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R27 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 27 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R28 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 28 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R29 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 29 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R30 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 30 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R31 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 31 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R32 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 32 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R33 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 33 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R34 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 34 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R35 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 35 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R36 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 36 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R37 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 37 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R38 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 38 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R39 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 39 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R40 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 40 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R41 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 41 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R42 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 42 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R43 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 43 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R44 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 44 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R45 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 45 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R46 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 46 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R47 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 47 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R48 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 48 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R49 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 49 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R50 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 50 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R51 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 51 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R52 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 52 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R53 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 53 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R54 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 54 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R55 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 55 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R56 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 56 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R57 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 57 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R58 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 58 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R59 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 59 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R60 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 60 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R61 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 61 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R62 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 62 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R63 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 63 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R64 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 64 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R65 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 65 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R66 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 66 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R67 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 67 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R68 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 68 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R69 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 69 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R70 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 70 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R71 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 71 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R72 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 72 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R73 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 73 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R74 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 74 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R75 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 75 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R76 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 76 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R77 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 77 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R78 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 78 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R79 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 79 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R80 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 80 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R81 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 81 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R82 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 82 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R83 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 83 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R84 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 84 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R85 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 85 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R86 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 86 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R87 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 87 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R88 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 88 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R89 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 89 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R90 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 90 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R91 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 91 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R92 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 92 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R93 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 93 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R94 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 94 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R95 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 95 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R96 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 96 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R97 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 97 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R98 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 98 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_AIRB_x0_R99 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 99 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0022_CT_AIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0023_CT_AIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0024_CT_AIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0025_CT_AIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0026_CT_AIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0027_CT_AIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0028_CT_AIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0029_CT_AIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0030_CT_AIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0031_CT_AIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0032_CT_AIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0033_CT_AIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0034_CT_AIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0035_CT_AIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0036_CT_AIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0037_CT_AIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0038_CT_AIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0039_CT_AIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Other facilities Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0040_CT_AIRB_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R01 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 1 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R02 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 2 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R03 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 3 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R04 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 4 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R05 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 5 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R06 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 6 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R07 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 7 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R08 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 8 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R09 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 9 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R10 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 10 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R11 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 11 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R12 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 12 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R13 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 13 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R14 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 14 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R15 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 15 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R16 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 16 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R17 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 17 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R18 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 18 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R19 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 19 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R20 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 20 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R21 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 21 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R22 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 22 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R23 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 23 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R24 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 24 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R25 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 25 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R26 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 26 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R27 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 27 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R28 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 28 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R29 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 29 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R30 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 30 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R31 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 31 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R32 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 32 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R33 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 33 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R34 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 34 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R35 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 35 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R36 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 36 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R37 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 37 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R38 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 38 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R39 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 39 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R40 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 40 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R41 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 41 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R42 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 42 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R43 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 43 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R44 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 44 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R45 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 45 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R46 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 46 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R47 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 47 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R48 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 48 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R49 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 49 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R50 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 50 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R51 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 51 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R52 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 52 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R53 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 53 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R54 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 54 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R55 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 55 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R56 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 56 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R57 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 57 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R58 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 58 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R59 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 59 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R60 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 60 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R61 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 61 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R62 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 62 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R63 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 63 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R64 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 64 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R65 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 65 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R66 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 66 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R67 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 67 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R68 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 68 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R69 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 69 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R70 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 70 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R71 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 71 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R72 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 72 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R73 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 73 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R74 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 74 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R75 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 75 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R76 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 76 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R77 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 77 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R78 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 78 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R79 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 79 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R80 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 80 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R81 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 81 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R82 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 82 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R83 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 83 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R84 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 84 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R85 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 85 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R86 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 86 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R87 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 87 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R88 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 88 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R89 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 89 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R90 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 90 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R91 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 91 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R92 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 92 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R93 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 93 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R94 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 94 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R95 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 95 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R96 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 96 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R97 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 97 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R98 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 98 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CT_AIRB_x0_R99 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 99 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0042_CT_AIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_x0_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R01 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 1 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R02 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 2 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R03 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 3 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R04 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 4 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R05 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 5 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R06 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 6 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R07 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 7 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R08 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 8 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R09 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 9 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R10 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 10 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R11 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 11 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R12 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 12 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R13 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 13 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R14 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 14 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R15 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 15 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R16 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 16 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R17 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 17 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R18 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 18 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R19 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 19 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R20 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 20 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R21 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 21 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R22 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 22 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R23 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 23 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R24 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 24 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R25 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 25 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R26 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 26 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R27 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 27 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R28 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 28 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R29 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 29 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R30 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 30 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R31 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 31 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R32 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 32 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R33 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 33 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R34 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 34 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R35 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 35 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R36 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 36 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R37 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 37 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R38 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 38 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R39 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 39 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R40 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 40 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R41 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 41 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R42 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 42 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R43 Institutions Credit risk, Counterparty credit risk 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credit risk and free deliveries Advanced IRB approach Not applicable Rating 46 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R47 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 47 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R48 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 48 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R49 Institutions Credit risk, 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Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 52 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R53 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 53 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R54 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 54 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R55 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 55 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R56 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 56 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R57 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 57 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable 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entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R73 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 73 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R74 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 74 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CT_AIRB_x0_R75 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 75 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public 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applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_CY_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_CZ_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_DE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Not applicable Institutions Other financial 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Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_FI_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_FR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_GB_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_GR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_HK_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_HR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_HU_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_IE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_IL_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_IT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_JP_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_KR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_LT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_LU_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_LV_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_MT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_NL_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_NO_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_PL_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_PT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_RO_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_RU_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_SE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_SG_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_SI_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_SK_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_TR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_US_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CT_AIRB_x2_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_AT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_AU_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_BE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_BG_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_BR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_CA_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_CH_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_CN_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_CY_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_CZ_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_DE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_DK_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_EE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_ES_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_FI_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_FR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_GB_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_GR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_HK_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_HR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_HU_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_IE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_IL_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_IT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_JP_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_KR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_LT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_LU_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_LV_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_MT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_NL_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_NO_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_PL_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_PT_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_RO_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_RU_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_SE_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_SG_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_SI_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_SK_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_TR_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_US_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CT_AIRB_x2_Rx0 Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R01 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 1 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R02 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 2 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R03 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 3 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R04 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 4 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R05 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 5 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R06 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 6 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R07 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 7 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R08 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 8 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R09 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 9 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R10 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 10 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R11 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 11 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R12 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 12 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R13 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 13 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R14 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 14 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R15 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 15 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R16 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 16 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R17 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 17 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R18 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 18 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R19 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 19 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R20 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 20 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R21 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 21 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R22 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 22 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R23 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 23 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R24 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 24 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R25 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 25 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R26 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 26 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R27 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 27 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R28 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 28 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R29 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 29 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R30 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 30 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R31 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 31 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R32 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 32 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R33 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 33 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R34 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 34 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R35 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 35 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R36 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 36 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R37 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 37 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R38 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 38 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R39 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 39 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R40 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 40 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R41 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 41 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R42 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 42 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R43 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 43 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R44 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 44 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R45 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 45 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R46 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 46 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R47 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 47 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R48 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 48 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R49 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 49 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R50 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 50 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R51 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 51 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R52 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 52 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R53 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 53 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R54 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 54 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R55 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 55 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R56 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 56 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R57 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 57 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R58 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 58 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R59 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 59 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R60 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 60 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R61 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 61 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R62 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 62 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R63 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 63 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R64 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 64 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R65 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 65 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R66 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 66 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R67 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 67 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R68 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 68 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R69 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 69 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R70 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 70 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R71 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 71 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R72 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 72 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R73 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 73 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R74 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 74 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R75 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 75 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R76 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 76 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R77 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 77 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R78 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 78 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R79 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 79 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R80 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 80 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R81 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 81 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R82 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 82 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R83 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 83 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R84 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 84 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R85 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 85 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R86 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 86 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R87 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 87 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R88 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 88 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R89 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 89 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R90 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 90 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R91 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 91 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R92 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 92 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R93 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 93 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R94 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 94 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R95 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 95 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R96 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 96 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R97 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 97 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R98 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 98 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CT_AIRB_x0_R99 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 99 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0042_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R01 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 1 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R02 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 2 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R03 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 3 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R04 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 4 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R05 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 5 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R06 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 6 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R07 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 7 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R08 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 8 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R09 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 9 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R10 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 10 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R11 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 11 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R12 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 12 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R13 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 13 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R14 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 14 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R15 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 15 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R16 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 16 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R17 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 17 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R18 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 18 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R19 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 19 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R20 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 20 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R21 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 21 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R22 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 22 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R23 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 23 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R24 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 24 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R25 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 25 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R26 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 26 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R27 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 27 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R28 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 28 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R29 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 29 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R30 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 30 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R31 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 31 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R32 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 32 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R33 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 33 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R34 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 34 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R35 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 35 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R36 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 36 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R37 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 37 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R38 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 38 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R39 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 39 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R40 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 40 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R41 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 41 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R42 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 42 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R43 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 43 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R44 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 44 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R45 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 45 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R46 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 46 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R47 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 47 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R48 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 48 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R49 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 49 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R50 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 50 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R51 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 51 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R52 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 52 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R53 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 53 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R54 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 54 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R55 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 55 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R56 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 56 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R57 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 57 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R58 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 58 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R59 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 59 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R60 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 60 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R61 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 61 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R62 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 62 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R63 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 63 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R64 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 64 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R65 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 65 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R66 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 66 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R67 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 67 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R68 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 68 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R69 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 69 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R70 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 70 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R71 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 71 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R72 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 72 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R73 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 73 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R74 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 74 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R75 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 75 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R76 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 76 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R77 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 77 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R78 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 78 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R79 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 79 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R80 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 80 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R81 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 81 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R82 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 82 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R83 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 83 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R84 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 84 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R85 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 85 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R86 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 86 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R87 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 87 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R88 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 88 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R89 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 89 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R90 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 90 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R91 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 91 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R92 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 92 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R93 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 93 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R94 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 94 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R95 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 95 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R96 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 96 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R97 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 97 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R98 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 98 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CT_AIRB_x0_R99 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 99 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0045_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0047_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0048_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0049_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0050_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0051_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0052_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0053_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0054_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0055_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0056_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0057_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0058_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0059_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0060_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0061_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0062_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0063_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Other facilities Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0064_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0065_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0066_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0067_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0068_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0069_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0070_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0071_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0072_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0073_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0074_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0075_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0076_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0077_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0078_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0079_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0080_CT_AIRB_x0_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Other facilities Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_AT_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_AU_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_BE_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_BG_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_BR_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_CA_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_CH_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_CN_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_CY_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_CZ_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_DE_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_DK_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_EE_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_ES_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_FI_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_FR_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_GB_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_GR_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_HK_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_HR_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_HU_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_IE_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_IL_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_IT_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_JP_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_KR_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_LT_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_LU_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_LV_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_MT_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_NL_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_NO_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_PL_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_PT_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_RO_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_RU_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_SE_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_SG_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_SI_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_SK_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_TR_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_US_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CT_AIRB_x2_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_AT_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_AU_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_BE_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_BG_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_BR_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_CA_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_CH_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_CN_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_CY_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_CZ_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_DE_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_DK_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_EE_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_ES_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_FI_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_FR_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_GB_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_GR_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_HK_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_HR_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_HU_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_IE_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_IL_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_IT_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_JP_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_KR_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_LT_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_LU_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_LV_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_MT_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_NL_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_NO_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_PL_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_PT_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_RO_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_RU_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_SE_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_SG_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_SI_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_SK_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_TR_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_US_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CT_AIRB_x2_Rx0 Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R01 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 1 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R02 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 2 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R03 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 3 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R04 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 4 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R05 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 5 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R06 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 6 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R07 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 7 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R08 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 8 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R09 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 9 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R10 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 10 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R11 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 11 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R12 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 12 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R13 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 13 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R14 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 14 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R15 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 15 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R16 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 16 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R17 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 17 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R18 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 18 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R19 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 19 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R20 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 20 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R21 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 21 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R22 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 22 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R23 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 23 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R24 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 24 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R25 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 25 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R26 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 26 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R27 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 27 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R28 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 28 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R29 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 29 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R30 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 30 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R31 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 31 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R32 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 32 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R33 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 33 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R34 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 34 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R35 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 35 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R36 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 36 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R37 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 37 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R38 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 38 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R39 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 39 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R40 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 40 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R41 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 41 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R42 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 42 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R43 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 43 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R44 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 44 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R45 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 45 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R46 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 46 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R47 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 47 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R48 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 48 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R49 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 49 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R50 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 50 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R51 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 51 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R52 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 52 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R53 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 53 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R54 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 54 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R55 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 55 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R56 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 56 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R57 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 57 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R58 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 58 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R59 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 59 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R60 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 60 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R61 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 61 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R62 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 62 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R63 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 63 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R64 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 64 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R65 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 65 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R66 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 66 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R67 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 67 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R68 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 68 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R69 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 69 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R70 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 70 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R71 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 71 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R72 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 72 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R73 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 73 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R74 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 74 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R75 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 75 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R76 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 76 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R77 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 77 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R78 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 78 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R79 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 79 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R80 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 80 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R81 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 81 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R82 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 82 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R83 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 83 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R84 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 84 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R85 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 85 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R86 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 86 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R87 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 87 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R88 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 88 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R89 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 89 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R90 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 90 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R91 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 91 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R92 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 92 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R93 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 93 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R94 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 94 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R95 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 95 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R96 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 96 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R97 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 97 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R98 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 98 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CT_SLSC_x0_R99 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 99 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0022_CT_SLSC_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0023_CT_SLSC_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0024_CT_SLSC_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0025_CT_SLSC_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0026_CT_SLSC_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0027_CT_SLSC_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0028_CT_SLSC_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0029_CT_SLSC_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0030_CT_SLSC_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0031_CT_SLSC_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0032_CT_SLSC_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0033_CT_SLSC_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0034_CT_SLSC_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0035_CT_SLSC_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0036_CT_SLSC_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0037_CT_SLSC_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0038_CT_SLSC_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0039_CT_SLSC_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Other facilities Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0040_CT_SLSC_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_AT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria AT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_AU_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria AU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_BE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria BE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_BG_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria BG Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_BR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria BR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_CA_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria CA Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_CH_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria CH Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_CN_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria CN Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_CY_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria CY Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_CZ_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria CZ Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_DE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria DE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_DK_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria DK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_EE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria EE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_ES_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria ES Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_FI_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria FI Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_FR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria FR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_GB_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria GB Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_GR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria GR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_HK_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria HK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_HR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria HR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_HU_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria HU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_IE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria IE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_IL_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria IL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_IT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria IT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_JP_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria JP Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_KR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria KR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_LT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_LU_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_LV_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LV Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_MT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria MT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_NL_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria NL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_NO_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria NO Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_PL_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria PL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_PT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria PT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_RO_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria RO Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_RU_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria RU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_SE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria SE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_SG_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria SG Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_SI_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria SI Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_SK_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria SK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_TR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria TR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_US_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria US Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CT_SLSC_x2_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Other countries Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_x0_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_AT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria AT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_AU_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria AU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_BE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria BE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_BG_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria BG Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_BR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria BR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_CA_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria CA Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_CH_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria CH Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_CN_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria CN Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_CY_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria CY Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_CZ_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria CZ Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_DE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria DE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_DK_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria DK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_EE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria EE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_ES_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria ES Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_FI_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria FI Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_FR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria FR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_GB_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria GB Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_GR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria GR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_HK_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria HK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_HR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria HR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_HU_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria HU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_IE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria IE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_IL_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria IL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_IT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria IT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_JP_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria JP Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_KR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria KR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_LT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_LU_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_LV_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria LV Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_MT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria MT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_NL_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria NL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_NO_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria NO Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_PL_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria PL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_PT_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria PT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_RO_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria RO Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_RU_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria RU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_SE_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria SE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_SG_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria SG Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_SI_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria SI Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_SK_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria SK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_TR_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria TR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_US_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria US Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CT_SLSC_x2_Rx0 Large corporate Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Other countries Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R01 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 1 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R02 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 2 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R03 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 3 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R04 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 4 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R05 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 5 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R06 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 6 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R07 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 7 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R08 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 8 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R09 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 9 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R10 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 10 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R11 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 11 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R12 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 12 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R13 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 13 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R14 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 14 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R15 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 15 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R16 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 16 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R17 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 17 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R18 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 18 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R19 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 19 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R20 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 20 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R21 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 21 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R22 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 22 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R23 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 23 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R24 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 24 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R25 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 25 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R26 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 26 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R27 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 27 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R28 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 28 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R29 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 29 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R30 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 30 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R31 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 31 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R32 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 32 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R33 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 33 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R34 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 34 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R35 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 35 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R36 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 36 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R37 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 37 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R38 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 38 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R39 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 39 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R40 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 40 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R41 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 41 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R42 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 42 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R43 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 43 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R44 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 44 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R45 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 45 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R46 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 46 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R47 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 47 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R48 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 48 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R49 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 49 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R50 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 50 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R51 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 51 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R52 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 52 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R53 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 53 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R54 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 54 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R55 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 55 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R56 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 56 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R57 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 57 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R58 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 58 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R59 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 59 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R60 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 60 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R61 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 61 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R62 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 62 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R63 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 63 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R64 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 64 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R65 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 65 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R66 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 66 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R67 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 67 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R68 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 68 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R69 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 69 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R70 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 70 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R71 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 71 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R72 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 72 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R73 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 73 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R74 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 74 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R75 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 75 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R76 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 76 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R77 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 77 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R78 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 78 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R79 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 79 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R80 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 80 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R81 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 81 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R82 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 82 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R83 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 83 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R84 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 84 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R85 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 85 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R86 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 86 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R87 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 87 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R88 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 88 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R89 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 89 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R90 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 90 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R91 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 91 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R92 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 92 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R93 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 93 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R94 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 94 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R95 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 95 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R96 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 96 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R97 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 97 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R98 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 98 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CT_SLSC_x0_R99 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 99 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0022_CT_SLSC_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0023_CT_SLSC_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0024_CT_SLSC_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0025_CT_SLSC_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0026_CT_SLSC_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0027_CT_SLSC_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0028_CT_SLSC_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0029_CT_SLSC_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0030_CT_SLSC_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0031_CT_SLSC_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0032_CT_SLSC_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0033_CT_SLSC_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0034_CT_SLSC_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0035_CT_SLSC_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0036_CT_SLSC_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0037_CT_SLSC_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0038_CT_SLSC_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0039_CT_SLSC_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Other facilities Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0040_CT_SLSC_x0_Rx0 Large corporate sample Credit risk, Counterparty credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R01 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 1 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R02 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 2 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R03 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 3 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R04 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 4 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R05 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 5 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R06 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 6 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R07 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 7 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R08 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 8 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R09 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 9 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R10 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 10 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R11 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 11 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R12 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 12 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R13 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 13 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R14 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 14 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R15 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 15 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R16 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 16 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R17 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 17 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R18 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 18 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R19 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 19 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R20 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 20 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R21 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 21 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R22 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 22 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R23 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 23 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R24 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 24 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R25 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 25 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R26 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 26 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R27 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 27 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R28 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 28 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R29 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 29 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R30 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 30 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R31 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 31 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R32 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 32 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R33 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 33 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R34 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 34 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R35 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 35 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R36 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 36 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R37 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 37 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R38 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 38 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R39 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 39 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R40 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 40 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R41 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 41 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R42 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 42 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R43 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 43 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R44 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 44 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R45 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 45 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R46 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 46 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R47 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 47 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R48 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 48 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R49 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 49 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R50 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 50 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R51 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 51 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R52 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 52 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R53 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 53 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R54 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 54 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R55 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 55 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R56 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 56 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R57 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 57 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R58 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 58 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R59 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 59 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R60 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 60 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R61 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 61 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R62 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 62 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R63 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 63 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R64 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 64 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R65 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 65 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R66 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 66 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R67 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 67 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R68 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 68 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R69 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 69 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R70 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 70 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R71 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 71 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R72 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 72 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R73 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 73 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R74 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 74 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R75 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 75 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R76 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 76 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R77 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 77 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R78 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 78 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R79 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 79 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R80 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 80 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R81 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 81 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R82 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 82 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R83 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 83 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R84 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 84 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R85 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 85 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R86 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 86 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R87 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 87 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R88 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 88 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R89 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 89 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R90 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 90 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R91 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 91 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R92 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 92 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R93 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 93 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R94 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 94 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R95 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 95 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R96 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 96 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R97 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 97 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R98 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 98 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_FIRB_x0_R99 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 99 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0002_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0004_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0005_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0006_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0007_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0008_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0009_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0010_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0011_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0012_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0013_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0014_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0015_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn committed credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0016_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0017_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0018_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0019_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0020_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Other facilities Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_AT_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach AT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_AU_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach AU Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_BE_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach BE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_BG_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach BG Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_BR_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach BR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_CA_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach CA Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_CH_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach CH Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_CN_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach CN Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_CY_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach CY Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_CZ_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach CZ Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_DE_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach DE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_DK_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach DK Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_EE_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach EE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_ES_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach ES Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_FI_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach FI Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_FR_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach FR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_GB_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach GB Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_GR_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach GR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_HK_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach HK Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_HR_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach HR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_HU_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach HU Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_IE_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach IE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_IL_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach IL Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_IT_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach IT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_JP_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach JP Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_KR_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach KR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_LT_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach LT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_LU_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach LU Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_LV_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach LV Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_MT_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach MT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_NL_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach NL Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_NO_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach NO Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_PL_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach PL Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_PT_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach PT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_RO_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach RO Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_RU_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach RU Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_SE_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach SE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_SG_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach SG Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_SI_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach SI Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_SK_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach SK Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_TR_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach TR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_US_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach US Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_FIRB_x2_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Other countries Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R01 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 1 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R02 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 2 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R03 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 3 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R04 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 4 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R05 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 5 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R06 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 6 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R07 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 7 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R08 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 8 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R09 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 9 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R10 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 10 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R11 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 11 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R12 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 12 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R13 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 13 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R14 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 14 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R15 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 15 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R16 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 16 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R17 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 17 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R18 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 18 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R19 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 19 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R20 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 20 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R21 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 21 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R22 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 22 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R23 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 23 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R24 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 24 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R25 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 25 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R26 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 26 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R27 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 27 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R28 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 28 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R29 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 29 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R30 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 30 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R31 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 31 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R32 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 32 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R33 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 33 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R34 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 34 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R35 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 35 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R36 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 36 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R37 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 37 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R38 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 38 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R39 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 39 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R40 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 40 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R41 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 41 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R42 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 42 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R43 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 43 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R44 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 44 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R45 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 45 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R46 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 46 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R47 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 47 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R48 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 48 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R49 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 49 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R50 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 50 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R51 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 51 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R52 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 52 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R53 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 53 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R54 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 54 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R55 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 55 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R56 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 56 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R57 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 57 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R58 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 58 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R59 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 59 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R60 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 60 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R61 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 61 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R62 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 62 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R63 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 63 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R64 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 64 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R65 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 65 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R66 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 66 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R67 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 67 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R68 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 68 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R69 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 69 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R70 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 70 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R71 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 71 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R72 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 72 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R73 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 73 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R74 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 74 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R75 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 75 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R76 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 76 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R77 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 77 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R78 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 78 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R79 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 79 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R80 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 80 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R81 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 81 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R82 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 82 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R83 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 83 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R84 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 84 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R85 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 85 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R86 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 86 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R87 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 87 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R88 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 88 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R89 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 89 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R90 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 90 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R91 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 91 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R92 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 92 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R93 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 93 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R94 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 94 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R95 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 95 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R96 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 96 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R97 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 97 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R98 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 98 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_FIRB_x0_R99 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Rating 99 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0022_CR_FIRB_x0_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0023_CR_FIRB_x0_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0024_CR_FIRB_x0_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0025_CR_FIRB_x0_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0026_CR_FIRB_x0_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0027_CR_FIRB_x0_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0028_CR_FIRB_x0_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0029_CR_FIRB_x0_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0030_CR_FIRB_x0_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0031_CR_FIRB_x0_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0032_CR_FIRB_x0_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0033_CR_FIRB_x0_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0034_CR_FIRB_x0_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0035_CR_FIRB_x0_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0036_CR_FIRB_x0_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0037_CR_FIRB_x0_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0038_CR_FIRB_x0_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0039_CR_FIRB_x0_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Other facilities Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0040_CR_FIRB_x0_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_x0_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_AT_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach AT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_AU_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach AU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_BE_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach BE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_BG_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach BG Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_BR_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach BR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_CA_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach CA Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_CH_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach CH Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_CN_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach CN Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_CY_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach CY Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_CZ_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach CZ Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_DE_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach DE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_DK_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach DK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_EE_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach EE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_ES_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach ES Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_FI_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach FI Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_FR_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach FR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_GB_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach GB Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_GR_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach GR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_HK_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach HK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_HR_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach HR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_HU_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach HU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_IE_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach IE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_IL_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach IL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_IT_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach IT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_JP_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach JP Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_KR_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach KR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_LT_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach LT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_LU_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach LU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_LV_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach LV Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_MT_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach MT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_NL_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach NL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_NO_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach NO Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_PL_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach PL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_PT_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach PT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_RO_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach RO Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_RU_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach RU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_SE_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach SE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_SG_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach SG Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_SI_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach SI Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_SK_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach SK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_TR_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach TR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_US_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach US Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_FIRB_x2_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach Other countries Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_x0_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_AT_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach AT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_AU_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach AU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_BE_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach BE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_BG_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach BG Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_BR_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach BR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_CA_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach CA Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_CH_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach CH Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_CN_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach CN Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_CY_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach CY Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_CZ_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach CZ Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_DE_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach DE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_DK_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach DK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_EE_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach EE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_ES_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach ES Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_FI_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach FI Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_FR_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach FR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_GB_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach GB Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_GR_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach GR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_HK_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach HK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_HR_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach HR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_HU_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach HU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_IE_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach IE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_IL_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach IL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_IT_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach IT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_JP_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach JP Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_KR_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach KR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_LT_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach LT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_LU_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach LU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_LV_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach LV Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_MT_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach MT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_NL_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach NL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_NO_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach NO Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_PL_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach PL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_PT_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach PT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_RO_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach RO Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_RU_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach RU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_SE_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach SE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_SG_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach SG Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_SI_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach SI Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_SK_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach SK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_TR_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach TR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_US_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach US Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_FIRB_x2_Rx0 Large corporate Credit risk and free deliveries Foundation IRB approach Other countries Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R01 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 1 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R02 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 2 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R03 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 3 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R04 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 4 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R05 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 5 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R06 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 6 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R07 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 7 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R08 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 8 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R09 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 9 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R10 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 10 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R11 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 11 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R12 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 12 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R13 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 13 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R14 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 14 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R15 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 15 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R16 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 16 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R17 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 17 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R18 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 18 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R19 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 19 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R20 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 20 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R21 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 21 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R22 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 22 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R23 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 23 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R24 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 24 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R25 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 25 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R26 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 26 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R27 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 27 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R28 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 28 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R29 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 29 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R30 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 30 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R31 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 31 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R32 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 32 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R33 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 33 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R34 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 34 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R35 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 35 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R36 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 36 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R37 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 37 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R38 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 38 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R39 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 39 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R40 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 40 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R41 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 41 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R42 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 42 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R43 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 43 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R44 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 44 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R45 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 45 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R46 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 46 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R47 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 47 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R48 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 48 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R49 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 49 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R50 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 50 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R51 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 51 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R52 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 52 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R53 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 53 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R54 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 54 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R55 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 55 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R56 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 56 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R57 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 57 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R58 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 58 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R59 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 59 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R60 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 60 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R61 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 61 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R62 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 62 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R63 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 63 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R64 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 64 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R65 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 65 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R66 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 66 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R67 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 67 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R68 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 68 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R69 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 69 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R70 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 70 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R71 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 71 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R72 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 72 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R73 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 73 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R74 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 74 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R75 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 75 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R76 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 76 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R77 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 77 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R78 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 78 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R79 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 79 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R80 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 80 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R81 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 81 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R82 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 82 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R83 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 83 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R84 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 84 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R85 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 85 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R86 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 86 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R87 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 87 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R88 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 88 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R89 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 89 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R90 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 90 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R91 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 91 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R92 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 92 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R93 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 93 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R94 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 94 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R95 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 95 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R96 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 96 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R97 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 97 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R98 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 98 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_FIRB_x0_R99 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Rating 99 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0022_CR_FIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0023_CR_FIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0024_CR_FIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0025_CR_FIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0026_CR_FIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0027_CR_FIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0028_CR_FIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0029_CR_FIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0030_CR_FIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0031_CR_FIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0032_CR_FIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0033_CR_FIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0034_CR_FIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0035_CR_FIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0036_CR_FIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0037_CR_FIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0038_CR_FIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0039_CR_FIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Other facilities Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0040_CR_FIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R01 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 1 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R02 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 2 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R03 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 3 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R04 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 4 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R05 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 5 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R06 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 6 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R07 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 7 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R08 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 8 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R09 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 9 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R10 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 10 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R11 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 11 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R12 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 12 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R13 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 13 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R14 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 14 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R15 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 15 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R16 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 16 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R17 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 17 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R18 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 18 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R19 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 19 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R20 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 20 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R21 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 21 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R22 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 22 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R23 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 23 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R24 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 24 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R25 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 25 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R26 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 26 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R27 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 27 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R28 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 28 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R29 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 29 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R30 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 30 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R31 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 31 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R32 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 32 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R33 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 33 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R34 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 34 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R35 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 35 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R36 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 36 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R37 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 37 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R38 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 38 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R39 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 39 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R40 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 40 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R41 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 41 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R42 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 42 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R43 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 43 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R44 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 44 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R45 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 45 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R46 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 46 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R47 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 47 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R48 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 48 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R49 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 49 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R50 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 50 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R51 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 51 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R52 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 52 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R53 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 53 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R54 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 54 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R55 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 55 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R56 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 56 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R57 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 57 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R58 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 58 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R59 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 59 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R60 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 60 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R61 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 61 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R62 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 62 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R63 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 63 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R64 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 64 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R65 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 65 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R66 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 66 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R67 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 67 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R68 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 68 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R69 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 69 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R70 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 70 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R71 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 71 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R72 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 72 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R73 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 73 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R74 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 74 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R75 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 75 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R76 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 76 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R77 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 77 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R78 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 78 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R79 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 79 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R80 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 80 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R81 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 81 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R82 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 82 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R83 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 83 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R84 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 84 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R85 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 85 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R86 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 86 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R87 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 87 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R88 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 88 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R89 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 89 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R90 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 90 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R91 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 91 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R92 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 92 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R93 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 93 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R94 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 94 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R95 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 95 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R96 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 96 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R97 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 97 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R98 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 98 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_FIRB_x0_R99 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 99 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0042_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R01 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 1 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R02 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 2 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R03 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 3 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R04 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 4 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R05 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 5 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R06 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 6 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R07 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 7 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R08 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 8 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R09 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 9 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R10 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 10 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R11 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 11 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R12 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 12 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R13 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 13 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R14 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 14 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R15 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 15 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R16 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 16 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R17 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 17 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R18 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 18 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R19 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 19 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R20 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 20 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R21 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 21 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R22 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 22 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R23 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 23 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R24 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 24 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R25 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 25 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R26 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 26 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R27 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 27 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R28 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 28 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R29 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 29 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R30 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 30 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R31 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 31 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R32 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 32 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R33 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 33 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R34 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 34 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R35 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 35 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R36 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 36 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R37 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 37 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R38 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 38 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R39 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 39 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R40 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 40 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R41 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 41 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R42 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 42 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R43 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 43 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R44 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 44 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R45 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 45 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R46 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 46 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R47 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 47 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R48 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 48 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R49 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 49 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R50 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 50 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R51 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 51 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R52 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 52 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R53 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 53 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R54 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 54 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R55 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 55 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R56 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 56 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R57 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 57 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R58 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 58 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R59 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 59 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R60 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 60 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R61 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 61 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R62 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 62 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R63 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 63 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R64 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 64 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R65 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 65 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R66 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 66 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R67 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 67 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R68 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 68 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R69 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 69 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R70 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 70 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R71 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 71 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R72 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 72 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R73 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 73 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R74 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 74 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R75 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 75 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R76 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 76 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R77 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 77 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R78 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 78 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R79 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 79 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R80 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 80 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R81 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 81 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R82 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 82 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R83 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 83 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R84 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 84 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R85 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 85 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R86 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 86 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R87 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 87 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R88 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 88 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R89 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 89 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R90 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 90 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R91 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 91 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R92 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 92 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R93 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 93 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R94 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 94 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R95 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 95 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R96 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 96 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R97 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 97 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R98 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 98 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_FIRB_x0_R99 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Rating 99 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0045_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0047_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0048_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0049_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0050_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0051_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0052_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0053_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0054_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0055_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0056_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0057_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0058_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0059_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0060_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0061_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0062_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0063_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Other facilities Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0064_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0065_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0066_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0067_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0068_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0069_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0070_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0071_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0072_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0073_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0074_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0075_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0076_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0077_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0078_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0079_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0080_CR_FIRB_x0_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Other facilities Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_AT_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach AT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_AU_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach AU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_BE_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach BE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_BG_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach BG Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_BR_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach BR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_CA_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach CA Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_CH_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach CH Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_CN_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach CN Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_CY_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach CY Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_CZ_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach CZ Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_DE_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach DE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_DK_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach DK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_EE_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach EE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_ES_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach ES Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_FI_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach FI Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_FR_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach FR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_GB_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach GB Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_GR_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach GR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_HK_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach HK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_HR_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach HR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_HU_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach HU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_IE_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach IE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_IL_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach IL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_IT_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach IT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_JP_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach JP Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_KR_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach KR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_LT_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach LT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_LU_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach LU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_LV_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach LV Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_MT_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach MT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_NL_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach NL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_NO_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach NO Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_PL_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach PL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_PT_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach PT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_RO_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach RO Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_RU_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach RU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_SE_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach SE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_SG_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach SG Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_SI_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach SI Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_SK_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach SK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_TR_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach TR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_US_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach US Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_FIRB_x2_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Other countries Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_AT_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach AT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_AU_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach AU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_BE_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach BE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_BG_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach BG Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_BR_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach BR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_CA_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach CA Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_CH_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach CH Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_CN_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach CN Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_CY_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach CY Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_CZ_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach CZ Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_DE_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach DE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_DK_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach DK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_EE_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach EE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_ES_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach ES Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_FI_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach FI Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_FR_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach FR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_GB_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach GB Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_GR_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach GR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_HK_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach HK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_HR_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach HR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_HU_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach HU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_IE_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach IE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_IL_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach IL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_IT_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach IT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_JP_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach JP Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_KR_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach KR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_LT_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach LT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_LU_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach LU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_LV_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach LV Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_MT_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach MT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_NL_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach NL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_NO_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach NO Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_PL_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach PL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_PT_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach PT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_RO_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach RO Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_RU_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach RU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_SE_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach SE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_SG_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach SG Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_SI_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach SI Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_SK_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach SK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_TR_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach TR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_US_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach US Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_FIRB_x2_Rx0 Institutions Credit risk and free deliveries Foundation IRB approach Other countries Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R01 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 1 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R02 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 2 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R03 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 3 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R04 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 4 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R05 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 5 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R06 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 6 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R07 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 7 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R08 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 8 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R09 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 9 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R10 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 10 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R11 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 11 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R12 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 12 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R13 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 13 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R14 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 14 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R15 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 15 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R16 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 16 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R17 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 17 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R18 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 18 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R19 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 19 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R20 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 20 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R21 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 21 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R22 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 22 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R23 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 23 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R24 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 24 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R25 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 25 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R26 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 26 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R27 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 27 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R28 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 28 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R29 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 29 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R30 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 30 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R31 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 31 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R32 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 32 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R33 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 33 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R34 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 34 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R35 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 35 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R36 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 36 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R37 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 37 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R38 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 38 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R39 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 39 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R40 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 40 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R41 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 41 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R42 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 42 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R43 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 43 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R44 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 44 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R45 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 45 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R46 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 46 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R47 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 47 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R48 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 48 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R49 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 49 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R50 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 50 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R51 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 51 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R52 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 52 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R53 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 53 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R54 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 54 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R55 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 55 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R56 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 56 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R57 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 57 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R58 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 58 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R59 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 59 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R60 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 60 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R61 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 61 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R62 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 62 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R63 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 63 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R64 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 64 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R65 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 65 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R66 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 66 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R67 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 67 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R68 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 68 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R69 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 69 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R70 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 70 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R71 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 71 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R72 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 72 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R73 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 73 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R74 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 74 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R75 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 75 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R76 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 76 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R77 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 77 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R78 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 78 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R79 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 79 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R80 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 80 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R81 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 81 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R82 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 82 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R83 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 83 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R84 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 84 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R85 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 85 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R86 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 86 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R87 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 87 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R88 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 88 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R89 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 89 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R90 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 90 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R91 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 91 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R92 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 92 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R93 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 93 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R94 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 94 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R95 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 95 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R96 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 96 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R97 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 97 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R98 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 98 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_FIRB_x0_R99 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 99 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0042_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R01 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 1 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R02 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 2 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R03 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 3 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R04 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 4 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R05 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 5 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R06 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 6 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R07 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 7 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R08 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 8 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R09 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 9 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R10 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 10 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R11 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 11 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R12 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 12 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R13 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 13 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R14 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 14 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R15 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 15 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R16 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 16 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R17 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 17 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R18 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 18 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R19 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 19 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R20 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 20 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R21 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 21 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R22 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 22 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R23 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 23 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R24 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 24 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R25 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 25 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R26 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 26 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R27 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 27 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R28 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 28 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R29 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 29 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R30 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 30 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R31 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 31 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R32 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 32 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R33 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 33 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R34 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 34 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R35 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 35 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R36 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 36 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R37 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 37 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R38 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 38 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R39 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 39 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R40 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 40 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R41 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 41 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R42 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 42 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R43 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 43 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R44 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 44 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R45 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 45 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R46 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 46 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R47 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 47 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R48 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 48 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R49 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 49 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R50 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 50 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R51 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 51 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R52 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 52 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R53 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 53 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R54 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 54 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R55 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 55 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R56 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 56 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R57 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 57 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R58 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 58 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R59 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 59 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R60 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 60 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R61 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 61 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R62 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 62 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R63 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 63 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R64 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 64 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R65 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 65 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R66 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 66 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R67 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 67 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R68 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 68 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R69 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 69 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R70 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 70 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R71 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 71 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R72 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 72 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R73 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 73 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R74 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 74 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R75 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 75 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R76 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 76 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R77 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 77 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R78 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 78 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R79 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 79 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R80 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 80 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R81 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 81 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R82 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 82 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R83 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 83 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R84 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 84 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R85 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 85 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R86 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 86 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R87 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 87 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R88 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 88 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R89 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 89 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R90 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 90 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R91 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 91 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R92 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 92 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R93 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 93 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R94 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 94 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R95 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 95 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R96 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 96 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R97 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 97 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R98 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 98 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_FIRB_x0_R99 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Rating 99 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0045_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0047_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0048_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0049_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0050_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0051_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0052_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0053_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0054_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0055_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0056_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0057_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0058_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0059_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0060_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0061_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0062_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0063_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Other facilities Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0064_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0065_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0066_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0067_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0068_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0069_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0070_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0071_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0072_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0073_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0074_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0075_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0076_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0077_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0078_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0079_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0080_CR_FIRB_x0_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Other facilities Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_AT_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach AT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_AU_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach AU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_BE_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach BE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_BG_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach BG Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_BR_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach BR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_CA_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach CA Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_CH_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach CH Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_CN_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach CN Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_CY_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach CY Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_CZ_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach CZ Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_DE_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach DE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_DK_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach DK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_EE_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach EE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_ES_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach ES Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_FI_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach FI Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_FR_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach FR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_GB_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach GB Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_GR_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach GR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_HK_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach HK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_HR_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach HR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_HU_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach HU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_IE_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach IE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_IL_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach IL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_IT_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach IT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_JP_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach JP Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_KR_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach KR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_LT_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach LT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_LU_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach LU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_LV_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach LV Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_MT_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach MT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_NL_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach NL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_NO_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach NO Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_PL_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach PL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_PT_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach PT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_RO_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach RO Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_RU_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach RU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_SE_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach SE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_SG_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach SG Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_SI_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach SI Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_SK_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach SK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_TR_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach TR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_US_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach US Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_FIRB_x2_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Other countries Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_AT_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach AT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_AU_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach AU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_BE_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach BE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_BG_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach BG Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_BR_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach BR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_CA_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach CA Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_CH_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach CH Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_CN_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach CN Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_CY_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach CY Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_CZ_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach CZ Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_DE_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach DE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_DK_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach DK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_EE_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach EE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_ES_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach ES Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_FI_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach FI Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_FR_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach FR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_GB_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach GB Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_GR_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach GR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_HK_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach HK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_HR_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach HR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_HU_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach HU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_IE_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach IE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_IL_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach IL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_IT_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach IT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_JP_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach JP Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_KR_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach KR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_LT_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach LT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_LU_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach LU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_LV_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach LV Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_MT_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach MT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_NL_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach NL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_NO_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach NO Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_PL_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach PL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_PT_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach PT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_RO_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach RO Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_RU_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach RU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_SE_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach SE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_SG_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach SG Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_SI_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach SI Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_SK_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach SK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_TR_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach TR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_US_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach US Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_FIRB_x2_Rx0 Sovereign Credit risk and free deliveries Foundation IRB approach Other countries Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R01 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 1 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R02 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 2 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R03 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 3 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R04 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 4 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R05 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 5 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R06 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 6 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R07 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 7 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R08 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 8 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R09 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 9 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R10 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 10 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R11 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 11 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R12 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 12 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R13 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 13 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R14 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 14 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R15 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 15 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R16 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 16 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R17 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 17 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R18 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 18 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R19 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 19 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R20 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 20 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R21 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 21 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R22 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 22 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R23 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 23 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R24 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 24 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R25 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 25 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R26 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 26 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R27 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 27 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R28 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 28 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R29 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 29 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R30 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 30 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R31 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 31 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R32 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 32 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R33 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 33 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R34 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 34 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R35 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 35 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R36 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 36 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R37 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 37 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R38 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 38 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R39 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 39 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R40 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 40 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R41 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 41 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R42 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 42 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R43 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 43 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R44 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 44 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R45 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 45 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R46 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 46 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R47 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 47 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R48 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 48 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R49 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 49 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R50 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 50 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R51 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 51 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R52 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 52 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R53 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 53 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R54 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 54 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R55 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 55 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R56 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 56 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R57 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 57 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R58 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 58 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R59 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 59 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R60 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 60 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R61 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 61 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R62 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 62 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R63 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 63 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R64 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 64 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R65 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 65 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R66 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 66 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R67 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 67 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R68 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 68 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R69 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 69 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R70 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 70 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R71 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 71 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R72 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 72 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R73 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 73 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R74 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 74 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R75 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 75 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R76 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 76 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R77 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 77 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R78 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 78 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R79 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 79 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R80 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 80 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R81 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 81 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R82 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 82 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R83 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 83 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R84 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 84 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R85 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 85 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R86 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 86 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R87 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 87 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R88 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 88 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R89 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 89 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R90 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 90 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R91 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 91 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R92 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 92 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R93 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 93 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R94 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 94 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R95 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 95 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R96 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 96 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R97 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 97 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R98 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 98 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CR_AIRB_x0_R99 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 99 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0002_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0004_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0005_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0006_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0007_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0008_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0009_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0010_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0011_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0012_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0013_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0014_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0015_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn committed credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0016_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0017_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0018_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0019_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0020_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Other facilities Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_AT_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach AT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_AU_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach AU Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_BE_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach BE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_BG_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach BG Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_BR_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach BR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_CA_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach CA Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_CH_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach CH Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_CN_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach CN Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_CY_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach CY Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_CZ_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach CZ Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_DE_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach DE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_DK_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach DK Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_EE_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach EE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_ES_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach ES Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_FI_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach FI Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_FR_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach FR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_GB_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach GB Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_GR_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach GR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_HK_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach HK Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_HR_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach HR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_HU_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach HU Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_IE_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach IE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_IL_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach IL Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_IT_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach IT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_JP_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach JP Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_KR_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach KR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_LT_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach LT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_LU_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach LU Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_LV_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach LV Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_MT_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach MT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_NL_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach NL Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_NO_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach NO Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_PL_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach PL Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_PT_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach PT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_RO_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach RO Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_RU_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach RU Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_SE_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach SE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_SG_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach SG Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_SI_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach SI Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_SK_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach SK Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_TR_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach TR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_US_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach US Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CR_AIRB_x2_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Other countries Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R01 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 1 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R02 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 2 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R03 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 3 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R04 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 4 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R05 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 5 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R06 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 6 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R07 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 7 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R08 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 8 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R09 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 9 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R10 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 10 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R11 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 11 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R12 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 12 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R13 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 13 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R14 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 14 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R15 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 15 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R16 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 16 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R17 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 17 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R18 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 18 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R19 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 19 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R20 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 20 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R21 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 21 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R22 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 22 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R23 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 23 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R24 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 24 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R25 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 25 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R26 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 26 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R27 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 27 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R28 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 28 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R29 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 29 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R30 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 30 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R31 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 31 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R32 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 32 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R33 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 33 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R34 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 34 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R35 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 35 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R36 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 36 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R37 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 37 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R38 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 38 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R39 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 39 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R40 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 40 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R41 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 41 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R42 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 42 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R43 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 43 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R44 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 44 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R45 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 45 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R46 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 46 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R47 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 47 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R48 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 48 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R49 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 49 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R50 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 50 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R51 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 51 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R52 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 52 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R53 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 53 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R54 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 54 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R55 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 55 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R56 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 56 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R57 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 57 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R58 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 58 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R59 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 59 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R60 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 60 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R61 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 61 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R62 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 62 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R63 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 63 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R64 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 64 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R65 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 65 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R66 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 66 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R67 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 67 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R68 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 68 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R69 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 69 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R70 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 70 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R71 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 71 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R72 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 72 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R73 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 73 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R74 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 74 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R75 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 75 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R76 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 76 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R77 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 77 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R78 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 78 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R79 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 79 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R80 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 80 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R81 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 81 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R82 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 82 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R83 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 83 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R84 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 84 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R85 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 85 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R86 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 86 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R87 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 87 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R88 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 88 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R89 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 89 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R90 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 90 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R91 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 91 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R92 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 92 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R93 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 93 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R94 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 94 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R95 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 95 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R96 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 96 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R97 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 97 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R98 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 98 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_AIRB_x0_R99 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Rating 99 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0022_CR_AIRB_x0_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0023_CR_AIRB_x0_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0024_CR_AIRB_x0_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0025_CR_AIRB_x0_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0026_CR_AIRB_x0_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0027_CR_AIRB_x0_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0028_CR_AIRB_x0_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0029_CR_AIRB_x0_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0030_CR_AIRB_x0_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0031_CR_AIRB_x0_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0032_CR_AIRB_x0_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0033_CR_AIRB_x0_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0034_CR_AIRB_x0_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0035_CR_AIRB_x0_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0036_CR_AIRB_x0_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0037_CR_AIRB_x0_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0038_CR_AIRB_x0_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0039_CR_AIRB_x0_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Other facilities Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0040_CR_AIRB_x0_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_x0_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_AT_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach AT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_AU_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach AU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_BE_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach BE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_BG_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach BG Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_BR_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach BR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_CA_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach CA Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_CH_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach CH Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_CN_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach CN Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_CY_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach CY Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_CZ_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach CZ Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_DE_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach DE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_DK_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach DK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_EE_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach EE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_ES_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach ES Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_FI_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach FI Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_FR_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach FR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_GB_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach GB Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_GR_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach GR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_HK_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach HK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_HR_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach HR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_HU_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach HU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_IE_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach IE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_IL_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach IL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_IT_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach IT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_JP_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach JP Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_KR_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach KR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_LT_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach LT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_LU_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach LU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_LV_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach LV Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_MT_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach MT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_NL_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach NL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_NO_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach NO Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_PL_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach PL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_PT_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach PT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_RO_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach RO Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_RU_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach RU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_SE_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach SE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_SG_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach SG Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_SI_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach SI Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_SK_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach SK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_TR_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach TR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_US_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach US Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_AIRB_x2_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach Other countries Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_x0_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_AT_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach AT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_AU_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach AU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_BE_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach BE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_BG_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach BG Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_BR_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach BR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_CA_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach CA Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_CH_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach CH Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_CN_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach CN Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_CY_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach CY Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_CZ_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach CZ Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_DE_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach DE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_DK_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach DK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_EE_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach EE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_ES_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach ES Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_FI_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach FI Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_FR_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach FR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_GB_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach GB Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_GR_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach GR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_HK_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach HK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_HR_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach HR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_HU_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach HU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_IE_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach IE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_IL_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach IL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_IT_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach IT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_JP_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach JP Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_KR_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach KR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_LT_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach LT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_LU_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach LU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_LV_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach LV Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_MT_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach MT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_NL_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach NL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_NO_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach NO Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_PL_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach PL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_PT_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach PT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_RO_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach RO Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_RU_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach RU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_SE_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach SE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_SG_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach SG Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_SI_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach SI Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_SK_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach SK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_TR_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach TR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_US_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach US Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_AIRB_x2_Rx0 Large corporate Credit risk and free deliveries Advanced IRB approach Other countries Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R01 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 1 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R02 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 2 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R03 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 3 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R04 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 4 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R05 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 5 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R06 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 6 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R07 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 7 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R08 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 8 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R09 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 9 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R10 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 10 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R11 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 11 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R12 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 12 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R13 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 13 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R14 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 14 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R15 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 15 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R16 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 16 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R17 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 17 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R18 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 18 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R19 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 19 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R20 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 20 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R21 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 21 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R22 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 22 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R23 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 23 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R24 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 24 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R25 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 25 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R26 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 26 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R27 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 27 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R28 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 28 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R29 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 29 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R30 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 30 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R31 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 31 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R32 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 32 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R33 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 33 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R34 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 34 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R35 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 35 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R36 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 36 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R37 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 37 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R38 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 38 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R39 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 39 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R40 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 40 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R41 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 41 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R42 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 42 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R43 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 43 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R44 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 44 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R45 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 45 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R46 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 46 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R47 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 47 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R48 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 48 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R49 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 49 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R50 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 50 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R51 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 51 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R52 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 52 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R53 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 53 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R54 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 54 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R55 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 55 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R56 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 56 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R57 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 57 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R58 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 58 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R59 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 59 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R60 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 60 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R61 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 61 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R62 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 62 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R63 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 63 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R64 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 64 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R65 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 65 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R66 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 66 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R67 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 67 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R68 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 68 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R69 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 69 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R70 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 70 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R71 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 71 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R72 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 72 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R73 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 73 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R74 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 74 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R75 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 75 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R76 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 76 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R77 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 77 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R78 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 78 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R79 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 79 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R80 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 80 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R81 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 81 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R82 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 82 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R83 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 83 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R84 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 84 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R85 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 85 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R86 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 86 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R87 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 87 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R88 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 88 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R89 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 89 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R90 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 90 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R91 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 91 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R92 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 92 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R93 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 93 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R94 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 94 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R95 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 95 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R96 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 96 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R97 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 97 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R98 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 98 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_AIRB_x0_R99 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Rating 99 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0022_CR_AIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0023_CR_AIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0024_CR_AIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0025_CR_AIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0026_CR_AIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0027_CR_AIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0028_CR_AIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0029_CR_AIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0030_CR_AIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0031_CR_AIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0032_CR_AIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0033_CR_AIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0034_CR_AIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0035_CR_AIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0036_CR_AIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0037_CR_AIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0038_CR_AIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0039_CR_AIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Other facilities Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0040_CR_AIRB_x0_Rx0 Large corporate sample Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R01 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 1 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R02 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 2 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R03 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 3 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R04 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 4 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R05 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 5 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R06 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 6 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R07 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 7 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R08 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 8 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R09 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 9 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R10 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 10 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R11 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 11 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R12 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 12 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R13 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 13 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R14 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 14 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R15 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 15 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R16 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 16 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R17 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 17 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R18 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 18 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R19 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 19 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R20 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 20 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R21 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 21 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R22 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 22 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R23 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 23 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R24 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 24 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R25 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 25 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R26 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 26 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R27 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 27 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R28 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 28 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R29 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 29 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R30 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 30 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R31 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 31 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R32 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 32 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R33 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 33 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R34 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 34 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R35 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 35 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R36 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 36 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R37 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 37 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R38 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 38 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R39 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 39 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R40 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 40 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R41 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 41 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R42 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 42 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R43 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 43 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R44 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 44 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R45 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 45 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R46 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 46 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R47 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 47 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R48 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 48 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R49 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 49 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R50 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 50 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R51 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 51 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R52 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 52 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R53 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 53 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R54 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 54 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R55 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 55 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R56 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 56 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R57 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 57 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R58 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 58 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R59 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 59 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R60 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 60 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R61 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 61 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R62 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 62 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R63 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 63 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R64 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 64 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R65 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 65 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R66 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 66 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R67 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 67 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R68 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 68 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R69 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 69 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R70 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 70 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R71 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 71 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R72 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 72 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R73 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 73 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R74 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 74 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R75 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 75 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R76 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 76 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R77 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 77 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R78 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 78 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R79 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 79 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R80 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 80 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R81 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 81 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R82 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 82 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R83 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 83 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R84 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 84 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R85 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 85 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R86 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 86 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R87 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 87 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R88 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 88 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R89 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 89 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R90 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 90 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R91 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 91 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R92 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 92 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R93 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 93 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R94 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 94 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R95 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 95 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R96 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 96 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R97 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 97 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R98 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 98 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CR_AIRB_x0_R99 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 99 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0042_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R01 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 1 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R02 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 2 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R03 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 3 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R04 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 4 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R05 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 5 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R06 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 6 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R07 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 7 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R08 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 8 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R09 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 9 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R10 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 10 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R11 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 11 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R12 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 12 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R13 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 13 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R14 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 14 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R15 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 15 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R16 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 16 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R17 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 17 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R18 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 18 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R19 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 19 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R20 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 20 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R21 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 21 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R22 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 22 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R23 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 23 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R24 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 24 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R25 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 25 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R26 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 26 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R27 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 27 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R28 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 28 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R29 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 29 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R30 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 30 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R31 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 31 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R32 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 32 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R33 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 33 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R34 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 34 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R35 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 35 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R36 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 36 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R37 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 37 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R38 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 38 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R39 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 39 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R40 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 40 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R41 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 41 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R42 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 42 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R43 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 43 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R44 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 44 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R45 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 45 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R46 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 46 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R47 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 47 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R48 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 48 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R49 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 49 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R50 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 50 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R51 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 51 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R52 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 52 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R53 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 53 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R54 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 54 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R55 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 55 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R56 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 56 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R57 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 57 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R58 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 58 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R59 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 59 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R60 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 60 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R61 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 61 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R62 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 62 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R63 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 63 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R64 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 64 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R65 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 65 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R66 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 66 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R67 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 67 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R68 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 68 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R69 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 69 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R70 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 70 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R71 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 71 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R72 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 72 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R73 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 73 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R74 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 74 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R75 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 75 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R76 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 76 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R77 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 77 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R78 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 78 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R79 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 79 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R80 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 80 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R81 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 81 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R82 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 82 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R83 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 83 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R84 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 84 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R85 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 85 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R86 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 86 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R87 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 87 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R88 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 88 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R89 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 89 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R90 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 90 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R91 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 91 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R92 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 92 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R93 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 93 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R94 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 94 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R95 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 95 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R96 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 96 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R97 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 97 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R98 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 98 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CR_AIRB_x0_R99 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Rating 99 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0045_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0047_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0048_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0049_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0050_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0051_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0052_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0053_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0054_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0055_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0056_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0057_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0058_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0059_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0060_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0061_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0062_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0063_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Other facilities Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0064_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0065_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0066_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0067_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0068_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0069_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0070_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0071_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0072_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0073_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0074_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0075_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0076_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0077_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0078_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0079_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0080_CR_AIRB_x0_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Other facilities Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_AT_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach AT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_AU_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach AU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_BE_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach BE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_BG_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach BG Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_BR_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach BR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_CA_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach CA Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_CH_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach CH Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_CN_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach CN Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_CY_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach CY Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_CZ_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach CZ Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_DE_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach DE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_DK_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach DK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_EE_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach EE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_ES_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach ES Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_FI_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach FI Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_FR_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach FR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_GB_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach GB Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_GR_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach GR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_HK_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach HK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_HR_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach HR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_HU_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach HU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_IE_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach IE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_IL_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach IL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_IT_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach IT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_JP_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach JP Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_KR_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach KR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_LT_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach LT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_LU_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach LU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_LV_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach LV Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_MT_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach MT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_NL_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach NL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_NO_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach NO Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_PL_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach PL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_PT_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach PT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_RO_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach RO Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_RU_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach RU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_SE_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach SE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_SG_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach SG Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_SI_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach SI Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_SK_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach SK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_TR_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach TR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_US_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach US Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CR_AIRB_x2_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Other countries Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_AT_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach AT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_AU_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach AU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_BE_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach BE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_BG_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach BG Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_BR_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach BR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_CA_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach CA Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_CH_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach CH Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_CN_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach CN Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_CY_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach CY Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_CZ_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach CZ Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_DE_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach DE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_DK_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach DK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_EE_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach EE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_ES_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach ES Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_FI_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach FI Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_FR_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach FR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_GB_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach GB Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_GR_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach GR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_HK_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach HK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_HR_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach HR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_HU_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach HU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_IE_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach IE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_IL_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach IL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_IT_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach IT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_JP_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach JP Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_KR_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach KR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_LT_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach LT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_LU_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach LU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_LV_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach LV Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_MT_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach MT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_NL_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach NL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_NO_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach NO Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_PL_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach PL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_PT_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach PT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_RO_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach RO Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_RU_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach RU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_SE_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach SE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_SG_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach SG Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_SI_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach SI Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_SK_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach SK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_TR_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach TR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_US_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach US Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CR_AIRB_x2_Rx0 Institutions Credit risk and free deliveries Advanced IRB approach Other countries Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R01 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 1 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R02 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 2 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R03 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 3 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R04 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 4 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R05 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 5 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R06 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 6 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R07 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 7 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R08 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 8 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R09 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 9 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R10 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 10 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R11 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 11 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R12 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 12 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R13 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 13 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R14 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 14 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R15 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 15 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R16 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 16 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R17 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 17 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R18 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 18 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R19 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 19 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R20 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 20 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R21 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 21 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R22 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 22 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R23 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 23 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R24 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 24 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R25 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 25 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R26 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 26 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R27 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 27 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R28 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 28 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R29 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 29 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R30 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 30 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R31 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 31 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R32 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 32 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R33 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 33 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R34 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 34 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R35 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 35 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R36 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 36 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R37 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 37 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R38 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 38 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R39 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 39 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R40 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 40 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R41 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 41 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R42 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 42 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R43 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 43 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R44 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 44 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R45 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 45 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R46 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 46 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R47 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 47 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R48 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 48 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R49 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 49 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R50 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 50 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R51 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 51 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R52 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 52 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R53 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 53 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R54 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 54 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R55 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 55 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R56 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 56 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R57 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 57 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R58 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 58 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R59 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 59 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R60 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 60 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R61 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 61 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R62 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 62 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R63 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 63 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R64 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 64 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R65 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 65 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R66 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 66 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R67 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 67 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R68 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 68 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R69 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 69 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R70 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 70 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R71 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 71 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R72 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 72 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R73 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 73 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R74 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 74 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R75 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 75 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R76 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 76 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R77 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 77 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R78 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 78 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R79 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 79 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R80 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 80 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R81 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 81 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R82 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 82 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R83 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 83 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R84 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 84 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R85 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 85 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R86 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 86 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R87 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 87 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R88 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 88 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R89 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 89 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R90 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 90 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R91 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 91 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R92 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 92 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R93 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 93 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R94 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 94 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R95 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 95 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R96 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 96 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R97 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 97 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R98 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 98 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CR_AIRB_x0_R99 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 99 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0042_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R01 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 1 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R02 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 2 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R03 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 3 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R04 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 4 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R05 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 5 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R06 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 6 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R07 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 7 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R08 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 8 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R09 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 9 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R10 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 10 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R11 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 11 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R12 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 12 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R13 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 13 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R14 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 14 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R15 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 15 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R16 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 16 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R17 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 17 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R18 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 18 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R19 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 19 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R20 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 20 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R21 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 21 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R22 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 22 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R23 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 23 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R24 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 24 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R25 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 25 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R26 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 26 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R27 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 27 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R28 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 28 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R29 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 29 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R30 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 30 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R31 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 31 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R32 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 32 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R33 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 33 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R34 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 34 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R35 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 35 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R36 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 36 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R37 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 37 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R38 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 38 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R39 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 39 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R40 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 40 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R41 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 41 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R42 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 42 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R43 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 43 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R44 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 44 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R45 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 45 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R46 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 46 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R47 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 47 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R48 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 48 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R49 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 49 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R50 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 50 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R51 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 51 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R52 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 52 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R53 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 53 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R54 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 54 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R55 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 55 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R56 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 56 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R57 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 57 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R58 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 58 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R59 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 59 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R60 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 60 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R61 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 61 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R62 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 62 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R63 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 63 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R64 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 64 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R65 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 65 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R66 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 66 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R67 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 67 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R68 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 68 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R69 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 69 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R70 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 70 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R71 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 71 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R72 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 72 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R73 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 73 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R74 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 74 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R75 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 75 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R76 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 76 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R77 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 77 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R78 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 78 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R79 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 79 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R80 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 80 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R81 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 81 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R82 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 82 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R83 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 83 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R84 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 84 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R85 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 85 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R86 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 86 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R87 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 87 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R88 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 88 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R89 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 89 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R90 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 90 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R91 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 91 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R92 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 92 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R93 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 93 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R94 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 94 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R95 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 95 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R96 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 96 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R97 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 97 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R98 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 98 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CR_AIRB_x0_R99 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Rating 99 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0045_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0047_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0048_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0049_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0050_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0051_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0052_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0053_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0054_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0055_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0056_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0057_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0058_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0059_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0060_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0061_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0062_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0063_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Other facilities Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0064_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0065_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0066_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0067_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0068_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0069_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0070_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0071_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0072_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0073_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0074_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0075_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0076_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0077_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0078_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0079_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0080_CR_AIRB_x0_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Other facilities Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_AT_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach AT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_AU_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach AU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_BE_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach BE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_BG_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach BG Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_BR_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach BR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_CA_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach CA Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_CH_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach CH Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_CN_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach CN Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_CY_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach CY Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_CZ_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach CZ Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_DE_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach DE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_DK_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach DK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_EE_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach EE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_ES_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach ES Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_FI_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach FI Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_FR_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach FR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_GB_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach GB Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_GR_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach GR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_HK_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach HK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_HR_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach HR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_HU_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach HU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_IE_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach IE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_IL_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach IL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_IT_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach IT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_JP_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach JP Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_KR_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach KR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_LT_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach LT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_LU_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach LU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_LV_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach LV Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_MT_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach MT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_NL_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach NL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_NO_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach NO Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_PL_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach PL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_PT_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach PT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_RO_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach RO Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_RU_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach RU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_SE_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach SE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_SG_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach SG Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_SI_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach SI Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_SK_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach SK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_TR_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach TR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_US_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach US Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CR_AIRB_x2_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Other countries Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_AT_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach AT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_AU_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach AU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_BE_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach BE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_BG_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach BG Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_BR_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach BR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_CA_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach CA Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_CH_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach CH Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_CN_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach CN Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_CY_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach CY Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_CZ_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach CZ Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_DE_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach DE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_DK_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach DK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_EE_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach EE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_ES_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach ES Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_FI_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach FI Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_FR_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach FR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_GB_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach GB Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_GR_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach GR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_HK_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach HK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_HR_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach HR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_HU_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach HU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_IE_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach IE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_IL_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach IL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_IT_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach IT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_JP_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach JP Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_KR_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach KR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_LT_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach LT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_LU_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach LU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_LV_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach LV Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_MT_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach MT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_NL_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach NL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_NO_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach NO Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_PL_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach PL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_PT_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach PT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_RO_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach RO Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_RU_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach RU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_SE_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach SE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_SG_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach SG Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_SI_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach SI Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_SK_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach SK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_TR_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach TR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_US_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach US Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CR_AIRB_x2_Rx0 Sovereign Credit risk and free deliveries Advanced IRB approach Other countries Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R01 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 1 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R02 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 2 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R03 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 3 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R04 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 4 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R05 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 5 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R06 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 6 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R07 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 7 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R08 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 8 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R09 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 9 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R10 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 10 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R11 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 11 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R12 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 12 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R13 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 13 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R14 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 14 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R15 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 15 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R16 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 16 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R17 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 17 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R18 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 18 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R19 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 19 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R20 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 20 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R21 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 21 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R22 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 22 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R23 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 23 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R24 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 24 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R25 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 25 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R26 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 26 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R27 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 27 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R28 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 28 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R29 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 29 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R30 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 30 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R31 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 31 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R32 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 32 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R33 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 33 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R34 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 34 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R35 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 35 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R36 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 36 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R37 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 37 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R38 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 38 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R39 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 39 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R40 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 40 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R41 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 41 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R42 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 42 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R43 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 43 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R44 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 44 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R45 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 45 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R46 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 46 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R47 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 47 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R48 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 48 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R49 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 49 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R50 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 50 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R51 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 51 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R52 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 52 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R53 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 53 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R54 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 54 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R55 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 55 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R56 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 56 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R57 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 57 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R58 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 58 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R59 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 59 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R60 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 60 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R61 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 61 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R62 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 62 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R63 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 63 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R64 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 64 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R65 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 65 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R66 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 66 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R67 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 67 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R68 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 68 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R69 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 69 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R70 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 70 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R71 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 71 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R72 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 72 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R73 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 73 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R74 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 74 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R75 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 75 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R76 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 76 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R77 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 77 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R78 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 78 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R79 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 79 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R80 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 80 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R81 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 81 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R82 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 82 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R83 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 83 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R84 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 84 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R85 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 85 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R86 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 86 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R87 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 87 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R88 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 88 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R89 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 89 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R90 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 90 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R91 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 91 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R92 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 92 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R93 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 93 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R94 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 94 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R95 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 95 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R96 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 96 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R97 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 97 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R98 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 98 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CR_SLSC_x0_R99 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 99 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0022_CR_SLSC_x0_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0023_CR_SLSC_x0_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0024_CR_SLSC_x0_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0025_CR_SLSC_x0_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0026_CR_SLSC_x0_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0027_CR_SLSC_x0_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0028_CR_SLSC_x0_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0029_CR_SLSC_x0_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0030_CR_SLSC_x0_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0031_CR_SLSC_x0_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0032_CR_SLSC_x0_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0033_CR_SLSC_x0_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0034_CR_SLSC_x0_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0035_CR_SLSC_x0_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0036_CR_SLSC_x0_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0037_CR_SLSC_x0_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0038_CR_SLSC_x0_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0039_CR_SLSC_x0_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Other facilities Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0040_CR_SLSC_x0_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_x0_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_AT_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria AT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_AU_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria AU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_BE_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria BE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_BG_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria BG Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_BR_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria BR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_CA_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria CA Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_CH_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria CH Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_CN_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria CN Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_CY_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria CY Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_CZ_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria CZ Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_DE_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria DE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_DK_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria DK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_EE_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria EE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_ES_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria ES Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_FI_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria FI Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_FR_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria FR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_GB_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria GB Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_GR_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria GR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_HK_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria HK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_HR_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria HR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_HU_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria HU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_IE_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria IE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_IL_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria IL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_IT_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria IT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_JP_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria JP Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_KR_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria KR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_LT_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria LT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_LU_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria LU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_LV_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria LV Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_MT_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria MT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_NL_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria NL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_NO_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria NO Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_PL_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria PL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_PT_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria PT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_RO_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria RO Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_RU_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria RU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_SE_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria SE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_SG_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria SG Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_SI_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria SI Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_SK_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria SK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_TR_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria TR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_US_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria US Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CR_SLSC_x2_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Other countries Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_x0_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_AT_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria AT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_AU_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria AU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_BE_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria BE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_BG_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria BG Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_BR_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria BR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_CA_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria CA Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_CH_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria CH Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_CN_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria CN Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_CY_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria CY Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_CZ_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria CZ Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_DE_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria DE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_DK_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria DK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_EE_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria EE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_ES_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria ES Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_FI_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria FI Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_FR_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria FR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_GB_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria GB Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_GR_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria GR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_HK_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria HK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_HR_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria HR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_HU_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria HU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_IE_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria IE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_IL_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria IL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_IT_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria IT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_JP_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria JP Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_KR_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria KR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_LT_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria LT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_LU_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria LU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_LV_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria LV Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_MT_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria MT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_NL_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria NL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_NO_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria NO Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_PL_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria PL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_PT_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria PT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_RO_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria RO Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_RU_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria RU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_SE_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria SE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_SG_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria SG Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_SI_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria SI Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_SK_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria SK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_TR_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria TR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_US_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria US Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CR_SLSC_x2_Rx0 Large corporate Credit risk and free deliveries Specialized lending slotting criteria Other countries Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R01 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 1 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R02 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 2 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R03 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 3 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R04 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 4 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R05 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 5 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R06 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 6 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R07 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 7 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R08 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 8 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R09 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 9 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R10 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 10 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R11 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 11 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R12 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 12 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R13 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 13 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R14 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 14 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R15 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 15 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R16 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 16 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R17 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 17 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R18 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 18 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R19 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 19 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R20 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 20 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R21 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 21 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R22 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 22 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R23 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 23 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R24 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 24 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R25 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 25 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R26 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 26 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R27 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 27 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R28 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 28 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R29 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 29 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R30 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 30 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R31 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 31 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R32 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 32 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R33 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 33 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R34 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 34 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R35 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 35 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R36 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 36 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R37 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 37 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R38 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 38 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R39 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 39 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R40 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 40 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R41 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 41 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R42 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 42 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R43 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 43 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R44 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 44 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R45 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 45 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R46 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 46 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R47 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 47 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R48 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 48 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R49 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 49 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R50 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 50 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R51 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 51 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R52 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 52 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R53 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 53 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R54 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 54 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R55 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 55 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R56 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 56 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R57 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 57 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R58 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 58 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R59 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 59 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R60 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 60 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R61 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 61 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R62 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 62 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R63 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 63 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R64 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 64 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R65 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 65 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R66 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 66 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R67 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 67 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R68 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 68 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R69 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 69 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R70 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 70 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R71 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 71 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R72 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 72 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R73 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 73 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R74 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 74 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R75 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 75 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R76 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 76 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R77 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 77 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R78 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 78 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R79 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 79 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R80 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 80 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R81 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 81 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R82 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 82 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R83 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 83 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R84 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 84 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R85 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 85 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R86 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 86 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R87 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 87 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R88 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 88 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R89 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 89 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R90 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 90 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R91 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 91 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R92 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 92 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R93 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 93 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R94 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 94 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R95 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 95 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R96 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 96 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R97 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 97 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R98 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 98 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CR_SLSC_x0_R99 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Rating 99 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0022_CR_SLSC_x0_Rx0 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0023_CR_SLSC_x0_Rx0 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0024_CR_SLSC_x0_Rx0 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0025_CR_SLSC_x0_Rx0 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0026_CR_SLSC_x0_Rx0 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0027_CR_SLSC_x0_Rx0 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0028_CR_SLSC_x0_Rx0 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0029_CR_SLSC_x0_Rx0 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0030_CR_SLSC_x0_Rx0 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0031_CR_SLSC_x0_Rx0 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0032_CR_SLSC_x0_Rx0 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0033_CR_SLSC_x0_Rx0 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0034_CR_SLSC_x0_Rx0 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0035_CR_SLSC_x0_Rx0 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0036_CR_SLSC_x0_Rx0 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0037_CR_SLSC_x0_Rx0 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0038_CR_SLSC_x0_Rx0 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0039_CR_SLSC_x0_Rx0 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Other facilities Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0040_CR_SLSC_x0_Rx0 Large corporate sample Credit risk and free deliveries Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R01 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 1 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R02 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 2 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R03 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 3 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R04 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 4 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R05 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 5 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R06 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 6 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R07 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 7 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R08 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 8 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R09 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 9 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R10 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 10 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R11 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 11 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R12 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 12 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R13 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 13 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R14 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 14 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R15 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 15 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R16 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 16 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R17 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 17 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R18 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 18 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R19 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 19 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R20 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 20 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R21 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 21 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R22 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 22 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R23 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 23 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R24 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 24 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R25 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 25 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R26 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 26 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R27 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 27 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R28 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 28 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R29 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 29 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R30 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 30 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R31 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 31 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R32 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 32 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R33 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 33 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R34 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 34 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R35 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 35 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R36 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 36 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R37 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 37 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R38 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 38 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R39 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 39 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R40 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 40 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R41 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 41 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R42 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 42 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R43 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 43 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R44 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 44 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R45 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 45 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R46 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 46 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R47 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 47 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R48 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 48 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R49 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 49 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R50 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 50 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R51 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 51 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R52 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 52 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R53 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 53 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R54 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 54 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R55 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 55 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R56 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 56 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R57 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 57 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R58 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 58 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R59 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 59 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R60 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 60 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R61 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 61 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R62 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 62 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R63 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 63 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R64 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 64 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R65 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 65 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R66 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 66 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R67 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 67 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R68 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 68 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R69 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 69 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R70 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 70 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R71 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 71 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R72 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 72 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R73 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 73 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R74 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 74 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R75 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 75 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R76 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 76 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R77 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 77 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R78 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 78 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R79 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 79 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R80 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 80 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R81 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 81 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R82 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 82 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R83 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 83 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R84 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 84 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R85 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 85 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R86 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 86 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R87 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 87 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R88 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 88 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R89 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 89 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R90 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 90 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R91 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 91 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R92 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 92 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R93 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 93 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R94 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 94 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R95 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 95 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R96 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 96 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R97 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 97 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R98 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 98 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_FIRB_x0_R99 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 99 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0002_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0004_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0005_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0006_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0007_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0008_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0009_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0010_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0011_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0012_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0013_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0014_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0015_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn committed credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0016_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0017_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0018_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0019_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0020_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Other facilities Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_AT_Rx0 Institutions Counterparty credit risk Foundation IRB approach AT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_AU_Rx0 Institutions Counterparty credit risk Foundation IRB approach AU Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_BE_Rx0 Institutions Counterparty credit risk Foundation IRB approach BE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_BG_Rx0 Institutions Counterparty credit risk Foundation IRB approach BG Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_BR_Rx0 Institutions Counterparty credit risk Foundation IRB approach BR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_CA_Rx0 Institutions Counterparty credit risk Foundation IRB approach CA Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_CH_Rx0 Institutions Counterparty credit risk Foundation IRB approach CH Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_CN_Rx0 Institutions Counterparty credit risk Foundation IRB approach CN Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_CY_Rx0 Institutions Counterparty credit risk Foundation IRB approach CY Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_CZ_Rx0 Institutions Counterparty credit risk Foundation IRB approach CZ Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_DE_Rx0 Institutions Counterparty credit risk Foundation IRB approach DE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_DK_Rx0 Institutions Counterparty credit risk Foundation IRB approach DK Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_EE_Rx0 Institutions Counterparty credit risk Foundation IRB approach EE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_ES_Rx0 Institutions Counterparty credit risk Foundation IRB approach ES Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_FI_Rx0 Institutions Counterparty credit risk Foundation IRB approach FI Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_FR_Rx0 Institutions Counterparty credit risk Foundation IRB approach FR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_GB_Rx0 Institutions Counterparty credit risk Foundation IRB approach GB Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_GR_Rx0 Institutions Counterparty credit risk Foundation IRB approach GR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_HK_Rx0 Institutions Counterparty credit risk Foundation IRB approach HK Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_HR_Rx0 Institutions Counterparty credit risk Foundation IRB approach HR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_HU_Rx0 Institutions Counterparty credit risk Foundation IRB approach HU Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_IE_Rx0 Institutions Counterparty credit risk Foundation IRB approach IE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_IL_Rx0 Institutions Counterparty credit risk Foundation IRB approach IL Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_IT_Rx0 Institutions Counterparty credit risk Foundation IRB approach IT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_JP_Rx0 Institutions Counterparty credit risk Foundation IRB approach JP Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_KR_Rx0 Institutions Counterparty credit risk Foundation IRB approach KR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_LT_Rx0 Institutions Counterparty credit risk Foundation IRB approach LT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_LU_Rx0 Institutions Counterparty credit risk Foundation IRB approach LU Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_LV_Rx0 Institutions Counterparty credit risk Foundation IRB approach LV Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_MT_Rx0 Institutions Counterparty credit risk Foundation IRB approach MT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_NL_Rx0 Institutions Counterparty credit risk Foundation IRB approach NL Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_NO_Rx0 Institutions Counterparty credit risk Foundation IRB approach NO Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_PL_Rx0 Institutions Counterparty credit risk Foundation IRB approach PL Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_PT_Rx0 Institutions Counterparty credit risk Foundation IRB approach PT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_RO_Rx0 Institutions Counterparty credit risk Foundation IRB approach RO Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_RU_Rx0 Institutions Counterparty credit risk Foundation IRB approach RU Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_SE_Rx0 Institutions Counterparty credit risk Foundation IRB approach SE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_SG_Rx0 Institutions Counterparty credit risk Foundation IRB approach SG Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_SI_Rx0 Institutions Counterparty credit risk Foundation IRB approach SI Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_SK_Rx0 Institutions Counterparty credit risk Foundation IRB approach SK Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_TR_Rx0 Institutions Counterparty credit risk Foundation IRB approach TR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_US_Rx0 Institutions Counterparty credit risk Foundation IRB approach US Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_FIRB_x2_Rx0 Institutions Counterparty credit risk Foundation IRB approach Other countries Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R01 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 1 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R02 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 2 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R03 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 3 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R04 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 4 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R05 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 5 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R06 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 6 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R07 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 7 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R08 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 8 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R09 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 9 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R10 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 10 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R11 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 11 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R12 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 12 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R13 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 13 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R14 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 14 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R15 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 15 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R16 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 16 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R17 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 17 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R18 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 18 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R19 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 19 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R20 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 20 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R21 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 21 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R22 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 22 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R23 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 23 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R24 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 24 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R25 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 25 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R26 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 26 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R27 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 27 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R28 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 28 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R29 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 29 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R30 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 30 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R31 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 31 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R32 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 32 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R33 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 33 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R34 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 34 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R35 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 35 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R36 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 36 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R37 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 37 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R38 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 38 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R39 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 39 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R40 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 40 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R41 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 41 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R42 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 42 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R43 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 43 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R44 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 44 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R45 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 45 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R46 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 46 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R47 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 47 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R48 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 48 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R49 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 49 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R50 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 50 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R51 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 51 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R52 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 52 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R53 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 53 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R54 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 54 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R55 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 55 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R56 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 56 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R57 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 57 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R58 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 58 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R59 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 59 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R60 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 60 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R61 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 61 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R62 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 62 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R63 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 63 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R64 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 64 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R65 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 65 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R66 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 66 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R67 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 67 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R68 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 68 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R69 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 69 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R70 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 70 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R71 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 71 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R72 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 72 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R73 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 73 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R74 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 74 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R75 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 75 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R76 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 76 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R77 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 77 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R78 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 78 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R79 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 79 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R80 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 80 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R81 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 81 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R82 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 82 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R83 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 83 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R84 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 84 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R85 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 85 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R86 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 86 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R87 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 87 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R88 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 88 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R89 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 89 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R90 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 90 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R91 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 91 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R92 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 92 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R93 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 93 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R94 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 94 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R95 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 95 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R96 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 96 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R97 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 97 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R98 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 98 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_FIRB_x0_R99 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Rating 99 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0022_CC_FIRB_x0_Rx0 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0023_CC_FIRB_x0_Rx0 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0024_CC_FIRB_x0_Rx0 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0025_CC_FIRB_x0_Rx0 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0026_CC_FIRB_x0_Rx0 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0027_CC_FIRB_x0_Rx0 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0028_CC_FIRB_x0_Rx0 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0029_CC_FIRB_x0_Rx0 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0030_CC_FIRB_x0_Rx0 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0031_CC_FIRB_x0_Rx0 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0032_CC_FIRB_x0_Rx0 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0033_CC_FIRB_x0_Rx0 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0034_CC_FIRB_x0_Rx0 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0035_CC_FIRB_x0_Rx0 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0036_CC_FIRB_x0_Rx0 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0037_CC_FIRB_x0_Rx0 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0038_CC_FIRB_x0_Rx0 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0039_CC_FIRB_x0_Rx0 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Other facilities Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0040_CC_FIRB_x0_Rx0 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_x0_Rx0 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_AT_Rx0 Large corporate Counterparty credit risk Foundation IRB approach AT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_AU_Rx0 Large corporate Counterparty credit risk Foundation IRB approach AU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_BE_Rx0 Large corporate Counterparty credit risk Foundation IRB approach BE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_BG_Rx0 Large corporate Counterparty credit risk Foundation IRB approach BG Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_BR_Rx0 Large corporate Counterparty credit risk Foundation IRB approach BR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_CA_Rx0 Large corporate Counterparty credit risk Foundation IRB approach CA Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_CH_Rx0 Large corporate Counterparty credit risk Foundation IRB approach CH Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_CN_Rx0 Large corporate Counterparty credit risk Foundation IRB approach CN Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_CY_Rx0 Large corporate Counterparty credit risk Foundation IRB approach CY Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_CZ_Rx0 Large corporate Counterparty credit risk Foundation IRB approach CZ Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_DE_Rx0 Large corporate Counterparty credit risk Foundation IRB approach DE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_DK_Rx0 Large corporate Counterparty credit risk Foundation IRB approach DK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_EE_Rx0 Large corporate Counterparty credit risk Foundation IRB approach EE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_ES_Rx0 Large corporate Counterparty credit risk Foundation IRB approach ES Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_FI_Rx0 Large corporate Counterparty credit risk Foundation IRB approach FI Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_FR_Rx0 Large corporate Counterparty credit risk Foundation IRB approach FR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_GB_Rx0 Large corporate Counterparty credit risk Foundation IRB approach GB Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_GR_Rx0 Large corporate Counterparty credit risk Foundation IRB approach GR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_HK_Rx0 Large corporate Counterparty credit risk Foundation IRB approach HK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_HR_Rx0 Large corporate Counterparty credit risk Foundation IRB approach HR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_HU_Rx0 Large corporate Counterparty credit risk Foundation IRB approach HU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_IE_Rx0 Large corporate Counterparty credit risk Foundation IRB approach IE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_IL_Rx0 Large corporate Counterparty credit risk Foundation IRB approach IL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_IT_Rx0 Large corporate Counterparty credit risk Foundation IRB approach IT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_JP_Rx0 Large corporate Counterparty credit risk Foundation IRB approach JP Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_KR_Rx0 Large corporate Counterparty credit risk Foundation IRB approach KR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_LT_Rx0 Large corporate Counterparty credit risk Foundation IRB approach LT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_LU_Rx0 Large corporate Counterparty credit risk Foundation IRB approach LU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_LV_Rx0 Large corporate Counterparty credit risk Foundation IRB approach LV Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_MT_Rx0 Large corporate Counterparty credit risk Foundation IRB approach MT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_NL_Rx0 Large corporate Counterparty credit risk Foundation IRB approach NL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_NO_Rx0 Large corporate Counterparty credit risk Foundation IRB approach NO Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_PL_Rx0 Large corporate Counterparty credit risk Foundation IRB approach PL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_PT_Rx0 Large corporate Counterparty credit risk Foundation IRB approach PT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_RO_Rx0 Large corporate Counterparty credit risk Foundation IRB approach RO Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_RU_Rx0 Large corporate Counterparty credit risk Foundation IRB approach RU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_SE_Rx0 Large corporate Counterparty credit risk Foundation IRB approach SE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_SG_Rx0 Large corporate Counterparty credit risk Foundation IRB approach SG Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_SI_Rx0 Large corporate Counterparty credit risk Foundation IRB approach SI Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_SK_Rx0 Large corporate Counterparty credit risk Foundation IRB approach SK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_TR_Rx0 Large corporate Counterparty credit risk Foundation IRB approach TR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_US_Rx0 Large corporate Counterparty credit risk Foundation IRB approach US Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_FIRB_x2_Rx0 Large corporate Counterparty credit risk Foundation IRB approach Other countries Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_x0_Rx0 Large corporate Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_AT_Rx0 Large corporate Counterparty credit risk Foundation IRB approach AT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_AU_Rx0 Large corporate Counterparty credit risk Foundation IRB approach AU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_BE_Rx0 Large corporate Counterparty credit risk Foundation IRB approach BE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_BG_Rx0 Large corporate Counterparty credit risk Foundation IRB approach BG Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_BR_Rx0 Large corporate Counterparty credit risk Foundation IRB approach BR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_CA_Rx0 Large corporate Counterparty credit risk Foundation IRB approach CA Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_CH_Rx0 Large corporate Counterparty credit risk Foundation IRB approach CH Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_CN_Rx0 Large corporate Counterparty credit risk Foundation IRB approach CN Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_CY_Rx0 Large corporate Counterparty credit risk Foundation IRB approach CY Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_CZ_Rx0 Large corporate Counterparty credit risk Foundation IRB approach CZ Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_DE_Rx0 Large corporate Counterparty credit risk Foundation IRB approach DE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_DK_Rx0 Large corporate Counterparty credit risk Foundation IRB approach DK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_EE_Rx0 Large corporate Counterparty credit risk Foundation IRB approach EE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_ES_Rx0 Large corporate Counterparty credit risk Foundation IRB approach ES Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_FI_Rx0 Large corporate Counterparty credit risk Foundation IRB approach FI Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_FR_Rx0 Large corporate Counterparty credit risk Foundation IRB approach FR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_GB_Rx0 Large corporate Counterparty credit risk Foundation IRB approach GB Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_GR_Rx0 Large corporate Counterparty credit risk Foundation IRB approach GR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_HK_Rx0 Large corporate Counterparty credit risk Foundation IRB approach HK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_HR_Rx0 Large corporate Counterparty credit risk Foundation IRB approach HR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_HU_Rx0 Large corporate Counterparty credit risk Foundation IRB approach HU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_IE_Rx0 Large corporate Counterparty credit risk Foundation IRB approach IE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_IL_Rx0 Large corporate Counterparty credit risk Foundation IRB approach IL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_IT_Rx0 Large corporate Counterparty credit risk Foundation IRB approach IT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_JP_Rx0 Large corporate Counterparty credit risk Foundation IRB approach JP Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_KR_Rx0 Large corporate Counterparty credit risk Foundation IRB approach KR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_LT_Rx0 Large corporate Counterparty credit risk Foundation IRB approach LT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_LU_Rx0 Large corporate Counterparty credit risk Foundation IRB approach LU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_LV_Rx0 Large corporate Counterparty credit risk Foundation IRB approach LV Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_MT_Rx0 Large corporate Counterparty credit risk Foundation IRB approach MT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_NL_Rx0 Large corporate Counterparty credit risk Foundation IRB approach NL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_NO_Rx0 Large corporate Counterparty credit risk Foundation IRB approach NO Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_PL_Rx0 Large corporate Counterparty credit risk Foundation IRB approach PL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_PT_Rx0 Large corporate Counterparty credit risk Foundation IRB approach PT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_RO_Rx0 Large corporate Counterparty credit risk Foundation IRB approach RO Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_RU_Rx0 Large corporate Counterparty credit risk Foundation IRB approach RU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_SE_Rx0 Large corporate Counterparty credit risk Foundation IRB approach SE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_SG_Rx0 Large corporate Counterparty credit risk Foundation IRB approach SG Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_SI_Rx0 Large corporate Counterparty credit risk Foundation IRB approach SI Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_SK_Rx0 Large corporate Counterparty credit risk Foundation IRB approach SK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_TR_Rx0 Large corporate Counterparty credit risk Foundation IRB approach TR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_US_Rx0 Large corporate Counterparty credit risk Foundation IRB approach US Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_FIRB_x2_Rx0 Large corporate Counterparty credit risk Foundation IRB approach Other countries Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R01 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 1 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R02 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 2 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R03 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 3 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R04 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 4 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R05 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 5 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R06 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 6 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R07 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 7 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R08 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 8 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R09 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 9 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R10 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 10 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R11 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 11 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R12 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 12 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R13 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 13 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R14 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 14 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R15 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 15 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R16 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 16 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R17 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 17 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R18 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 18 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R19 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 19 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R20 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 20 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R21 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 21 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R22 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 22 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R23 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 23 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R24 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 24 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R25 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 25 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R26 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 26 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R27 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 27 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R28 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 28 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R29 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 29 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R30 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 30 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R31 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 31 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R32 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 32 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R33 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 33 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R34 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 34 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R35 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 35 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R36 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 36 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R37 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 37 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R38 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 38 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R39 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 39 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R40 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 40 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R41 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 41 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R42 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 42 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R43 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 43 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R44 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 44 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R45 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 45 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R46 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 46 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R47 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 47 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R48 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 48 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R49 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 49 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R50 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 50 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R51 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 51 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R52 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 52 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R53 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 53 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R54 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 54 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R55 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 55 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R56 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 56 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R57 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 57 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R58 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 58 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R59 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 59 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R60 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 60 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R61 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 61 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R62 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 62 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R63 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 63 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R64 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 64 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R65 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 65 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R66 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 66 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R67 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 67 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R68 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 68 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R69 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 69 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R70 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 70 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R71 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 71 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R72 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 72 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R73 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 73 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R74 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 74 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R75 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 75 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R76 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 76 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R77 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 77 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R78 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 78 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R79 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 79 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R80 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 80 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R81 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 81 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R82 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 82 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R83 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 83 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R84 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 84 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R85 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 85 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R86 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 86 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R87 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 87 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R88 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 88 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R89 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 89 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R90 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 90 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R91 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 91 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R92 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 92 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R93 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 93 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R94 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 94 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R95 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 95 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R96 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 96 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R97 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 97 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R98 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 98 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_FIRB_x0_R99 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Rating 99 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0022_CC_FIRB_x0_Rx0 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0023_CC_FIRB_x0_Rx0 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0024_CC_FIRB_x0_Rx0 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0025_CC_FIRB_x0_Rx0 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0026_CC_FIRB_x0_Rx0 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0027_CC_FIRB_x0_Rx0 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0028_CC_FIRB_x0_Rx0 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0029_CC_FIRB_x0_Rx0 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0030_CC_FIRB_x0_Rx0 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0031_CC_FIRB_x0_Rx0 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0032_CC_FIRB_x0_Rx0 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0033_CC_FIRB_x0_Rx0 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0034_CC_FIRB_x0_Rx0 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0035_CC_FIRB_x0_Rx0 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0036_CC_FIRB_x0_Rx0 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0037_CC_FIRB_x0_Rx0 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0038_CC_FIRB_x0_Rx0 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0039_CC_FIRB_x0_Rx0 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Other facilities Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0040_CC_FIRB_x0_Rx0 Large corporate sample Counterparty credit risk Foundation IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R01 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 1 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R02 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 2 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R03 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 3 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R04 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 4 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R05 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 5 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R06 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 6 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R07 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 7 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R08 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 8 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R09 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 9 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R10 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 10 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R11 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 11 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R12 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 12 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R13 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 13 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R14 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 14 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R15 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 15 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R16 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 16 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R17 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 17 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R18 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 18 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R19 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 19 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R20 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 20 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R21 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 21 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R22 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 22 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R23 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 23 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R24 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 24 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R25 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 25 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R26 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 26 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R27 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 27 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R28 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 28 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R29 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 29 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R30 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 30 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R31 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 31 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R32 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 32 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R33 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 33 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R34 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 34 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R35 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 35 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R36 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 36 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R37 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 37 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R38 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 38 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R39 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 39 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R40 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 40 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R41 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 41 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R42 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 42 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R43 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 43 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R44 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 44 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R45 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 45 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R46 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 46 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R47 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 47 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R48 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 48 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R49 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 49 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R50 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 50 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R51 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 51 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R52 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 52 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R53 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 53 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R54 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 54 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R55 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 55 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R56 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 56 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R57 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 57 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R58 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 58 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R59 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 59 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R60 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 60 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R61 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 61 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R62 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 62 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R63 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 63 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R64 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 64 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R65 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 65 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R66 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 66 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R67 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 67 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R68 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 68 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R69 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 69 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R70 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 70 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R71 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 71 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R72 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 72 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R73 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 73 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R74 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 74 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R75 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 75 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R76 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 76 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R77 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 77 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R78 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 78 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R79 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 79 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R80 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 80 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R81 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 81 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R82 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 82 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R83 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 83 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R84 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 84 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R85 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 85 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R86 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 86 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R87 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 87 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R88 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 88 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R89 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 89 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R90 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 90 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R91 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 91 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R92 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 92 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R93 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 93 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R94 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 94 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R95 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 95 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R96 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 96 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R97 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 97 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R98 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 98 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_FIRB_x0_R99 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 99 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0042_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R01 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 1 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R02 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 2 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R03 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 3 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R04 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 4 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R05 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 5 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R06 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 6 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R07 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 7 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R08 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 8 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R09 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 9 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R10 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 10 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R11 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 11 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R12 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 12 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R13 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 13 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R14 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 14 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R15 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 15 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R16 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 16 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R17 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 17 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R18 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 18 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R19 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 19 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R20 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 20 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R21 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 21 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R22 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 22 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R23 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 23 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R24 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 24 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R25 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 25 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R26 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 26 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R27 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 27 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R28 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 28 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R29 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 29 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R30 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 30 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R31 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 31 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R32 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 32 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R33 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 33 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R34 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 34 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R35 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 35 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R36 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 36 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R37 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 37 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R38 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 38 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R39 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 39 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R40 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 40 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R41 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 41 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R42 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 42 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R43 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 43 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R44 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 44 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R45 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 45 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R46 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 46 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R47 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 47 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R48 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 48 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R49 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 49 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R50 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 50 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R51 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 51 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R52 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 52 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R53 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 53 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R54 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 54 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R55 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 55 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R56 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 56 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R57 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 57 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R58 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 58 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R59 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 59 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R60 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 60 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R61 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 61 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R62 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 62 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R63 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 63 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R64 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 64 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R65 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 65 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R66 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 66 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R67 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 67 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R68 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 68 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R69 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 69 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R70 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 70 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R71 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 71 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R72 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 72 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R73 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 73 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R74 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 74 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R75 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 75 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R76 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 76 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R77 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 77 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R78 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 78 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R79 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 79 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R80 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 80 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R81 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 81 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R82 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 82 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R83 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 83 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R84 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 84 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R85 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 85 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R86 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 86 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R87 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 87 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R88 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 88 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R89 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 89 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R90 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 90 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R91 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 91 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R92 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 92 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R93 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 93 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R94 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 94 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R95 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 95 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R96 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 96 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R97 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 97 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R98 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 98 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_FIRB_x0_R99 Institutions Counterparty credit risk Foundation IRB approach Not applicable Rating 99 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0045_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0047_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0048_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0049_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0050_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0051_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0052_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0053_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0054_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0055_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0056_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0057_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0058_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0059_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0060_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0061_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0062_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0063_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Other facilities Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0064_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0065_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0066_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0067_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0068_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0069_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0070_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0071_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0072_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0073_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0074_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0075_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0076_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0077_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0078_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0079_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0080_CC_FIRB_x0_Rx0 Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Other facilities Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_AT_Rx0 Institutions Counterparty credit risk Foundation IRB approach AT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_AU_Rx0 Institutions Counterparty credit risk Foundation IRB approach AU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_BE_Rx0 Institutions Counterparty credit risk Foundation IRB approach BE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_BG_Rx0 Institutions Counterparty credit risk Foundation IRB approach BG Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_BR_Rx0 Institutions Counterparty credit risk Foundation IRB approach BR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_CA_Rx0 Institutions Counterparty credit risk Foundation IRB approach CA Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_CH_Rx0 Institutions Counterparty credit risk Foundation IRB approach CH Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_CN_Rx0 Institutions Counterparty credit risk Foundation IRB approach CN Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_CY_Rx0 Institutions Counterparty credit risk Foundation IRB approach CY Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_CZ_Rx0 Institutions Counterparty credit risk Foundation IRB approach CZ Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_DE_Rx0 Institutions Counterparty credit risk Foundation IRB approach DE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_DK_Rx0 Institutions Counterparty credit risk Foundation IRB approach DK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_EE_Rx0 Institutions Counterparty credit risk Foundation IRB approach EE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_ES_Rx0 Institutions Counterparty credit risk Foundation IRB approach ES Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_FI_Rx0 Institutions Counterparty credit risk Foundation IRB approach FI Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_FR_Rx0 Institutions Counterparty credit risk Foundation IRB approach FR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_GB_Rx0 Institutions Counterparty credit risk Foundation IRB approach GB Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_GR_Rx0 Institutions Counterparty credit risk Foundation IRB approach GR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_HK_Rx0 Institutions Counterparty credit risk Foundation IRB approach HK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_HR_Rx0 Institutions Counterparty credit risk Foundation IRB approach HR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_HU_Rx0 Institutions Counterparty credit risk Foundation IRB approach HU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_IE_Rx0 Institutions Counterparty credit risk Foundation IRB approach IE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_IL_Rx0 Institutions Counterparty credit risk Foundation IRB approach IL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_IT_Rx0 Institutions Counterparty credit risk Foundation IRB approach IT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_JP_Rx0 Institutions Counterparty credit risk Foundation IRB approach JP Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_KR_Rx0 Institutions Counterparty credit risk Foundation IRB approach KR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_LT_Rx0 Institutions Counterparty credit risk Foundation IRB approach LT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_LU_Rx0 Institutions Counterparty credit risk Foundation IRB approach LU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_LV_Rx0 Institutions Counterparty credit risk Foundation IRB approach LV Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_MT_Rx0 Institutions Counterparty credit risk Foundation IRB approach MT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_NL_Rx0 Institutions Counterparty credit risk Foundation IRB approach NL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_NO_Rx0 Institutions Counterparty credit risk Foundation IRB approach NO Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_PL_Rx0 Institutions Counterparty credit risk Foundation IRB approach PL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_PT_Rx0 Institutions Counterparty credit risk Foundation IRB approach PT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_RO_Rx0 Institutions Counterparty credit risk Foundation IRB approach RO Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_RU_Rx0 Institutions Counterparty credit risk Foundation IRB approach RU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_SE_Rx0 Institutions Counterparty credit risk Foundation IRB approach SE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_SG_Rx0 Institutions Counterparty credit risk Foundation IRB approach SG Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_SI_Rx0 Institutions Counterparty credit risk Foundation IRB approach SI Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_SK_Rx0 Institutions Counterparty credit risk Foundation IRB approach SK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_TR_Rx0 Institutions Counterparty credit risk Foundation IRB approach TR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_US_Rx0 Institutions Counterparty credit risk Foundation IRB approach US Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_FIRB_x2_Rx0 Institutions Counterparty credit risk Foundation IRB approach Other countries Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_AT_Rx0 Institutions Counterparty credit risk Foundation IRB approach AT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_AU_Rx0 Institutions Counterparty credit risk Foundation IRB approach AU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_BE_Rx0 Institutions Counterparty credit risk Foundation IRB approach BE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_BG_Rx0 Institutions Counterparty credit risk Foundation IRB approach BG Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_BR_Rx0 Institutions Counterparty credit risk Foundation IRB approach BR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_CA_Rx0 Institutions Counterparty credit risk Foundation IRB approach CA Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_CH_Rx0 Institutions Counterparty credit risk Foundation IRB approach CH Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_CN_Rx0 Institutions Counterparty credit risk Foundation IRB approach CN Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_CY_Rx0 Institutions Counterparty credit risk Foundation IRB approach CY Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_CZ_Rx0 Institutions Counterparty credit risk Foundation IRB approach CZ Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_DE_Rx0 Institutions Counterparty credit risk Foundation IRB approach DE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_DK_Rx0 Institutions Counterparty credit risk Foundation IRB approach DK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_EE_Rx0 Institutions Counterparty credit risk Foundation IRB approach EE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_ES_Rx0 Institutions Counterparty credit risk Foundation IRB approach ES Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_FI_Rx0 Institutions Counterparty credit risk Foundation IRB approach FI Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_FR_Rx0 Institutions Counterparty credit risk Foundation IRB approach FR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_GB_Rx0 Institutions Counterparty credit risk Foundation IRB approach GB Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_GR_Rx0 Institutions Counterparty credit risk Foundation IRB approach GR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_HK_Rx0 Institutions Counterparty credit risk Foundation IRB approach HK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_HR_Rx0 Institutions Counterparty credit risk Foundation IRB approach HR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_HU_Rx0 Institutions Counterparty credit risk Foundation IRB approach HU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_IE_Rx0 Institutions Counterparty credit risk Foundation IRB approach IE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_IL_Rx0 Institutions Counterparty credit risk Foundation IRB approach IL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_IT_Rx0 Institutions Counterparty credit risk Foundation IRB approach IT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_JP_Rx0 Institutions Counterparty credit risk Foundation IRB approach JP Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_KR_Rx0 Institutions Counterparty credit risk Foundation IRB approach KR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_LT_Rx0 Institutions Counterparty credit risk Foundation IRB approach LT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_LU_Rx0 Institutions Counterparty credit risk Foundation IRB approach LU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_LV_Rx0 Institutions Counterparty credit risk Foundation IRB approach LV Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_MT_Rx0 Institutions Counterparty credit risk Foundation IRB approach MT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_NL_Rx0 Institutions Counterparty credit risk Foundation IRB approach NL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_NO_Rx0 Institutions Counterparty credit risk Foundation IRB approach NO Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_PL_Rx0 Institutions Counterparty credit risk Foundation IRB approach PL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_PT_Rx0 Institutions Counterparty credit risk Foundation IRB approach PT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_RO_Rx0 Institutions Counterparty credit risk Foundation IRB approach RO Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_RU_Rx0 Institutions Counterparty credit risk Foundation IRB approach RU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_SE_Rx0 Institutions Counterparty credit risk Foundation IRB approach SE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_SG_Rx0 Institutions Counterparty credit risk Foundation IRB approach SG Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_SI_Rx0 Institutions Counterparty credit risk Foundation IRB approach SI Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_SK_Rx0 Institutions Counterparty credit risk Foundation IRB approach SK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_TR_Rx0 Institutions Counterparty credit risk Foundation IRB approach TR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_US_Rx0 Institutions Counterparty credit risk Foundation IRB approach US Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_FIRB_x2_Rx0 Institutions Counterparty credit risk Foundation IRB approach Other countries Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R01 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 1 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R02 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 2 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R03 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 3 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R04 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 4 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R05 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 5 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R06 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 6 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R07 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 7 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R08 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 8 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R09 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 9 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R10 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 10 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R11 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 11 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R12 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 12 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R13 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 13 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R14 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 14 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R15 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 15 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R16 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 16 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R17 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 17 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R18 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 18 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R19 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 19 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R20 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 20 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R21 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 21 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R22 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 22 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R23 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 23 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R24 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 24 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R25 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 25 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R26 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 26 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R27 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 27 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R28 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 28 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R29 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 29 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R30 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 30 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R31 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 31 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R32 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 32 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R33 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 33 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R34 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 34 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R35 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 35 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R36 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 36 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R37 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 37 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R38 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 38 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R39 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 39 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R40 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 40 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R41 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 41 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R42 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 42 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R43 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 43 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R44 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 44 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R45 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 45 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R46 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 46 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R47 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 47 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R48 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 48 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R49 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 49 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R50 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 50 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R51 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 51 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R52 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 52 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R53 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 53 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R54 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 54 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R55 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 55 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R56 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 56 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R57 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 57 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R58 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 58 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R59 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 59 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R60 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 60 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R61 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 61 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R62 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 62 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R63 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 63 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R64 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 64 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R65 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 65 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R66 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 66 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R67 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 67 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R68 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 68 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R69 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 69 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R70 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 70 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R71 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 71 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R72 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 72 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R73 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 73 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R74 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 74 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R75 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 75 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R76 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 76 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R77 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 77 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R78 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 78 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R79 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 79 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R80 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 80 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R81 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 81 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R82 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 82 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R83 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 83 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R84 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 84 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R85 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 85 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R86 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 86 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R87 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 87 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R88 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 88 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R89 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 89 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R90 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 90 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R91 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 91 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R92 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 92 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R93 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 93 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R94 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 94 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R95 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 95 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R96 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 96 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R97 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 97 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R98 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 98 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_FIRB_x0_R99 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 99 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0042_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R01 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 1 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R02 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 2 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R03 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 3 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R04 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 4 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R05 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 5 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R06 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 6 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R07 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 7 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R08 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 8 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R09 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 9 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R10 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 10 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R11 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 11 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R12 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 12 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R13 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 13 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R14 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 14 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R15 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 15 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R16 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 16 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R17 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 17 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R18 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 18 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R19 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 19 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R20 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 20 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R21 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 21 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R22 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 22 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R23 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 23 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R24 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 24 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R25 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 25 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R26 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 26 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R27 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 27 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R28 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 28 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R29 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 29 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R30 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 30 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R31 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 31 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R32 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 32 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R33 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 33 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R34 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 34 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R35 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 35 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R36 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 36 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R37 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 37 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R38 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 38 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R39 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 39 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R40 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 40 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R41 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 41 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R42 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 42 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R43 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 43 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R44 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 44 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R45 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 45 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R46 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 46 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R47 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 47 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R48 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 48 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R49 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 49 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R50 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 50 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R51 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 51 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R52 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 52 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R53 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 53 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R54 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 54 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R55 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 55 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R56 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 56 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R57 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 57 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R58 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 58 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R59 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 59 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R60 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 60 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R61 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 61 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R62 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 62 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R63 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 63 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R64 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 64 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R65 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 65 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R66 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 66 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R67 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 67 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R68 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 68 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R69 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 69 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R70 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 70 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R71 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 71 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R72 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 72 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R73 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 73 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R74 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 74 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R75 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 75 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R76 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 76 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R77 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 77 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R78 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 78 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R79 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 79 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R80 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 80 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R81 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 81 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R82 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 82 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R83 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 83 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R84 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 84 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R85 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 85 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R86 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 86 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R87 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 87 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R88 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 88 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R89 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 89 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R90 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 90 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R91 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 91 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R92 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 92 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R93 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 93 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R94 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 94 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R95 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 95 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R96 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 96 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R97 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 97 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R98 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 98 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_FIRB_x0_R99 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Rating 99 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0045_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0047_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0048_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0049_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0050_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0051_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0052_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0053_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0054_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0055_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0056_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0057_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0058_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0059_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0060_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0061_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0062_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0063_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Other facilities Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0064_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0065_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0066_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0067_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0068_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0069_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0070_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0071_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0072_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0073_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0074_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0075_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0076_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0077_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0078_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0079_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0080_CC_FIRB_x0_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Other facilities Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_AT_Rx0 Sovereign Counterparty credit risk Foundation IRB approach AT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_AU_Rx0 Sovereign Counterparty credit risk Foundation IRB approach AU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_BE_Rx0 Sovereign Counterparty credit risk Foundation IRB approach BE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_BG_Rx0 Sovereign Counterparty credit risk Foundation IRB approach BG Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_BR_Rx0 Sovereign Counterparty credit risk Foundation IRB approach BR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_CA_Rx0 Sovereign Counterparty credit risk Foundation IRB approach CA Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_CH_Rx0 Sovereign Counterparty credit risk Foundation IRB approach CH Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_CN_Rx0 Sovereign Counterparty credit risk Foundation IRB approach CN Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_CY_Rx0 Sovereign Counterparty credit risk Foundation IRB approach CY Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_CZ_Rx0 Sovereign Counterparty credit risk Foundation IRB approach CZ Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_DE_Rx0 Sovereign Counterparty credit risk Foundation IRB approach DE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_DK_Rx0 Sovereign Counterparty credit risk Foundation IRB approach DK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_EE_Rx0 Sovereign Counterparty credit risk Foundation IRB approach EE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_ES_Rx0 Sovereign Counterparty credit risk Foundation IRB approach ES Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_FI_Rx0 Sovereign Counterparty credit risk Foundation IRB approach FI Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_FR_Rx0 Sovereign Counterparty credit risk Foundation IRB approach FR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_GB_Rx0 Sovereign Counterparty credit risk Foundation IRB approach GB Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_GR_Rx0 Sovereign Counterparty credit risk Foundation IRB approach GR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_HK_Rx0 Sovereign Counterparty credit risk Foundation IRB approach HK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_HR_Rx0 Sovereign Counterparty credit risk Foundation IRB approach HR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_HU_Rx0 Sovereign Counterparty credit risk Foundation IRB approach HU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_IE_Rx0 Sovereign Counterparty credit risk Foundation IRB approach IE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_IL_Rx0 Sovereign Counterparty credit risk Foundation IRB approach IL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_IT_Rx0 Sovereign Counterparty credit risk Foundation IRB approach IT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_JP_Rx0 Sovereign Counterparty credit risk Foundation IRB approach JP Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_KR_Rx0 Sovereign Counterparty credit risk Foundation IRB approach KR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_LT_Rx0 Sovereign Counterparty credit risk Foundation IRB approach LT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_LU_Rx0 Sovereign Counterparty credit risk Foundation IRB approach LU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_LV_Rx0 Sovereign Counterparty credit risk Foundation IRB approach LV Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_MT_Rx0 Sovereign Counterparty credit risk Foundation IRB approach MT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_NL_Rx0 Sovereign Counterparty credit risk Foundation IRB approach NL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_NO_Rx0 Sovereign Counterparty credit risk Foundation IRB approach NO Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_PL_Rx0 Sovereign Counterparty credit risk Foundation IRB approach PL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_PT_Rx0 Sovereign Counterparty credit risk Foundation IRB approach PT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_RO_Rx0 Sovereign Counterparty credit risk Foundation IRB approach RO Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_RU_Rx0 Sovereign Counterparty credit risk Foundation IRB approach RU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_SE_Rx0 Sovereign Counterparty credit risk Foundation IRB approach SE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_SG_Rx0 Sovereign Counterparty credit risk Foundation IRB approach SG Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_SI_Rx0 Sovereign Counterparty credit risk Foundation IRB approach SI Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_SK_Rx0 Sovereign Counterparty credit risk Foundation IRB approach SK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_TR_Rx0 Sovereign Counterparty credit risk Foundation IRB approach TR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_US_Rx0 Sovereign Counterparty credit risk Foundation IRB approach US Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_FIRB_x2_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Other countries Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_AT_Rx0 Sovereign Counterparty credit risk Foundation IRB approach AT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_AU_Rx0 Sovereign Counterparty credit risk Foundation IRB approach AU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_BE_Rx0 Sovereign Counterparty credit risk Foundation IRB approach BE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_BG_Rx0 Sovereign Counterparty credit risk Foundation IRB approach BG Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_BR_Rx0 Sovereign Counterparty credit risk Foundation IRB approach BR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_CA_Rx0 Sovereign Counterparty credit risk Foundation IRB approach CA Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_CH_Rx0 Sovereign Counterparty credit risk Foundation IRB approach CH Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_CN_Rx0 Sovereign Counterparty credit risk Foundation IRB approach CN Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_CY_Rx0 Sovereign Counterparty credit risk Foundation IRB approach CY Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_CZ_Rx0 Sovereign Counterparty credit risk Foundation IRB approach CZ Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_DE_Rx0 Sovereign Counterparty credit risk Foundation IRB approach DE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_DK_Rx0 Sovereign Counterparty credit risk Foundation IRB approach DK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_EE_Rx0 Sovereign Counterparty credit risk Foundation IRB approach EE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_ES_Rx0 Sovereign Counterparty credit risk Foundation IRB approach ES Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_FI_Rx0 Sovereign Counterparty credit risk Foundation IRB approach FI Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_FR_Rx0 Sovereign Counterparty credit risk Foundation IRB approach FR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_GB_Rx0 Sovereign Counterparty credit risk Foundation IRB approach GB Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_GR_Rx0 Sovereign Counterparty credit risk Foundation IRB approach GR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_HK_Rx0 Sovereign Counterparty credit risk Foundation IRB approach HK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_HR_Rx0 Sovereign Counterparty credit risk Foundation IRB approach HR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_HU_Rx0 Sovereign Counterparty credit risk Foundation IRB approach HU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_IE_Rx0 Sovereign Counterparty credit risk Foundation IRB approach IE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_IL_Rx0 Sovereign Counterparty credit risk Foundation IRB approach IL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_IT_Rx0 Sovereign Counterparty credit risk Foundation IRB approach IT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_JP_Rx0 Sovereign Counterparty credit risk Foundation IRB approach JP Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_KR_Rx0 Sovereign Counterparty credit risk Foundation IRB approach KR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_LT_Rx0 Sovereign Counterparty credit risk Foundation IRB approach LT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_LU_Rx0 Sovereign Counterparty credit risk Foundation IRB approach LU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_LV_Rx0 Sovereign Counterparty credit risk Foundation IRB approach LV Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_MT_Rx0 Sovereign Counterparty credit risk Foundation IRB approach MT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_NL_Rx0 Sovereign Counterparty credit risk Foundation IRB approach NL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_NO_Rx0 Sovereign Counterparty credit risk Foundation IRB approach NO Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_PL_Rx0 Sovereign Counterparty credit risk Foundation IRB approach PL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_PT_Rx0 Sovereign Counterparty credit risk Foundation IRB approach PT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_RO_Rx0 Sovereign Counterparty credit risk Foundation IRB approach RO Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_RU_Rx0 Sovereign Counterparty credit risk Foundation IRB approach RU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_SE_Rx0 Sovereign Counterparty credit risk Foundation IRB approach SE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_SG_Rx0 Sovereign Counterparty credit risk Foundation IRB approach SG Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_SI_Rx0 Sovereign Counterparty credit risk Foundation IRB approach SI Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_SK_Rx0 Sovereign Counterparty credit risk Foundation IRB approach SK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_TR_Rx0 Sovereign Counterparty credit risk Foundation IRB approach TR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_US_Rx0 Sovereign Counterparty credit risk Foundation IRB approach US Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_FIRB_x2_Rx0 Sovereign Counterparty credit risk Foundation IRB approach Other countries Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R01 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 1 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R02 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 2 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R03 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 3 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R04 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 4 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R05 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 5 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R06 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 6 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R07 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 7 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R08 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 8 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R09 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 9 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R10 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 10 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R11 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 11 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R12 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 12 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R13 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 13 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R14 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 14 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R15 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 15 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R16 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 16 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R17 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 17 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R18 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 18 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R19 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 19 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R20 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 20 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R21 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 21 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R22 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 22 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R23 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 23 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R24 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 24 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R25 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 25 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R26 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 26 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R27 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 27 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R28 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 28 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R29 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 29 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R30 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 30 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R31 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 31 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R32 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 32 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R33 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 33 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R34 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 34 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R35 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 35 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R36 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 36 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R37 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 37 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R38 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 38 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R39 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 39 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R40 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 40 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R41 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 41 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R42 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 42 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R43 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 43 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R44 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 44 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R45 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 45 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R46 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 46 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R47 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 47 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R48 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 48 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R49 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 49 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R50 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 50 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R51 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 51 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R52 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 52 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R53 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 53 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R54 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 54 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R55 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 55 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R56 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 56 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R57 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 57 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R58 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 58 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R59 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 59 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R60 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 60 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R61 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 61 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R62 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 62 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R63 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 63 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R64 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 64 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R65 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 65 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R66 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 66 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R67 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 67 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R68 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 68 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R69 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 69 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R70 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 70 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R71 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 71 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R72 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 72 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R73 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 73 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R74 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 74 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R75 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 75 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R76 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 76 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R77 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 77 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R78 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 78 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R79 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 79 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R80 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 80 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R81 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 81 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R82 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 82 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R83 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 83 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R84 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 84 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R85 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 85 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R86 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 86 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R87 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 87 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R88 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 88 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R89 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 89 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R90 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 90 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R91 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 91 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R92 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 92 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R93 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 93 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R94 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 94 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R95 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 95 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R96 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 96 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R97 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 97 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R98 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 98 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0001_CC_AIRB_x0_R99 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 99 Institutions Credit institutions Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0002_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0004_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0005_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0006_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0007_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0008_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0009_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0010_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0011_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0012_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0013_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0014_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0015_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn committed credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0016_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0017_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0018_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0019_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0020_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Other facilities Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_AT_Rx0 Institutions Counterparty credit risk Advanced IRB approach AT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_AU_Rx0 Institutions Counterparty credit risk Advanced IRB approach AU Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_BE_Rx0 Institutions Counterparty credit risk Advanced IRB approach BE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_BG_Rx0 Institutions Counterparty credit risk Advanced IRB approach BG Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_BR_Rx0 Institutions Counterparty credit risk Advanced IRB approach BR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_CA_Rx0 Institutions Counterparty credit risk Advanced IRB approach CA Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_CH_Rx0 Institutions Counterparty credit risk Advanced IRB approach CH Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_CN_Rx0 Institutions Counterparty credit risk Advanced IRB approach CN Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_CY_Rx0 Institutions Counterparty credit risk Advanced IRB approach CY Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_CZ_Rx0 Institutions Counterparty credit risk Advanced IRB approach CZ Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_DE_Rx0 Institutions Counterparty credit risk Advanced IRB approach DE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_DK_Rx0 Institutions Counterparty credit risk Advanced IRB approach DK Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_EE_Rx0 Institutions Counterparty credit risk Advanced IRB approach EE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_ES_Rx0 Institutions Counterparty credit risk Advanced IRB approach ES Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_FI_Rx0 Institutions Counterparty credit risk Advanced IRB approach FI Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_FR_Rx0 Institutions Counterparty credit risk Advanced IRB approach FR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_GB_Rx0 Institutions Counterparty credit risk Advanced IRB approach GB Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_GR_Rx0 Institutions Counterparty credit risk Advanced IRB approach GR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_HK_Rx0 Institutions Counterparty credit risk Advanced IRB approach HK Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_HR_Rx0 Institutions Counterparty credit risk Advanced IRB approach HR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_HU_Rx0 Institutions Counterparty credit risk Advanced IRB approach HU Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_IE_Rx0 Institutions Counterparty credit risk Advanced IRB approach IE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_IL_Rx0 Institutions Counterparty credit risk Advanced IRB approach IL Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_IT_Rx0 Institutions Counterparty credit risk Advanced IRB approach IT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_JP_Rx0 Institutions Counterparty credit risk Advanced IRB approach JP Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_KR_Rx0 Institutions Counterparty credit risk Advanced IRB approach KR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_LT_Rx0 Institutions Counterparty credit risk Advanced IRB approach LT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_LU_Rx0 Institutions Counterparty credit risk Advanced IRB approach LU Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_LV_Rx0 Institutions Counterparty credit risk Advanced IRB approach LV Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_MT_Rx0 Institutions Counterparty credit risk Advanced IRB approach MT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_NL_Rx0 Institutions Counterparty credit risk Advanced IRB approach NL Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_NO_Rx0 Institutions Counterparty credit risk Advanced IRB approach NO Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_PL_Rx0 Institutions Counterparty credit risk Advanced IRB approach PL Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_PT_Rx0 Institutions Counterparty credit risk Advanced IRB approach PT Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_RO_Rx0 Institutions Counterparty credit risk Advanced IRB approach RO Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_RU_Rx0 Institutions Counterparty credit risk Advanced IRB approach RU Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_SE_Rx0 Institutions Counterparty credit risk Advanced IRB approach SE Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_SG_Rx0 Institutions Counterparty credit risk Advanced IRB approach SG Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_SI_Rx0 Institutions Counterparty credit risk Advanced IRB approach SI Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_SK_Rx0 Institutions Counterparty credit risk Advanced IRB approach SK Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_TR_Rx0 Institutions Counterparty credit risk Advanced IRB approach TR Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_US_Rx0 Institutions Counterparty credit risk Advanced IRB approach US Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IN_CIN_0003_CC_AIRB_x2_Rx0 Institutions Counterparty credit risk Advanced IRB approach Other countries Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R01 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 1 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R02 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 2 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R03 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 3 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R04 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 4 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R05 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 5 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R06 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 6 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R07 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 7 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R08 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 8 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R09 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 9 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R10 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 10 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R11 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 11 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R12 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 12 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R13 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 13 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R14 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 14 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R15 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 15 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R16 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 16 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R17 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 17 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R18 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 18 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R19 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 19 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R20 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 20 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R21 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 21 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R22 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 22 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R23 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 23 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R24 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 24 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R25 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 25 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R26 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 26 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R27 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 27 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R28 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 28 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R29 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 29 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R30 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 30 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R31 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 31 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R32 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 32 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R33 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 33 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R34 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 34 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R35 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 35 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R36 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 36 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R37 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 37 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R38 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 38 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R39 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 39 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R40 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 40 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R41 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 41 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R42 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 42 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R43 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 43 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R44 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 44 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R45 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 45 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R46 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 46 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R47 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 47 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R48 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 48 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R49 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 49 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R50 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 50 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R51 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 51 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R52 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 52 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R53 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 53 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R54 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 54 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R55 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 55 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R56 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 56 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R57 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 57 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R58 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 58 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R59 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 59 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R60 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 60 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R61 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 61 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R62 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 62 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R63 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 63 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R64 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 64 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R65 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 65 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R66 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 66 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R67 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 67 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R68 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 68 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R69 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 69 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R70 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 70 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R71 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 71 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R72 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 72 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R73 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 73 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R74 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 74 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R75 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 75 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R76 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 76 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R77 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 77 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R78 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 78 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R79 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 79 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R80 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 80 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R81 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 81 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R82 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 82 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R83 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 83 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R84 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 84 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R85 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 85 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R86 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 86 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R87 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 87 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R88 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 88 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R89 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 89 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R90 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 90 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R91 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 91 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R92 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 92 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R93 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 93 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R94 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 94 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R95 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 95 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R96 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 96 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R97 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 97 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R98 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 98 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_AIRB_x0_R99 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Rating 99 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0022_CC_AIRB_x0_Rx0 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0023_CC_AIRB_x0_Rx0 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0024_CC_AIRB_x0_Rx0 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0025_CC_AIRB_x0_Rx0 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0026_CC_AIRB_x0_Rx0 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0027_CC_AIRB_x0_Rx0 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0028_CC_AIRB_x0_Rx0 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0029_CC_AIRB_x0_Rx0 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0030_CC_AIRB_x0_Rx0 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0031_CC_AIRB_x0_Rx0 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0032_CC_AIRB_x0_Rx0 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0033_CC_AIRB_x0_Rx0 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0034_CC_AIRB_x0_Rx0 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0035_CC_AIRB_x0_Rx0 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0036_CC_AIRB_x0_Rx0 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0037_CC_AIRB_x0_Rx0 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0038_CC_AIRB_x0_Rx0 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0039_CC_AIRB_x0_Rx0 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Other facilities Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0040_CC_AIRB_x0_Rx0 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_x0_Rx0 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_AT_Rx0 Large corporate Counterparty credit risk Advanced IRB approach AT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_AU_Rx0 Large corporate Counterparty credit risk Advanced IRB approach AU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_BE_Rx0 Large corporate Counterparty credit risk Advanced IRB approach BE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_BG_Rx0 Large corporate Counterparty credit risk Advanced IRB approach BG Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_BR_Rx0 Large corporate Counterparty credit risk Advanced IRB approach BR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_CA_Rx0 Large corporate Counterparty credit risk Advanced IRB approach CA Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_CH_Rx0 Large corporate Counterparty credit risk Advanced IRB approach CH Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_CN_Rx0 Large corporate Counterparty credit risk Advanced IRB approach CN Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_CY_Rx0 Large corporate Counterparty credit risk Advanced IRB approach CY Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_CZ_Rx0 Large corporate Counterparty credit risk Advanced IRB approach CZ Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_DE_Rx0 Large corporate Counterparty credit risk Advanced IRB approach DE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_DK_Rx0 Large corporate Counterparty credit risk Advanced IRB approach DK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_EE_Rx0 Large corporate Counterparty credit risk Advanced IRB approach EE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_ES_Rx0 Large corporate Counterparty credit risk Advanced IRB approach ES Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_FI_Rx0 Large corporate Counterparty credit risk Advanced IRB approach FI Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_FR_Rx0 Large corporate Counterparty credit risk Advanced IRB approach FR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_GB_Rx0 Large corporate Counterparty credit risk Advanced IRB approach GB Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_GR_Rx0 Large corporate Counterparty credit risk Advanced IRB approach GR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_HK_Rx0 Large corporate Counterparty credit risk Advanced IRB approach HK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_HR_Rx0 Large corporate Counterparty credit risk Advanced IRB approach HR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_HU_Rx0 Large corporate Counterparty credit risk Advanced IRB approach HU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_IE_Rx0 Large corporate Counterparty credit risk Advanced IRB approach IE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_IL_Rx0 Large corporate Counterparty credit risk Advanced IRB approach IL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_IT_Rx0 Large corporate Counterparty credit risk Advanced IRB approach IT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_JP_Rx0 Large corporate Counterparty credit risk Advanced IRB approach JP Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_KR_Rx0 Large corporate Counterparty credit risk Advanced IRB approach KR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_LT_Rx0 Large corporate Counterparty credit risk Advanced IRB approach LT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_LU_Rx0 Large corporate Counterparty credit risk Advanced IRB approach LU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_LV_Rx0 Large corporate Counterparty credit risk Advanced IRB approach LV Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_MT_Rx0 Large corporate Counterparty credit risk Advanced IRB approach MT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_NL_Rx0 Large corporate Counterparty credit risk Advanced IRB approach NL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_NO_Rx0 Large corporate Counterparty credit risk Advanced IRB approach NO Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_PL_Rx0 Large corporate Counterparty credit risk Advanced IRB approach PL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_PT_Rx0 Large corporate Counterparty credit risk Advanced IRB approach PT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_RO_Rx0 Large corporate Counterparty credit risk Advanced IRB approach RO Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_RU_Rx0 Large corporate Counterparty credit risk Advanced IRB approach RU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_SE_Rx0 Large corporate Counterparty credit risk Advanced IRB approach SE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_SG_Rx0 Large corporate Counterparty credit risk Advanced IRB approach SG Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_SI_Rx0 Large corporate Counterparty credit risk Advanced IRB approach SI Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_SK_Rx0 Large corporate Counterparty credit risk Advanced IRB approach SK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_TR_Rx0 Large corporate Counterparty credit risk Advanced IRB approach TR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_US_Rx0 Large corporate Counterparty credit risk Advanced IRB approach US Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_AIRB_x2_Rx0 Large corporate Counterparty credit risk Advanced IRB approach Other countries Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_x0_Rx0 Large corporate Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_AT_Rx0 Large corporate Counterparty credit risk Advanced IRB approach AT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_AU_Rx0 Large corporate Counterparty credit risk Advanced IRB approach AU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_BE_Rx0 Large corporate Counterparty credit risk Advanced IRB approach BE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_BG_Rx0 Large corporate Counterparty credit risk Advanced IRB approach BG Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_BR_Rx0 Large corporate Counterparty credit risk Advanced IRB approach BR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_CA_Rx0 Large corporate Counterparty credit risk Advanced IRB approach CA Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_CH_Rx0 Large corporate Counterparty credit risk Advanced IRB approach CH Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_CN_Rx0 Large corporate Counterparty credit risk Advanced IRB approach CN Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_CY_Rx0 Large corporate Counterparty credit risk Advanced IRB approach CY Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_CZ_Rx0 Large corporate Counterparty credit risk Advanced IRB approach CZ Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_DE_Rx0 Large corporate Counterparty credit risk Advanced IRB approach DE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_DK_Rx0 Large corporate Counterparty credit risk Advanced IRB approach DK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_EE_Rx0 Large corporate Counterparty credit risk Advanced IRB approach EE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_ES_Rx0 Large corporate Counterparty credit risk Advanced IRB approach ES Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_FI_Rx0 Large corporate Counterparty credit risk Advanced IRB approach FI Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_FR_Rx0 Large corporate Counterparty credit risk Advanced IRB approach FR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_GB_Rx0 Large corporate Counterparty credit risk Advanced IRB approach GB Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_GR_Rx0 Large corporate Counterparty credit risk Advanced IRB approach GR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_HK_Rx0 Large corporate Counterparty credit risk Advanced IRB approach HK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_HR_Rx0 Large corporate Counterparty credit risk Advanced IRB approach HR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_HU_Rx0 Large corporate Counterparty credit risk Advanced IRB approach HU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_IE_Rx0 Large corporate Counterparty credit risk Advanced IRB approach IE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_IL_Rx0 Large corporate Counterparty credit risk Advanced IRB approach IL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_IT_Rx0 Large corporate Counterparty credit risk Advanced IRB approach IT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_JP_Rx0 Large corporate Counterparty credit risk Advanced IRB approach JP Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_KR_Rx0 Large corporate Counterparty credit risk Advanced IRB approach KR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_LT_Rx0 Large corporate Counterparty credit risk Advanced IRB approach LT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_LU_Rx0 Large corporate Counterparty credit risk Advanced IRB approach LU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_LV_Rx0 Large corporate Counterparty credit risk Advanced IRB approach LV Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_MT_Rx0 Large corporate Counterparty credit risk Advanced IRB approach MT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_NL_Rx0 Large corporate Counterparty credit risk Advanced IRB approach NL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_NO_Rx0 Large corporate Counterparty credit risk Advanced IRB approach NO Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_PL_Rx0 Large corporate Counterparty credit risk Advanced IRB approach PL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_PT_Rx0 Large corporate Counterparty credit risk Advanced IRB approach PT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_RO_Rx0 Large corporate Counterparty credit risk Advanced IRB approach RO Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_RU_Rx0 Large corporate Counterparty credit risk Advanced IRB approach RU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_SE_Rx0 Large corporate Counterparty credit risk Advanced IRB approach SE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_SG_Rx0 Large corporate Counterparty credit risk Advanced IRB approach SG Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_SI_Rx0 Large corporate Counterparty credit risk Advanced IRB approach SI Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_SK_Rx0 Large corporate Counterparty credit risk Advanced IRB approach SK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_TR_Rx0 Large corporate Counterparty credit risk Advanced IRB approach TR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_US_Rx0 Large corporate Counterparty credit risk Advanced IRB approach US Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_AIRB_x2_Rx0 Large corporate Counterparty credit risk Advanced IRB approach Other countries Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R01 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 1 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R02 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 2 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R03 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 3 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R04 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 4 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R05 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 5 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R06 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 6 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R07 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 7 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R08 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 8 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R09 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 9 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R10 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 10 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R11 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 11 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R12 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 12 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R13 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 13 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R14 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 14 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R15 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 15 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R16 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 16 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R17 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 17 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R18 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 18 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R19 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 19 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R20 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 20 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R21 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 21 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R22 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 22 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R23 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 23 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R24 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 24 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R25 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 25 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R26 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 26 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R27 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 27 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R28 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 28 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R29 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 29 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R30 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 30 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R31 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 31 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R32 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 32 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R33 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 33 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R34 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 34 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R35 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 35 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R36 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 36 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R37 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 37 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R38 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 38 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R39 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 39 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R40 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 40 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R41 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 41 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R42 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 42 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R43 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 43 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R44 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 44 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R45 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 45 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R46 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 46 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R47 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 47 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R48 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 48 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R49 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 49 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R50 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 50 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R51 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 51 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R52 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 52 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R53 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 53 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R54 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 54 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R55 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 55 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R56 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 56 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R57 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 57 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R58 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 58 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R59 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 59 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R60 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 60 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R61 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 61 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R62 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 62 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R63 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 63 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R64 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 64 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R65 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 65 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R66 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 66 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R67 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 67 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R68 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 68 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R69 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 69 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R70 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 70 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R71 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 71 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R72 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 72 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R73 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 73 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R74 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 74 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R75 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 75 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R76 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 76 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R77 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 77 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R78 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 78 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R79 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 79 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R80 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 80 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R81 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 81 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R82 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 82 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R83 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 83 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R84 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 84 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R85 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 85 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R86 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 86 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R87 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 87 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R88 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 88 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R89 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 89 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R90 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 90 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R91 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 91 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R92 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 92 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R93 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 93 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R94 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 94 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R95 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 95 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R96 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 96 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R97 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 97 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R98 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 98 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_AIRB_x0_R99 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Rating 99 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0022_CC_AIRB_x0_Rx0 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0023_CC_AIRB_x0_Rx0 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0024_CC_AIRB_x0_Rx0 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0025_CC_AIRB_x0_Rx0 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0026_CC_AIRB_x0_Rx0 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0027_CC_AIRB_x0_Rx0 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0028_CC_AIRB_x0_Rx0 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0029_CC_AIRB_x0_Rx0 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0030_CC_AIRB_x0_Rx0 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0031_CC_AIRB_x0_Rx0 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0032_CC_AIRB_x0_Rx0 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0033_CC_AIRB_x0_Rx0 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0034_CC_AIRB_x0_Rx0 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0035_CC_AIRB_x0_Rx0 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0036_CC_AIRB_x0_Rx0 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0037_CC_AIRB_x0_Rx0 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0038_CC_AIRB_x0_Rx0 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0039_CC_AIRB_x0_Rx0 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Other facilities Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0040_CC_AIRB_x0_Rx0 Large corporate sample Counterparty credit risk Advanced IRB approach Not applicable Not applicable Not applicable Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R01 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 1 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R02 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 2 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R03 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 3 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R04 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 4 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R05 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 5 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R06 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 6 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R07 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 7 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R08 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 8 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R09 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 9 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R10 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 10 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R11 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 11 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R12 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 12 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R13 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 13 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R14 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 14 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R15 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 15 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R16 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 16 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R17 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 17 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R18 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 18 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R19 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 19 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R20 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 20 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R21 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 21 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R22 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 22 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R23 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 23 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R24 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 24 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R25 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 25 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R26 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 26 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R27 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 27 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R28 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 28 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R29 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 29 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R30 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 30 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R31 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 31 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R32 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 32 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R33 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 33 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R34 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 34 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R35 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 35 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R36 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 36 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R37 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 37 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R38 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 38 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R39 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 39 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R40 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 40 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R41 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 41 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R42 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 42 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R43 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 43 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R44 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 44 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R45 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 45 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R46 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 46 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R47 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 47 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R48 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 48 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R49 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 49 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R50 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 50 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R51 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 51 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R52 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 52 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R53 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 53 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R54 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 54 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R55 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 55 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R56 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 56 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R57 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 57 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R58 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 58 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R59 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 59 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R60 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 60 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R61 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 61 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R62 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 62 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R63 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 63 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R64 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 64 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R65 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 65 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R66 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 66 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R67 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 67 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R68 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 68 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R69 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 69 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R70 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 70 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R71 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 71 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R72 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 72 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R73 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 73 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R74 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 74 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R75 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 75 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R76 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 76 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R77 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 77 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R78 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 78 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R79 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 79 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R80 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 80 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R81 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 81 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R82 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 82 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R83 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 83 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R84 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 84 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R85 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 85 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R86 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 86 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R87 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 87 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R88 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 88 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R89 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 89 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R90 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 90 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R91 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 91 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R92 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 92 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R93 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 93 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R94 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 94 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R95 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 95 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R96 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 96 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R97 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 97 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R98 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 98 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0041_CC_AIRB_x0_R99 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 99 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0042_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R01 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 1 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R02 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 2 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R03 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 3 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R04 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 4 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R05 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 5 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R06 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 6 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R07 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 7 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R08 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 8 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R09 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 9 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R10 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 10 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R11 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 11 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R12 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 12 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R13 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 13 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R14 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 14 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R15 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 15 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R16 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 16 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R17 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 17 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R18 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 18 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R19 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 19 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R20 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 20 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R21 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 21 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R22 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 22 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R23 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 23 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R24 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 24 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R25 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 25 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R26 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 26 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R27 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 27 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R28 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 28 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R29 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 29 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R30 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 30 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R31 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 31 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R32 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 32 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R33 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 33 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R34 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 34 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R35 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 35 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R36 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 36 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R37 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 37 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R38 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 38 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R39 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 39 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R40 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 40 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R41 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 41 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R42 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 42 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R43 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 43 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R44 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 44 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R45 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 45 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R46 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 46 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R47 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 47 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R48 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 48 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R49 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 49 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R50 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 50 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R51 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 51 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R52 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 52 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R53 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 53 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R54 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 54 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R55 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 55 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R56 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 56 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R57 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 57 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R58 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 58 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R59 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 59 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R60 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 60 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R61 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 61 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R62 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 62 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R63 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 63 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R64 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 64 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R65 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 65 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R66 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 66 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R67 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 67 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R68 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 68 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R69 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 69 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R70 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 70 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R71 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 71 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R72 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 72 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R73 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 73 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R74 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 74 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R75 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 75 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R76 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 76 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R77 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 77 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R78 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 78 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R79 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 79 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R80 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 80 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R81 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 81 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R82 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 82 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R83 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 83 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R84 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 84 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R85 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 85 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R86 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 86 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R87 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 87 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R88 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 88 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R89 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 89 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R90 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 90 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R91 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 91 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R92 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 92 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R93 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 93 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R94 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 94 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R95 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 95 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R96 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 96 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R97 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 97 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R98 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 98 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0044_CC_AIRB_x0_R99 Institutions Counterparty credit risk Advanced IRB approach Not applicable Rating 99 Institutions Other financial corporations Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0045_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0047_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0048_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0049_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0050_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0051_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0052_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0053_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0054_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0055_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0056_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0057_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0058_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0059_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0060_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0061_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0062_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0063_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Other facilities Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0064_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0065_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0066_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0067_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0068_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0069_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0070_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0071_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0072_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0073_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0074_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0075_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn committed credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0076_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0077_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0078_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0079_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0080_CC_AIRB_x0_Rx0 Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Other facilities Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_AT_Rx0 Institutions Counterparty credit risk Advanced IRB approach AT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_AU_Rx0 Institutions Counterparty credit risk Advanced IRB approach AU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_BE_Rx0 Institutions Counterparty credit risk Advanced IRB approach BE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_BG_Rx0 Institutions Counterparty credit risk Advanced IRB approach BG Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_BR_Rx0 Institutions Counterparty credit risk Advanced IRB approach BR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_CA_Rx0 Institutions Counterparty credit risk Advanced IRB approach CA Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_CH_Rx0 Institutions Counterparty credit risk Advanced IRB approach CH Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_CN_Rx0 Institutions Counterparty credit risk Advanced IRB approach CN Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_CY_Rx0 Institutions Counterparty credit risk Advanced IRB approach CY Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_CZ_Rx0 Institutions Counterparty credit risk Advanced IRB approach CZ Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_DE_Rx0 Institutions Counterparty credit risk Advanced IRB approach DE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_DK_Rx0 Institutions Counterparty credit risk Advanced IRB approach DK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_EE_Rx0 Institutions Counterparty credit risk Advanced IRB approach EE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_ES_Rx0 Institutions Counterparty credit risk Advanced IRB approach ES Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_FI_Rx0 Institutions Counterparty credit risk Advanced IRB approach FI Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_FR_Rx0 Institutions Counterparty credit risk Advanced IRB approach FR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_GB_Rx0 Institutions Counterparty credit risk Advanced IRB approach GB Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_GR_Rx0 Institutions Counterparty credit risk Advanced IRB approach GR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_HK_Rx0 Institutions Counterparty credit risk Advanced IRB approach HK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_HR_Rx0 Institutions Counterparty credit risk Advanced IRB approach HR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_HU_Rx0 Institutions Counterparty credit risk Advanced IRB approach HU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_IE_Rx0 Institutions Counterparty credit risk Advanced IRB approach IE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_IL_Rx0 Institutions Counterparty credit risk Advanced IRB approach IL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_IT_Rx0 Institutions Counterparty credit risk Advanced IRB approach IT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_JP_Rx0 Institutions Counterparty credit risk Advanced IRB approach JP Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_KR_Rx0 Institutions Counterparty credit risk Advanced IRB approach KR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_LT_Rx0 Institutions Counterparty credit risk Advanced IRB approach LT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_LU_Rx0 Institutions Counterparty credit risk Advanced IRB approach LU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_LV_Rx0 Institutions Counterparty credit risk Advanced IRB approach LV Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_MT_Rx0 Institutions Counterparty credit risk Advanced IRB approach MT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_NL_Rx0 Institutions Counterparty credit risk Advanced IRB approach NL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_NO_Rx0 Institutions Counterparty credit risk Advanced IRB approach NO Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_PL_Rx0 Institutions Counterparty credit risk Advanced IRB approach PL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_PT_Rx0 Institutions Counterparty credit risk Advanced IRB approach PT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_RO_Rx0 Institutions Counterparty credit risk Advanced IRB approach RO Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_RU_Rx0 Institutions Counterparty credit risk Advanced IRB approach RU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_SE_Rx0 Institutions Counterparty credit risk Advanced IRB approach SE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_SG_Rx0 Institutions Counterparty credit risk Advanced IRB approach SG Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_SI_Rx0 Institutions Counterparty credit risk Advanced IRB approach SI Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_SK_Rx0 Institutions Counterparty credit risk Advanced IRB approach SK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_TR_Rx0 Institutions Counterparty credit risk Advanced IRB approach TR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_US_Rx0 Institutions Counterparty credit risk Advanced IRB approach US Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0043_CC_AIRB_x2_Rx0 Institutions Counterparty credit risk Advanced IRB approach Other countries Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_AT_Rx0 Institutions Counterparty credit risk Advanced IRB approach AT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_AU_Rx0 Institutions Counterparty credit risk Advanced IRB approach AU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_BE_Rx0 Institutions Counterparty credit risk Advanced IRB approach BE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_BG_Rx0 Institutions Counterparty credit risk Advanced IRB approach BG Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_BR_Rx0 Institutions Counterparty credit risk Advanced IRB approach BR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_CA_Rx0 Institutions Counterparty credit risk Advanced IRB approach CA Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_CH_Rx0 Institutions Counterparty credit risk Advanced IRB approach CH Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_CN_Rx0 Institutions Counterparty credit risk Advanced IRB approach CN Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_CY_Rx0 Institutions Counterparty credit risk Advanced IRB approach CY Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_CZ_Rx0 Institutions Counterparty credit risk Advanced IRB approach CZ Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_DE_Rx0 Institutions Counterparty credit risk Advanced IRB approach DE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_DK_Rx0 Institutions Counterparty credit risk Advanced IRB approach DK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_EE_Rx0 Institutions Counterparty credit risk Advanced IRB approach EE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_ES_Rx0 Institutions Counterparty credit risk Advanced IRB approach ES Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_FI_Rx0 Institutions Counterparty credit risk Advanced IRB approach FI Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_FR_Rx0 Institutions Counterparty credit risk Advanced IRB approach FR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_GB_Rx0 Institutions Counterparty credit risk Advanced IRB approach GB Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_GR_Rx0 Institutions Counterparty credit risk Advanced IRB approach GR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_HK_Rx0 Institutions Counterparty credit risk Advanced IRB approach HK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_HR_Rx0 Institutions Counterparty credit risk Advanced IRB approach HR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_HU_Rx0 Institutions Counterparty credit risk Advanced IRB approach HU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_IE_Rx0 Institutions Counterparty credit risk Advanced IRB approach IE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_IL_Rx0 Institutions Counterparty credit risk Advanced IRB approach IL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_IT_Rx0 Institutions Counterparty credit risk Advanced IRB approach IT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_JP_Rx0 Institutions Counterparty credit risk Advanced IRB approach JP Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_KR_Rx0 Institutions Counterparty credit risk Advanced IRB approach KR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_LT_Rx0 Institutions Counterparty credit risk Advanced IRB approach LT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_LU_Rx0 Institutions Counterparty credit risk Advanced IRB approach LU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_LV_Rx0 Institutions Counterparty credit risk Advanced IRB approach LV Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_MT_Rx0 Institutions Counterparty credit risk Advanced IRB approach MT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_NL_Rx0 Institutions Counterparty credit risk Advanced IRB approach NL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_NO_Rx0 Institutions Counterparty credit risk Advanced IRB approach NO Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_PL_Rx0 Institutions Counterparty credit risk Advanced IRB approach PL Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_PT_Rx0 Institutions Counterparty credit risk Advanced IRB approach PT Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_RO_Rx0 Institutions Counterparty credit risk Advanced IRB approach RO Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_RU_Rx0 Institutions Counterparty credit risk Advanced IRB approach RU Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_SE_Rx0 Institutions Counterparty credit risk Advanced IRB approach SE Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_SG_Rx0 Institutions Counterparty credit risk Advanced IRB approach SG Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_SI_Rx0 Institutions Counterparty credit risk Advanced IRB approach SI Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_SK_Rx0 Institutions Counterparty credit risk Advanced IRB approach SK Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_TR_Rx0 Institutions Counterparty credit risk Advanced IRB approach TR Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_US_Rx0 Institutions Counterparty credit risk Advanced IRB approach US Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable IN_OFC_0046_CC_AIRB_x2_Rx0 Institutions Counterparty credit risk Advanced IRB approach Other countries Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R01 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 1 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R02 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 2 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R03 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 3 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R04 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 4 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R05 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 5 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R06 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 6 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R07 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 7 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R08 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 8 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R09 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 9 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R10 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 10 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R11 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 11 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R12 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 12 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R13 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 13 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R14 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 14 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R15 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 15 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R16 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 16 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R17 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 17 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R18 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 18 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R19 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 19 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R20 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 20 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R21 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 21 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R22 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 22 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R23 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 23 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R24 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 24 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R25 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 25 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R26 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 26 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R27 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 27 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R28 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 28 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R29 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 29 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R30 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 30 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R31 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 31 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R32 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 32 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R33 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 33 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R34 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 34 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R35 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 35 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R36 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 36 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R37 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 37 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R38 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 38 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R39 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 39 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R40 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 40 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R41 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 41 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R42 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 42 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R43 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 43 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R44 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 44 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R45 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 45 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R46 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 46 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R47 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 47 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R48 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 48 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R49 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 49 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R50 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 50 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R51 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 51 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R52 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 52 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R53 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 53 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R54 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 54 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R55 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 55 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R56 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 56 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R57 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 57 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R58 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 58 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R59 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 59 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R60 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 60 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R61 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 61 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R62 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 62 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R63 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 63 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R64 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 64 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R65 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 65 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R66 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 66 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R67 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 67 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R68 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 68 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R69 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 69 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R70 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 70 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R71 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 71 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R72 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 72 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R73 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 73 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R74 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 74 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R75 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 75 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R76 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 76 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R77 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 77 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R78 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 78 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R79 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 79 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R80 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 80 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R81 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 81 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R82 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 82 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R83 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 83 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R84 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 84 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R85 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 85 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R86 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 86 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R87 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 87 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R88 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 88 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R89 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 89 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R90 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 90 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R91 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 91 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R92 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 92 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R93 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 93 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R94 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 94 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R95 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 95 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R96 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 96 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R97 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 97 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R98 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 98 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0041_CC_AIRB_x0_R99 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 99 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0042_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R01 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 1 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R02 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 2 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R03 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 3 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R04 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 4 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R05 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 5 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R06 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 6 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R07 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 7 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R08 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 8 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R09 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 9 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R10 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 10 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R11 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 11 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R12 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 12 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R13 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 13 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R14 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 14 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R15 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 15 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R16 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 16 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R17 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 17 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R18 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 18 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R19 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 19 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R20 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 20 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R21 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 21 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R22 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 22 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R23 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 23 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R24 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 24 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R25 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 25 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R26 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 26 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R27 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 27 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R28 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 28 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R29 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 29 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R30 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 30 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R31 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 31 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R32 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 32 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R33 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 33 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R34 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 34 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R35 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 35 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R36 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 36 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R37 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 37 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R38 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 38 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R39 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 39 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R40 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 40 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R41 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 41 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R42 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 42 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R43 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 43 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R44 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 44 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R45 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 45 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R46 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 46 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R47 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 47 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R48 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 48 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R49 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 49 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R50 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 50 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R51 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 51 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R52 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 52 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R53 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 53 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R54 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 54 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R55 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 55 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R56 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 56 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R57 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 57 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R58 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 58 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R59 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 59 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R60 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 60 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R61 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 61 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R62 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 62 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R63 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 63 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R64 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 64 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R65 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 65 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R66 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 66 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R67 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 67 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R68 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 68 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R69 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 69 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R70 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 70 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R71 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 71 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R72 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 72 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R73 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 73 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R74 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 74 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R75 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 75 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R76 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 76 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R77 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 77 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R78 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 78 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R79 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 79 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R80 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 80 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R81 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 81 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R82 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 82 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R83 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 83 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R84 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 84 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R85 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 85 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R86 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 86 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R87 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 87 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R88 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 88 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R89 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 89 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R90 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 90 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R91 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 91 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R92 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 92 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R93 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 93 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R94 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 94 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R95 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 95 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R96 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 96 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R97 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 97 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R98 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 98 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0044_CC_AIRB_x0_R99 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Rating 99 Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0045_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0047_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0048_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0049_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0050_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0051_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0052_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0053_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0054_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0055_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0056_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0057_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0058_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed credit facility Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0059_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0060_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0061_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0062_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0063_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Other facilities Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0064_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0065_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0066_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0067_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0068_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0069_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0070_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0071_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0072_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0073_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0074_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0075_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn committed credit facility Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0076_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0077_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0078_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0079_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0080_CC_AIRB_x0_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks and central governments Non-defaulted Other facilities Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_AT_Rx0 Sovereign Counterparty credit risk Advanced IRB approach AT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_AU_Rx0 Sovereign Counterparty credit risk Advanced IRB approach AU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_BE_Rx0 Sovereign Counterparty credit risk Advanced IRB approach BE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_BG_Rx0 Sovereign Counterparty credit risk Advanced IRB approach BG Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_BR_Rx0 Sovereign Counterparty credit risk Advanced IRB approach BR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_CA_Rx0 Sovereign Counterparty credit risk Advanced IRB approach CA Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_CH_Rx0 Sovereign Counterparty credit risk Advanced IRB approach CH Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_CN_Rx0 Sovereign Counterparty credit risk Advanced IRB approach CN Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_CY_Rx0 Sovereign Counterparty credit risk Advanced IRB approach CY Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_CZ_Rx0 Sovereign Counterparty credit risk Advanced IRB approach CZ Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_DE_Rx0 Sovereign Counterparty credit risk Advanced IRB approach DE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_DK_Rx0 Sovereign Counterparty credit risk Advanced IRB approach DK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_EE_Rx0 Sovereign Counterparty credit risk Advanced IRB approach EE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_ES_Rx0 Sovereign Counterparty credit risk Advanced IRB approach ES Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_FI_Rx0 Sovereign Counterparty credit risk Advanced IRB approach FI Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_FR_Rx0 Sovereign Counterparty credit risk Advanced IRB approach FR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_GB_Rx0 Sovereign Counterparty credit risk Advanced IRB approach GB Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_GR_Rx0 Sovereign Counterparty credit risk Advanced IRB approach GR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_HK_Rx0 Sovereign Counterparty credit risk Advanced IRB approach HK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_HR_Rx0 Sovereign Counterparty credit risk Advanced IRB approach HR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_HU_Rx0 Sovereign Counterparty credit risk Advanced IRB approach HU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_IE_Rx0 Sovereign Counterparty credit risk Advanced IRB approach IE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_IL_Rx0 Sovereign Counterparty credit risk Advanced IRB approach IL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_IT_Rx0 Sovereign Counterparty credit risk Advanced IRB approach IT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_JP_Rx0 Sovereign Counterparty credit risk Advanced IRB approach JP Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_KR_Rx0 Sovereign Counterparty credit risk Advanced IRB approach KR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_LT_Rx0 Sovereign Counterparty credit risk Advanced IRB approach LT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_LU_Rx0 Sovereign Counterparty credit risk Advanced IRB approach LU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_LV_Rx0 Sovereign Counterparty credit risk Advanced IRB approach LV Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_MT_Rx0 Sovereign Counterparty credit risk Advanced IRB approach MT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_NL_Rx0 Sovereign Counterparty credit risk Advanced IRB approach NL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_NO_Rx0 Sovereign Counterparty credit risk Advanced IRB approach NO Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_PL_Rx0 Sovereign Counterparty credit risk Advanced IRB approach PL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_PT_Rx0 Sovereign Counterparty credit risk Advanced IRB approach PT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_RO_Rx0 Sovereign Counterparty credit risk Advanced IRB approach RO Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_RU_Rx0 Sovereign Counterparty credit risk Advanced IRB approach RU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_SE_Rx0 Sovereign Counterparty credit risk Advanced IRB approach SE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_SG_Rx0 Sovereign Counterparty credit risk Advanced IRB approach SG Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_SI_Rx0 Sovereign Counterparty credit risk Advanced IRB approach SI Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_SK_Rx0 Sovereign Counterparty credit risk Advanced IRB approach SK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_TR_Rx0 Sovereign Counterparty credit risk Advanced IRB approach TR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_US_Rx0 Sovereign Counterparty credit risk Advanced IRB approach US Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0043_CC_AIRB_x2_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Other countries Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_AT_Rx0 Sovereign Counterparty credit risk Advanced IRB approach AT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_AU_Rx0 Sovereign Counterparty credit risk Advanced IRB approach AU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_BE_Rx0 Sovereign Counterparty credit risk Advanced IRB approach BE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_BG_Rx0 Sovereign Counterparty credit risk Advanced IRB approach BG Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_BR_Rx0 Sovereign Counterparty credit risk Advanced IRB approach BR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_CA_Rx0 Sovereign Counterparty credit risk Advanced IRB approach CA Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_CH_Rx0 Sovereign Counterparty credit risk Advanced IRB approach CH Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_CN_Rx0 Sovereign Counterparty credit risk Advanced IRB approach CN Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_CY_Rx0 Sovereign Counterparty credit risk Advanced IRB approach CY Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_CZ_Rx0 Sovereign Counterparty credit risk Advanced IRB approach CZ Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_DE_Rx0 Sovereign Counterparty credit risk Advanced IRB approach DE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_DK_Rx0 Sovereign Counterparty credit risk Advanced IRB approach DK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_EE_Rx0 Sovereign Counterparty credit risk Advanced IRB approach EE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_ES_Rx0 Sovereign Counterparty credit risk Advanced IRB approach ES Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_FI_Rx0 Sovereign Counterparty credit risk Advanced IRB approach FI Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_FR_Rx0 Sovereign Counterparty credit risk Advanced IRB approach FR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_GB_Rx0 Sovereign Counterparty credit risk Advanced IRB approach GB Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_GR_Rx0 Sovereign Counterparty credit risk Advanced IRB approach GR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_HK_Rx0 Sovereign Counterparty credit risk Advanced IRB approach HK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_HR_Rx0 Sovereign Counterparty credit risk Advanced IRB approach HR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_HU_Rx0 Sovereign Counterparty credit risk Advanced IRB approach HU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_IE_Rx0 Sovereign Counterparty credit risk Advanced IRB approach IE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_IL_Rx0 Sovereign Counterparty credit risk Advanced IRB approach IL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_IT_Rx0 Sovereign Counterparty credit risk Advanced IRB approach IT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_JP_Rx0 Sovereign Counterparty credit risk Advanced IRB approach JP Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_KR_Rx0 Sovereign Counterparty credit risk Advanced IRB approach KR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_LT_Rx0 Sovereign Counterparty credit risk Advanced IRB approach LT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_LU_Rx0 Sovereign Counterparty credit risk Advanced IRB approach LU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_LV_Rx0 Sovereign Counterparty credit risk Advanced IRB approach LV Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_MT_Rx0 Sovereign Counterparty credit risk Advanced IRB approach MT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_NL_Rx0 Sovereign Counterparty credit risk Advanced IRB approach NL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_NO_Rx0 Sovereign Counterparty credit risk Advanced IRB approach NO Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_PL_Rx0 Sovereign Counterparty credit risk Advanced IRB approach PL Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_PT_Rx0 Sovereign Counterparty credit risk Advanced IRB approach PT Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_RO_Rx0 Sovereign Counterparty credit risk Advanced IRB approach RO Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_RU_Rx0 Sovereign Counterparty credit risk Advanced IRB approach RU Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_SE_Rx0 Sovereign Counterparty credit risk Advanced IRB approach SE Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_SG_Rx0 Sovereign Counterparty credit risk Advanced IRB approach SG Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_SI_Rx0 Sovereign Counterparty credit risk Advanced IRB approach SI Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_SK_Rx0 Sovereign Counterparty credit risk Advanced IRB approach SK Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_TR_Rx0 Sovereign Counterparty credit risk Advanced IRB approach TR Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_US_Rx0 Sovereign Counterparty credit risk Advanced IRB approach US Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable GG_SOV_0046_CC_AIRB_x2_Rx0 Sovereign Counterparty credit risk Advanced IRB approach Other countries Not applicable Central governments and central banks Central banks and central governments Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R01 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 1 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R02 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 2 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R03 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 3 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R04 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 4 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R05 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 5 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R06 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 6 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R07 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 7 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R08 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 8 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R09 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 9 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R10 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 10 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R11 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 11 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R12 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 12 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R13 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 13 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R14 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 14 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R15 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 15 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R16 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 16 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R17 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 17 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R18 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 18 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R19 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 19 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R20 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 20 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R21 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 21 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R22 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 22 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R23 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 23 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R24 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 24 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R25 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 25 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R26 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 26 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R27 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 27 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R28 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 28 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R29 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 29 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R30 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 30 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R31 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 31 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R32 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 32 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R33 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 33 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R34 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 34 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R35 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 35 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R36 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 36 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R37 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 37 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R38 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 38 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R39 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 39 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R40 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 40 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R41 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 41 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R42 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 42 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R43 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 43 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R44 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 44 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R45 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 45 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R46 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 46 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R47 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 47 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R48 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 48 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R49 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 49 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R50 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 50 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R51 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 51 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R52 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 52 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R53 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 53 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R54 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 54 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R55 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 55 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R56 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 56 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R57 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 57 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R58 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 58 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R59 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 59 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R60 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 60 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R61 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 61 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R62 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 62 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R63 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 63 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R64 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 64 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R65 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 65 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R66 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 66 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R67 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 67 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R68 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 68 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R69 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 69 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R70 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 70 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R71 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 71 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R72 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 72 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R73 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 73 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R74 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 74 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R75 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 75 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R76 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 76 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R77 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 77 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R78 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 78 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R79 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 79 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R80 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 80 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R81 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 81 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R82 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 82 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R83 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 83 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R84 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 84 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R85 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 85 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R86 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 86 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R87 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 87 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R88 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 88 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R89 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 89 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R90 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 90 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R91 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 91 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R92 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 92 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R93 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 93 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R94 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 94 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R95 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 95 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R96 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 96 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R97 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 97 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R98 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 98 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0021_CC_SLSC_x0_R99 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 99 Corporates — Other Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0022_CC_SLSC_x0_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0023_CC_SLSC_x0_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0024_CC_SLSC_x0_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0025_CC_SLSC_x0_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0026_CC_SLSC_x0_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0027_CC_SLSC_x0_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0028_CC_SLSC_x0_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0029_CC_SLSC_x0_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0030_CC_SLSC_x0_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0031_CC_SLSC_x0_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0032_CC_SLSC_x0_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0033_CC_SLSC_x0_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0034_CC_SLSC_x0_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn committed credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0035_CC_SLSC_x0_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0036_CC_SLSC_x0_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0037_CC_SLSC_x0_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0038_CC_SLSC_x0_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0039_CC_SLSC_x0_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Other facilities Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_LCO_0040_CC_SLSC_x0_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_x0_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_AT_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria AT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_AU_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria AU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_BE_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria BE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_BG_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria BG Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_BR_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria BR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_CA_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria CA Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_CH_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria CH Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_CN_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria CN Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_CY_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria CY Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_CZ_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria CZ Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_DE_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria DE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_DK_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria DK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_EE_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria EE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_ES_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria ES Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_FI_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria FI Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_FR_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria FR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_GB_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria GB Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_GR_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria GR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_HK_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria HK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_HR_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria HR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_HU_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria HU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_IE_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria IE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_IL_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria IL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_IT_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria IT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_JP_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria JP Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_KR_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria KR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_LT_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria LT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_LU_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria LU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_LV_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria LV Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_MT_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria MT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_NL_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria NL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_NO_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria NO Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_PL_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria PL Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_PT_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria PT Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_RO_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria RO Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_RU_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria RU Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_SE_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria SE Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_SG_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria SG Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_SI_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria SI Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_SK_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria SK Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_TR_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria TR Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_US_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria US Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_NFC_0040_CC_SLSC_x2_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria Other countries Not applicable Corporates — Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_x0_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_AT_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria AT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_AU_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria AU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_BE_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria BE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_BG_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria BG Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_BR_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria BR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_CA_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria CA Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_CH_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria CH Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_CN_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria CN Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_CY_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria CY Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_CZ_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria CZ Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_DE_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria DE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_DK_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria DK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_EE_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria EE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_ES_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria ES Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_FI_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria FI Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_FR_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria FR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_GB_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria GB Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_GR_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria GR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_HK_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria HK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_HR_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria HR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_HU_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria HU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_IE_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria IE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_IL_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria IL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_IT_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria IT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_JP_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria JP Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_KR_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria KR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_LT_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria LT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_LU_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria LU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_LV_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria LV Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_MT_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria MT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_NL_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria NL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_NO_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria NO Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_PL_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria PL Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_PT_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria PT Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_RO_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria RO Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_RU_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria RU Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_SE_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria SE Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_SG_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria SG Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_SI_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria SI Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_SK_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria SK Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_TR_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria TR Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_US_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria US Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable LC_OFC_0040_CC_SLSC_x2_Rx0 Large corporate Counterparty credit risk Specialized lending slotting criteria Other countries Not applicable Corporates — Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R01 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 1 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R02 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 2 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R03 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 3 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R04 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 4 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R05 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 5 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R06 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 6 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R07 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 7 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R08 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 8 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R09 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 9 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R10 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 10 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R11 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 11 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R12 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 12 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R13 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 13 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R14 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 14 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R15 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 15 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R16 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 16 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R17 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 17 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R18 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 18 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R19 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 19 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R20 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 20 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R21 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 21 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R22 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 22 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R23 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 23 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R24 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 24 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R25 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 25 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R26 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 26 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R27 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 27 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R28 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 28 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R29 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 29 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R30 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 30 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R31 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 31 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R32 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 32 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R33 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 33 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R34 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 34 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R35 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 35 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R36 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 36 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R37 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 37 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R38 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 38 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R39 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 39 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R40 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 40 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R41 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 41 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R42 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 42 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R43 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 43 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R44 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 44 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R45 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 45 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R46 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 46 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R47 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 47 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R48 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 48 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R49 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 49 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R50 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 50 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R51 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 51 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R52 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 52 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R53 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 53 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R54 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 54 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R55 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 55 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R56 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 56 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R57 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 57 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R58 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 58 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R59 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 59 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R60 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 60 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R61 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 61 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R62 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 62 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R63 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 63 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R64 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 64 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R65 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 65 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R66 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 66 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R67 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 67 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R68 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 68 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R69 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 69 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R70 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 70 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R71 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 71 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R72 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 72 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R73 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 73 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R74 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 74 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R75 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 75 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R76 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 76 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R77 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 77 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R78 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 78 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R79 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 79 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R80 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 80 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R81 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 81 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R82 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 82 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R83 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 83 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R84 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 84 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R85 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 85 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R86 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 86 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R87 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 87 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R88 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 88 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R89 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 89 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R90 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 90 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R91 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 91 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R92 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 92 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R93 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 93 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R94 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 94 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R95 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 95 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R96 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 96 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R97 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 97 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R98 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 98 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0021_CC_SLSC_x0_R99 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Rating 99 Not applicable Not applicable Non-defaulted Drawn credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0022_CC_SLSC_x0_Rx0 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0023_CC_SLSC_x0_Rx0 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures without credit protection Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0024_CC_SLSC_x0_Rx0 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Eligible financial collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0025_CC_SLSC_x0_Rx0 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Receivables Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0026_CC_SLSC_x0_Rx0 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Residential Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0027_CC_SLSC_x0_Rx0 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Commercial Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0028_CC_SLSC_x0_Rx0 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other eligible collateral: Physical collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0029_CC_SLSC_x0_Rx0 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with funded credit protection Other funded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0030_CC_SLSC_x0_Rx0 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Drawn credit facility Exposures with unfunded credit protection Unfunded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0031_CC_SLSC_x0_Rx0 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0032_CC_SLSC_x0_Rx0 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0033_CC_SLSC_x0_Rx0 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0034_CC_SLSC_x0_Rx0 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn committed credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0035_CC_SLSC_x0_Rx0 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0036_CC_SLSC_x0_Rx0 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0037_CC_SLSC_x0_Rx0 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0038_CC_SLSC_x0_Rx0 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0039_CC_SLSC_x0_Rx0 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Other facilities Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable CS_LCO_0040_CC_SLSC_x0_Rx0 Large corporate sample Counterparty credit risk Specialized lending slotting criteria Not applicable Not applicable Not applicable Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable C 103.00 — Definition of High Default Portfolios Portfolio ID Portfolio name Geographical area Exposure class Type of risk Default status Rating Type of facility Collateralisation status NACE code Sector of counterparty Size of counterparty Collateral type Type of exposures Size of exposure Indexed Loan to value range 010 020 030 040 050 060 070 080 090 100 110 120 130 140 150 160 ATCORP0001 CORP Non-defaulted Secured Construction AT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ATCORP0002 CORP Non-defaulted Secured Other AT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ATCORP0003 CORP Non-defaulted Secured AT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ATCORP0004 CORP Defaulted AT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ATCORP0005 CORP Non-defaulted Unsecured Construction AT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ATCORP0006 CORP Non-defaulted Unsecured Other AT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ATCORP0007 CORP Non-Defaulted AT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ATCORP0008 CORP Non-defaulted Secured AT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ATCORP0009 CORP Non-defaulted Unsecured AT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ATMORT0001 Mortgages Non-defaulted ILTV <=25 % AT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % ATMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % AT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % ATMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % AT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % ATMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % AT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % ATMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % AT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % ATMORT0006 Mortgages Non-defaulted ILTV >125 % AT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % ATMORT0007 Mortgages Non-defaulted funded CRM AT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable ATMORT0008 Mortgages Non-defaulted Unfunded CRM AT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable ATMORT0009 Mortgages Defaulted AT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable ATMORT0010 Mortgages Non-defaulted AT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable ATSMEC0001 SMEC Non-defaulted Secured Construction AT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMEC0002 SMEC Non-defaulted Secured Other AT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMEC0003 SMEC Non-defaulted Secured AT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ATSMEC0004 SMEC Defaulted AT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMEC0005 SMEC Non-defaulted Unsecured Construction AT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMEC0006 SMEC Non-defaulted Unsecured Other AT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMEC0007 SMEC Non-defaulted Unsecured AT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMEC0008 SMEC Non-Defaulted AT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMEC0009 SMEC Non-defaulted Secured AT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ATSMER0001 SMER Non-defaulted Secured Construction AT Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMER0002 SMER Non-defaulted Secured Other AT Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMER0003 SMER Non-defaulted Secured AT Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ATSMER0004 SMER Defaulted AT Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMER0005 SMER Non-defaulted Unsecured Construction AT Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMER0006 SMER Non-defaulted Unsecured Other AT Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMER0007 SMER Non-defaulted Unsecured AT Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMER0008 SMER Non-Defaulted AT Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMER0009 SMER Non-defaulted Secured AT Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable BECORP0001 CORP Non-defaulted Secured Construction BE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BECORP0002 CORP Non-defaulted Secured Other BE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BECORP0003 CORP Non-defaulted Secured BE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable BECORP0004 CORP Defaulted BE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BECORP0005 CORP Non-defaulted Unsecured Construction BE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BECORP0006 CORP Non-defaulted Unsecured Other BE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BECORP0007 CORP Non-Defaulted BE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BECORP0008 CORP Non-defaulted Secured BE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable BECORP0009 CORP Non-defaulted Unsecured BE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BEMORT0001 Mortgages Non-defaulted ILTV <=25 % BE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % BEMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % BE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % BEMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % BE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % BEMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % BE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % BEMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % BE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % BEMORT0006 Mortgages Non-defaulted ILTV >125 % BE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % BEMORT0007 Mortgages Non-defaulted funded CRM BE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable BEMORT0008 Mortgages Non-defaulted Unfunded CRM BE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable BEMORT0009 Mortgages Defaulted BE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable BEMORT0010 Mortgages Non-defaulted BE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable BESMEC0001 SMEC Non-defaulted Secured Construction BE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMEC0002 SMEC Non-defaulted Secured Other BE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMEC0003 SMEC Non-defaulted Secured BE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable BESMEC0004 SMEC Defaulted BE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMEC0005 SMEC Non-defaulted Unsecured Construction BE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMEC0006 SMEC Non-defaulted Unsecured Other BE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMEC0007 SMEC Non-defaulted Unsecured BE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMEC0008 SMEC Non-Defaulted BE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMEC0009 SMEC Non-defaulted Secured BE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable BESMER0001 SMER Non-defaulted Secured Construction BE Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMER0002 SMER Non-defaulted Secured Other BE Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMER0003 SMER Non-defaulted Secured BE Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable BESMER0004 SMER Defaulted BE Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMER0005 SMER Non-defaulted Unsecured Construction BE Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMER0006 SMER Non-defaulted Unsecured Other BE Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMER0007 SMER Non-defaulted Unsecured BE Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMER0008 SMER Non-Defaulted BE Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMER0009 SMER Non-defaulted Secured BE Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable BGCORP0001 CORP Non-defaulted Secured Construction BG Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BGCORP0002 CORP Non-defaulted Secured Other BG Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BGCORP0003 CORP Non-defaulted Secured BG Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable BGCORP0004 CORP Defaulted BG Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BGCORP0005 CORP Non-defaulted Unsecured Construction BG Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BGCORP0006 CORP Non-defaulted Unsecured Other BG Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BGCORP0007 CORP Non-Defaulted BG Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BGCORP0008 CORP Non-defaulted Secured BG Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable BGCORP0009 CORP Non-defaulted Unsecured BG Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BGMORT0001 Mortgages Non-defaulted ILTV <=25 % BG Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % BGMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % BG Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % BGMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % BG Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % BGMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % BG Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % BGMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % BG Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % BGMORT0006 Mortgages Non-defaulted ILTV >125 % BG Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % BGMORT0007 Mortgages Non-defaulted funded CRM BG Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable BGMORT0008 Mortgages Non-defaulted Unfunded CRM BG Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable BGMORT0009 Mortgages Defaulted BG Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable BGMORT0010 Mortgages Non-defaulted BG Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable BGSMEC0001 SMEC Non-defaulted Secured Construction BG Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMEC0002 SMEC Non-defaulted Secured Other BG Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMEC0003 SMEC Non-defaulted Secured BG Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable BGSMEC0004 SMEC Defaulted BG Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMEC0005 SMEC Non-defaulted Unsecured Construction BG Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMEC0006 SMEC Non-defaulted Unsecured Other BG Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMEC0007 SMEC Non-defaulted Unsecured BG Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMEC0008 SMEC Non-Defaulted BG Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMEC0009 SMEC Non-defaulted Secured BG Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable BGSMER0001 SMER Non-defaulted Secured Construction BG Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMER0002 SMER Non-defaulted Secured Other BG Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMER0003 SMER Non-defaulted Secured BG Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable BGSMER0004 SMER Defaulted BG Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMER0005 SMER Non-defaulted Unsecured Construction BG Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMER0006 SMER Non-defaulted Unsecured Other BG Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMER0007 SMER Non-defaulted Unsecured BG Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMER0008 SMER Non-Defaulted BG Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMER0009 SMER Non-defaulted Secured BG Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable CORP0007 CORP Non-Defaulted Not applicable Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CYCORP0001 CORP Non-defaulted Secured Construction CY Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CYCORP0002 CORP Non-defaulted Secured Other CY Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CYCORP0003 CORP Non-defaulted Secured CY Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable CYCORP0004 CORP Defaulted CY Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CYCORP0005 CORP Non-defaulted Unsecured Construction CY Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CYCORP0006 CORP Non-defaulted Unsecured Other CY Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CYCORP0007 CORP Non-Defaulted CY Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CYCORP0008 CORP Non-defaulted Secured CY Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable CYCORP0009 CORP Non-defaulted Unsecured CY Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CYMORT0001 Mortgages Non-defaulted ILTV <=25 % CY Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % CYMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % CY Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % CYMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % CY Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % CYMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % CY Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % CYMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % CY Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % CYMORT0006 Mortgages Non-defaulted ILTV >125 % CY Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % CYMORT0007 Mortgages Non-defaulted funded CRM CY Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable CYMORT0008 Mortgages Non-defaulted Unfunded CRM CY Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable CYMORT0009 Mortgages Defaulted CY Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable CYMORT0010 Mortgages Non-defaulted CY Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable CYSMEC0001 SMEC Non-defaulted Secured Construction CY Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMEC0002 SMEC Non-defaulted Secured Other CY Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMEC0003 SMEC Non-defaulted Secured CY Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable CYSMEC0004 SMEC Defaulted CY Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMEC0005 SMEC Non-defaulted Unsecured Construction CY Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMEC0006 SMEC Non-defaulted Unsecured Other CY Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMEC0007 SMEC Non-defaulted Unsecured CY Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMEC0008 SMEC Non-Defaulted CY Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMEC0009 SMEC Non-defaulted Secured CY Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable CYSMER0001 SMER Non-defaulted Secured Construction CY Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMER0002 SMER Non-defaulted Secured Other CY Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMER0003 SMER Non-defaulted Secured CY Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable CYSMER0004 SMER Defaulted CY Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMER0005 SMER Non-defaulted Unsecured Construction CY Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMER0006 SMER Non-defaulted Unsecured Other CY Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMER0007 SMER Non-defaulted Unsecured CY Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMER0008 SMER Non-Defaulted CY Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMER0009 SMER Non-defaulted Secured CY Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable CZCORP0001 CORP Non-defaulted Secured Construction CZ Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CZCORP0002 CORP Non-defaulted Secured Other CZ Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CZCORP0003 CORP Non-defaulted Secured CZ Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable CZCORP0004 CORP Defaulted CZ Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CZCORP0005 CORP Non-defaulted Unsecured Construction CZ Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CZCORP0006 CORP Non-defaulted Unsecured Other CZ Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CZCORP0007 CORP Non-Defaulted CZ Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CZCORP0008 CORP Non-defaulted Secured CZ Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable CZCORP0009 CORP Non-defaulted Unsecured CZ Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CZMORT0001 Mortgages Non-defaulted ILTV <=25 % CZ Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % CZMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % CZ Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % CZMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % CZ Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % CZMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % CZ Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % CZMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % CZ Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % CZMORT0006 Mortgages Non-defaulted ILTV >125 % CZ Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % CZMORT0007 Mortgages Non-defaulted funded CRM CZ Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable CZMORT0008 Mortgages Non-defaulted Unfunded CRM CZ Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable CZMORT0009 Mortgages Defaulted CZ Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable CZMORT0010 Mortgages Non-defaulted CZ Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable CZSMEC0001 SMEC Non-defaulted Secured Construction CZ Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMEC0002 SMEC Non-defaulted Secured Other CZ Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMEC0003 SMEC Non-defaulted Secured CZ Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable CZSMEC0004 SMEC Defaulted CZ Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMEC0005 SMEC Non-defaulted Unsecured Construction CZ Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMEC0006 SMEC Non-defaulted Unsecured Other CZ Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMEC0007 SMEC Non-defaulted Unsecured CZ Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMEC0008 SMEC Non-Defaulted CZ Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMEC0009 SMEC Non-defaulted Secured CZ Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable CZSMER0001 SMER Non-defaulted Secured Construction CZ Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMER0002 SMER Non-defaulted Secured Other CZ Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMER0003 SMER Non-defaulted Secured CZ Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable CZSMER0004 SMER Defaulted CZ Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMER0005 SMER Non-defaulted Unsecured Construction CZ Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMER0006 SMER Non-defaulted Unsecured Other CZ Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMER0007 SMER Non-defaulted Unsecured CZ Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMER0008 SMER Non-Defaulted CZ Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMER0009 SMER Non-defaulted Secured CZ Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable DECORP0001 CORP Non-defaulted Secured Construction DE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DECORP0002 CORP Non-defaulted Secured Other DE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DECORP0003 CORP Non-defaulted Secured DE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable DECORP0004 CORP Defaulted DE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DECORP0005 CORP Non-defaulted Unsecured Construction DE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DECORP0006 CORP Non-defaulted Unsecured Other DE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DECORP0007 CORP Non-Defaulted DE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DECORP0008 CORP Non-defaulted Secured DE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable DECORP0009 CORP Non-defaulted Unsecured DE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DEMORT0001 Mortgages Non-defaulted ILTV <=25 % DE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % DEMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % DE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % DEMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % DE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % DEMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % DE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % DEMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % DE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % DEMORT0006 Mortgages Non-defaulted ILTV >125 % DE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % DEMORT0007 Mortgages Non-defaulted funded CRM DE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable DEMORT0008 Mortgages Non-defaulted Unfunded CRM DE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable DEMORT0009 Mortgages Defaulted DE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable DEMORT0010 Mortgages Non-defaulted DE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable DESMEC0001 SMEC Non-defaulted Secured Construction DE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMEC0002 SMEC Non-defaulted Secured Other DE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMEC0003 SMEC Non-defaulted Secured DE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable DESMEC0004 SMEC Defaulted DE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMEC0005 SMEC Non-defaulted Unsecured Construction DE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMEC0006 SMEC Non-defaulted Unsecured Other DE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMEC0007 SMEC Non-defaulted Unsecured DE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMEC0008 SMEC Non-Defaulted DE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMEC0009 SMEC Non-defaulted Secured DE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable DESMER0001 SMER Non-defaulted Secured Construction DE Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMER0002 SMER Non-defaulted Secured Other DE Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMER0003 SMER Non-defaulted Secured DE Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable DESMER0004 SMER Defaulted DE Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMER0005 SMER Non-defaulted Unsecured Construction DE Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMER0006 SMER Non-defaulted Unsecured Other DE Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMER0007 SMER Non-defaulted Unsecured DE Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMER0008 SMER Non-Defaulted DE Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMER0009 SMER Non-defaulted Secured DE Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable DKCORP0001 CORP Non-defaulted Secured Construction DK Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DKCORP0002 CORP Non-defaulted Secured Other DK Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DKCORP0003 CORP Non-defaulted Secured DK Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable DKCORP0004 CORP Defaulted DK Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DKCORP0005 CORP Non-defaulted Unsecured Construction DK Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DKCORP0006 CORP Non-defaulted Unsecured Other DK Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DKCORP0007 CORP Non-Defaulted DK Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DKCORP0008 CORP Non-defaulted Secured DK Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable DKCORP0009 CORP Non-defaulted Unsecured DK Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DKMORT0001 Mortgages Non-defaulted ILTV <=25 % DK Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % DKMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % DK Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % DKMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % DK Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % DKMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % DK Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % DKMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % DK Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % DKMORT0006 Mortgages Non-defaulted ILTV >125 % DK Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % DKMORT0007 Mortgages Non-defaulted funded CRM DK Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable DKMORT0008 Mortgages Non-defaulted Unfunded CRM DK Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable DKMORT0009 Mortgages Defaulted DK Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable DKMORT0010 Mortgages Non-defaulted DK Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable DKSMEC0001 SMEC Non-defaulted Secured Construction DK Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMEC0002 SMEC Non-defaulted Secured Other DK Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMEC0003 SMEC Non-defaulted Secured DK Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable DKSMEC0004 SMEC Defaulted DK Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMEC0005 SMEC Non-defaulted Unsecured Construction DK Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMEC0006 SMEC Non-defaulted Unsecured Other DK Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMEC0007 SMEC Non-defaulted Unsecured DK Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMEC0008 SMEC Non-Defaulted DK Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMEC0009 SMEC Non-defaulted Secured DK Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable DKSMER0001 SMER Non-defaulted Secured Construction DK Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMER0002 SMER Non-defaulted Secured Other DK Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMER0003 SMER Non-defaulted Secured DK Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable DKSMER0004 SMER Defaulted DK Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMER0005 SMER Non-defaulted Unsecured Construction DK Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMER0006 SMER Non-defaulted Unsecured Other DK Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMER0007 SMER Non-defaulted Unsecured DK Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMER0008 SMER Non-Defaulted DK Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMER0009 SMER Non-defaulted Secured DK Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable EECORP0001 CORP Non-defaulted Secured Construction EE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable EECORP0002 CORP Non-defaulted Secured Other EE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable EECORP0003 CORP Non-defaulted Secured EE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable EECORP0004 CORP Defaulted EE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable EECORP0005 CORP Non-defaulted Unsecured Construction EE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable EECORP0006 CORP Non-defaulted Unsecured Other EE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable EECORP0007 CORP Non-Defaulted EE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable EECORP0008 CORP Non-defaulted Secured EE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable EECORP0009 CORP Non-defaulted Unsecured EE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable EEMORT0001 Mortgages Non-defaulted ILTV <=25 % EE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % EEMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % EE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % EEMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % EE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % EEMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % EE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % EEMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % EE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % EEMORT0006 Mortgages Non-defaulted ILTV >125 % EE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % EEMORT0007 Mortgages Non-defaulted funded CRM EE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable EEMORT0008 Mortgages Non-defaulted Unfunded CRM EE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable EEMORT0009 Mortgages Defaulted EE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable EEMORT0010 Mortgages Non-defaulted EE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable EESMEC0001 SMEC Non-defaulted Secured Construction EE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMEC0002 SMEC Non-defaulted Secured Other EE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMEC0003 SMEC Non-defaulted Secured EE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable EESMEC0004 SMEC Defaulted EE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMEC0005 SMEC Non-defaulted Unsecured Construction EE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMEC0006 SMEC Non-defaulted Unsecured Other EE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMEC0007 SMEC Non-defaulted Unsecured EE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMEC0008 SMEC Non-Defaulted EE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMEC0009 SMEC Non-defaulted Secured EE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable EESMER0001 SMER Non-defaulted Secured Construction EE Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMER0002 SMER Non-defaulted Secured Other EE Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMER0003 SMER Non-defaulted Secured EE Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable EESMER0004 SMER Defaulted EE Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMER0005 SMER Non-defaulted Unsecured Construction EE Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMER0006 SMER Non-defaulted Unsecured Other EE Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMER0007 SMER Non-defaulted Unsecured EE Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMER0008 SMER Non-Defaulted EE Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMER0009 SMER Non-defaulted Secured EE Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ESCORP0001 CORP Non-defaulted Secured Construction ES Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ESCORP0002 CORP Non-defaulted Secured Other ES Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ESCORP0003 CORP Non-defaulted Secured ES Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ESCORP0004 CORP Defaulted ES Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ESCORP0005 CORP Non-defaulted Unsecured Construction ES Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ESCORP0006 CORP Non-defaulted Unsecured Other ES Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ESCORP0007 CORP Non-Defaulted ES Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ESCORP0008 CORP Non-defaulted Secured ES Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ESCORP0009 CORP Non-defaulted Unsecured ES Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ESMORT0001 Mortgages Non-defaulted ILTV <=25 % ES Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % ESMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % ES Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % ESMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % ES Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % ESMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % ES Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % ESMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % ES Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % ESMORT0006 Mortgages Non-defaulted ILTV >125 % ES Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % ESMORT0007 Mortgages Non-defaulted funded CRM ES Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable ESMORT0008 Mortgages Non-defaulted Unfunded CRM ES Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable ESMORT0009 Mortgages Defaulted ES Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable ESMORT0010 Mortgages Non-defaulted ES Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable ESSMEC0001 SMEC Non-defaulted Secured Construction ES Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMEC0002 SMEC Non-defaulted Secured Other ES Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMEC0003 SMEC Non-defaulted Secured ES Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ESSMEC0004 SMEC Defaulted ES Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMEC0005 SMEC Non-defaulted Unsecured Construction ES Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMEC0006 SMEC Non-defaulted Unsecured Other ES Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMEC0007 SMEC Non-defaulted Unsecured ES Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMEC0008 SMEC Non-Defaulted ES Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMEC0009 SMEC Non-defaulted Secured ES Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ESSMER0001 SMER Non-defaulted Secured Construction ES Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMER0002 SMER Non-defaulted Secured Other ES Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMER0003 SMER Non-defaulted Secured ES Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ESSMER0004 SMER Defaulted ES Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMER0005 SMER Non-defaulted Unsecured Construction ES Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMER0006 SMER Non-defaulted Unsecured Other ES Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMER0007 SMER Non-defaulted Unsecured ES Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMER0008 SMER Non-Defaulted ES Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMER0009 SMER Non-defaulted Secured ES Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable FICORP0001 CORP Non-defaulted Secured Construction FI Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FICORP0002 CORP Non-defaulted Secured Other FI Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FICORP0003 CORP Non-defaulted Secured FI Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable FICORP0004 CORP Defaulted FI Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FICORP0005 CORP Non-defaulted Unsecured Construction FI Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FICORP0006 CORP Non-defaulted Unsecured Other FI Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FICORP0007 CORP Non-Defaulted FI Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FICORP0008 CORP Non-defaulted Secured FI Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable FICORP0009 CORP Non-defaulted Unsecured FI Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FIMORT0001 Mortgages Non-defaulted ILTV <=25 % FI Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % FIMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % FI Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % FIMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % FI Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % FIMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % FI Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % FIMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % FI Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % FIMORT0006 Mortgages Non-defaulted ILTV >125 % FI Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % FIMORT0007 Mortgages Non-defaulted funded CRM FI Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable FIMORT0008 Mortgages Non-defaulted Unfunded CRM FI Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable FIMORT0009 Mortgages Defaulted FI Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable FIMORT0010 Mortgages Non-defaulted FI Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable FISMEC0001 SMEC Non-defaulted Secured Construction FI Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMEC0002 SMEC Non-defaulted Secured Other FI Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMEC0003 SMEC Non-defaulted Secured FI Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable FISMEC0004 SMEC Defaulted FI Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMEC0005 SMEC Non-defaulted Unsecured Construction FI Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMEC0006 SMEC Non-defaulted Unsecured Other FI Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMEC0007 SMEC Non-defaulted Unsecured FI Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMEC0008 SMEC Non-Defaulted FI Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMEC0009 SMEC Non-defaulted Secured FI Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable FISMER0001 SMER Non-defaulted Secured Construction FI Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMER0002 SMER Non-defaulted Secured Other FI Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMER0003 SMER Non-defaulted Secured FI Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable FISMER0004 SMER Defaulted FI Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMER0005 SMER Non-defaulted Unsecured Construction FI Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMER0006 SMER Non-defaulted Unsecured Other FI Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMER0007 SMER Non-defaulted Unsecured FI Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMER0008 SMER Non-Defaulted FI Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMER0009 SMER Non-defaulted Secured FI Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable FRCORP0001 CORP Non-defaulted Secured Construction FR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FRCORP0002 CORP Non-defaulted Secured Other FR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FRCORP0003 CORP Non-defaulted Secured FR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable FRCORP0004 CORP Defaulted FR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FRCORP0005 CORP Non-defaulted Unsecured Construction FR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FRCORP0006 CORP Non-defaulted Unsecured Other FR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FRCORP0007 CORP Non-Defaulted FR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FRCORP0008 CORP Non-defaulted Secured FR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable FRCORP0009 CORP Non-defaulted Unsecured FR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FRMORT0001 Mortgages Non-defaulted ILTV <=25 % FR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % FRMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % FR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % FRMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % FR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % FRMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % FR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % FRMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % FR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % FRMORT0006 Mortgages Non-defaulted ILTV >125 % FR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % FRMORT0007 Mortgages Non-defaulted funded CRM FR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable FRMORT0008 Mortgages Non-defaulted Unfunded CRM FR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable FRMORT0009 Mortgages Defaulted FR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable FRMORT0010 Mortgages Non-defaulted FR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable FRSMEC0001 SMEC Non-defaulted Secured Construction FR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMEC0002 SMEC Non-defaulted Secured Other FR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMEC0003 SMEC Non-defaulted Secured FR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable FRSMEC0004 SMEC Defaulted FR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMEC0005 SMEC Non-defaulted Unsecured Construction FR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMEC0006 SMEC Non-defaulted Unsecured Other FR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMEC0007 SMEC Non-defaulted Unsecured FR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMEC0008 SMEC Non-Defaulted FR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMEC0009 SMEC Non-defaulted Secured FR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable FRSMER0001 SMER Non-defaulted Secured Construction FR Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMER0002 SMER Non-defaulted Secured Other FR Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMER0003 SMER Non-defaulted Secured FR Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable FRSMER0004 SMER Defaulted FR Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMER0005 SMER Non-defaulted Unsecured Construction FR Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMER0006 SMER Non-defaulted Unsecured Other FR Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMER0007 SMER Non-defaulted Unsecured FR Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMER0008 SMER Non-Defaulted FR Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMER0009 SMER Non-defaulted Secured FR Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable GBCORP0001 CORP Non-defaulted Secured Construction GB Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GBCORP0002 CORP Non-defaulted Secured Other GB Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GBCORP0003 CORP Non-defaulted Secured GB Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable GBCORP0004 CORP Defaulted GB Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GBCORP0005 CORP Non-defaulted Unsecured Construction GB Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GBCORP0006 CORP Non-defaulted Unsecured Other GB Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GBCORP0007 CORP Non-Defaulted GB Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GBCORP0008 CORP Non-defaulted Secured GB Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable GBCORP0009 CORP Non-defaulted Unsecured GB Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GBMORT0001 Mortgages Non-defaulted ILTV <=25 % GB Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % GBMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % GB Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % GBMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % GB Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % GBMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % GB Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % GBMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % GB Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % GBMORT0006 Mortgages Non-defaulted ILTV >125 % GB Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % GBMORT0007 Mortgages Non-defaulted funded CRM GB Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable GBMORT0008 Mortgages Non-defaulted Unfunded CRM GB Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable GBMORT0009 Mortgages Defaulted GB Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GBMORT0010 Mortgages Non-defaulted GB Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GBSMEC0001 SMEC Non-defaulted Secured Construction GB Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMEC0002 SMEC Non-defaulted Secured Other GB Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMEC0003 SMEC Non-defaulted Secured GB Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable GBSMEC0004 SMEC Defaulted GB Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMEC0005 SMEC Non-defaulted Unsecured Construction GB Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMEC0006 SMEC Non-defaulted Unsecured Other GB Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMEC0007 SMEC Non-defaulted Unsecured GB Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMEC0008 SMEC Non-Defaulted GB Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMEC0009 SMEC Non-defaulted Secured GB Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable GBSMER0001 SMER Non-defaulted Secured Construction GB Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMER0002 SMER Non-defaulted Secured Other GB Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMER0003 SMER Non-defaulted Secured GB Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable GBSMER0004 SMER Defaulted GB Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMER0005 SMER Non-defaulted Unsecured Construction GB Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMER0006 SMER Non-defaulted Unsecured Other GB Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMER0007 SMER Non-defaulted Unsecured GB Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMER0008 SMER Non-Defaulted GB Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMER0009 SMER Non-defaulted Secured GB Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable GRCORP0001 CORP Non-defaulted Secured Construction GR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GRCORP0002 CORP Non-defaulted Secured Other GR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GRCORP0003 CORP Non-defaulted Secured GR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable GRCORP0004 CORP Defaulted GR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GRCORP0005 CORP Non-defaulted Unsecured Construction GR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GRCORP0006 CORP Non-defaulted Unsecured Other GR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GRCORP0007 CORP Non-Defaulted GR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GRCORP0008 CORP Non-defaulted Secured GR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable GRCORP0009 CORP Non-defaulted Unsecured GR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GRMORT0001 Mortgages Non-defaulted ILTV <=25 % GR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % GRMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % GR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % GRMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % GR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % GRMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % GR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % GRMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % GR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % GRMORT0006 Mortgages Non-defaulted ILTV >125 % GR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % GRMORT0007 Mortgages Non-defaulted funded CRM GR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable GRMORT0008 Mortgages Non-defaulted Unfunded CRM GR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable GRMORT0009 Mortgages Defaulted GR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GRMORT0010 Mortgages Non-defaulted GR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GRSMEC0001 SMEC Non-defaulted Secured Construction GR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMEC0002 SMEC Non-defaulted Secured Other GR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMEC0003 SMEC Non-defaulted Secured GR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable GRSMEC0004 SMEC Defaulted GR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMEC0005 SMEC Non-defaulted Unsecured Construction GR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMEC0006 SMEC Non-defaulted Unsecured Other GR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMEC0007 SMEC Non-defaulted Unsecured GR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMEC0008 SMEC Non-Defaulted GR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMEC0009 SMEC Non-defaulted Secured GR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable GRSMER0001 SMER Non-defaulted Secured Construction GR Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMER0002 SMER Non-defaulted Secured Other GR Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMER0003 SMER Non-defaulted Secured GR Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable GRSMER0004 SMER Defaulted GR Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMER0005 SMER Non-defaulted Unsecured Construction GR Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMER0006 SMER Non-defaulted Unsecured Other GR Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMER0007 SMER Non-defaulted Unsecured GR Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMER0008 SMER Non-Defaulted GR Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMER0009 SMER Non-defaulted Secured GR Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable HRCORP0001 CORP Non-defaulted Secured Construction HR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HRCORP0002 CORP Non-defaulted Secured Other HR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HRCORP0003 CORP Non-defaulted Secured HR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable HRCORP0004 CORP Defaulted HR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HRCORP0005 CORP Non-defaulted Unsecured Construction HR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HRCORP0006 CORP Non-defaulted Unsecured Other HR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HRCORP0007 CORP Non-Defaulted HR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HRCORP0008 CORP Non-defaulted Secured HR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable HRCORP0009 CORP Non-defaulted Unsecured HR Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HRMORT0001 Mortgages Non-defaulted ILTV <=25 % HR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % HRMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % HR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % HRMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % HR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % HRMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % HR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % HRMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % HR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % HRMORT0006 Mortgages Non-defaulted ILTV >125 % HR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % HRMORT0007 Mortgages Non-defaulted funded CRM HR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable HRMORT0008 Mortgages Non-defaulted Unfunded CRM HR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable HRMORT0009 Mortgages Defaulted HR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable HRMORT0010 Mortgages Non-defaulted HR Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable HRSMEC0001 SMEC Non-defaulted Secured Construction HR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMEC0002 SMEC Non-defaulted Secured Other HR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMEC0003 SMEC Non-defaulted Secured HR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable HRSMEC0004 SMEC Defaulted HR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMEC0005 SMEC Non-defaulted Unsecured Construction HR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMEC0006 SMEC Non-defaulted Unsecured Other HR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMEC0007 SMEC Non-defaulted Unsecured HR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMEC0008 SMEC Non-Defaulted HR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMEC0009 SMEC Non-defaulted Secured HR Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable HRSMER0001 SMER Non-defaulted Secured Construction HR Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMER0002 SMER Non-defaulted Secured Other HR Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMER0003 SMER Non-defaulted Secured HR Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable HRSMER0004 SMER Defaulted HR Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMER0005 SMER Non-defaulted Unsecured Construction HR Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMER0006 SMER Non-defaulted Unsecured Other HR Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMER0007 SMER Non-defaulted Unsecured HR Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMER0008 SMER Non-Defaulted HR Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMER0009 SMER Non-defaulted Secured HR Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable HUCORP0001 CORP Non-defaulted Secured Construction HU Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HUCORP0002 CORP Non-defaulted Secured Other HU Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HUCORP0003 CORP Non-defaulted Secured HU Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable HUCORP0004 CORP Defaulted HU Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HUCORP0005 CORP Non-defaulted Unsecured Construction HU Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HUCORP0006 CORP Non-defaulted Unsecured Other HU Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HUCORP0007 CORP Non-Defaulted HU Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HUCORP0008 CORP Non-defaulted Secured HU Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable HUCORP0009 CORP Non-defaulted Unsecured HU Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HUMORT0001 Mortgages Non-defaulted ILTV <=25 % HU Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % HUMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % HU Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % HUMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % HU Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % HUMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % HU Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % HUMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % HU Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % HUMORT0006 Mortgages Non-defaulted ILTV >125 % HU Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % HUMORT0007 Mortgages Non-defaulted funded CRM HU Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable HUMORT0008 Mortgages Non-defaulted Unfunded CRM HU Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable HUMORT0009 Mortgages Defaulted HU Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable HUMORT0010 Mortgages Non-defaulted HU Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable HUSMEC0001 SMEC Non-defaulted Secured Construction HU Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMEC0002 SMEC Non-defaulted Secured Other HU Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMEC0003 SMEC Non-defaulted Secured HU Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable HUSMEC0004 SMEC Defaulted HU Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMEC0005 SMEC Non-defaulted Unsecured Construction HU Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMEC0006 SMEC Non-defaulted Unsecured Other HU Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMEC0007 SMEC Non-defaulted Unsecured HU Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMEC0008 SMEC Non-Defaulted HU Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMEC0009 SMEC Non-defaulted Secured HU Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable HUSMER0001 SMER Non-defaulted Secured Construction HU Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMER0002 SMER Non-defaulted Secured Other HU Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMER0003 SMER Non-defaulted Secured HU Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable HUSMER0004 SMER Defaulted HU Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMER0005 SMER Non-defaulted Unsecured Construction HU Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMER0006 SMER Non-defaulted Unsecured Other HU Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMER0007 SMER Non-defaulted Unsecured HU Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMER0008 SMER Non-Defaulted HU Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMER0009 SMER Non-defaulted Secured HU Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable IECORP0001 CORP Non-defaulted Secured Construction IE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable IECORP0002 CORP Non-defaulted Secured Other IE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable IECORP0003 CORP Non-defaulted Secured IE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable IECORP0004 CORP Defaulted IE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable IECORP0005 CORP Non-defaulted Unsecured Construction IE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable IECORP0006 CORP Non-defaulted Unsecured Other IE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable IECORP0007 CORP Non-Defaulted IE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable IECORP0008 CORP Non-defaulted Secured IE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable IECORP0009 CORP Non-defaulted Unsecured IE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable IEMORT0001 Mortgages Non-defaulted ILTV <=25 % IE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % IEMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % IE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % IEMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % IE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % IEMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % IE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % IEMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % IE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % IEMORT0006 Mortgages Non-defaulted ILTV >125 % IE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % IEMORT0007 Mortgages Non-defaulted funded CRM IE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable IEMORT0008 Mortgages Non-defaulted Unfunded CRM IE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable IEMORT0009 Mortgages Defaulted IE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IEMORT0010 Mortgages Non-defaulted IE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IESMEC0001 SMEC Non-defaulted Secured Construction IE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMEC0002 SMEC Non-defaulted Secured Other IE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMEC0003 SMEC Non-defaulted Secured IE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable IESMEC0004 SMEC Defaulted IE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMEC0005 SMEC Non-defaulted Unsecured Construction IE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMEC0006 SMEC Non-defaulted Unsecured Other IE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMEC0007 SMEC Non-defaulted Unsecured IE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMEC0008 SMEC Non-Defaulted IE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMEC0009 SMEC Non-defaulted Secured IE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable IESMER0001 SMER Non-defaulted Secured Construction IE Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMER0002 SMER Non-defaulted Secured Other IE Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMER0003 SMER Non-defaulted Secured IE Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable IESMER0004 SMER Defaulted IE Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMER0005 SMER Non-defaulted Unsecured Construction IE Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMER0006 SMER Non-defaulted Unsecured Other IE Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMER0007 SMER Non-defaulted Unsecured IE Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMER0008 SMER Non-Defaulted IE Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMER0009 SMER Non-defaulted Secured IE Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ITCORP0001 CORP Non-defaulted Secured Construction IT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ITCORP0002 CORP Non-defaulted Secured Other IT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ITCORP0003 CORP Non-defaulted Secured IT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ITCORP0004 CORP Defaulted IT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ITCORP0005 CORP Non-defaulted Unsecured Construction IT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ITCORP0006 CORP Non-defaulted Unsecured Other IT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ITCORP0007 CORP Non-Defaulted IT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ITCORP0008 CORP Non-defaulted Secured IT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ITCORP0009 CORP Non-defaulted Unsecured IT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ITMORT0001 Mortgages Non-defaulted ILTV <=25 % IT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % ITMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % IT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % ITMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % IT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % ITMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % IT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % ITMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % IT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % ITMORT0006 Mortgages Non-defaulted ILTV >125 % IT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % ITMORT0007 Mortgages Non-defaulted funded CRM IT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable ITMORT0008 Mortgages Non-defaulted Unfunded CRM IT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable ITMORT0009 Mortgages Defaulted IT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable ITMORT0010 Mortgages Non-defaulted IT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable ITSMEC0001 SMEC Non-defaulted Secured Construction IT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMEC0002 SMEC Non-defaulted Secured Other IT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMEC0003 SMEC Non-defaulted Secured IT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ITSMEC0004 SMEC Defaulted IT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMEC0005 SMEC Non-defaulted Unsecured Construction IT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMEC0006 SMEC Non-defaulted Unsecured Other IT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMEC0007 SMEC Non-defaulted Unsecured IT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMEC0008 SMEC Non-Defaulted IT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMEC0009 SMEC Non-defaulted Secured IT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ITSMER0001 SMER Non-defaulted Secured Construction IT Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMER0002 SMER Non-defaulted Secured Other IT Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMER0003 SMER Non-defaulted Secured IT Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ITSMER0004 SMER Defaulted IT Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMER0005 SMER Non-defaulted Unsecured Construction IT Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMER0006 SMER Non-defaulted Unsecured Other IT Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMER0007 SMER Non-defaulted Unsecured IT Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMER0008 SMER Non-Defaulted IT Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMER0009 SMER Non-defaulted Secured IT Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LTCORP0001 CORP Non-defaulted Secured Construction LT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LTCORP0002 CORP Non-defaulted Secured Other LT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LTCORP0003 CORP Non-defaulted Secured LT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LTCORP0004 CORP Defaulted LT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LTCORP0005 CORP Non-defaulted Unsecured Construction LT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LTCORP0006 CORP Non-defaulted Unsecured Other LT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LTCORP0007 CORP Non-Defaulted LT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LTCORP0008 CORP Non-defaulted Secured LT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LTCORP0009 CORP Non-defaulted Unsecured LT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LTMORT0001 Mortgages Non-defaulted ILTV <=25 % LT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % LTMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % LT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % LTMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % LT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % LTMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % LT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % LTMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % LT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % LTMORT0006 Mortgages Non-defaulted ILTV >125 % LT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % LTMORT0007 Mortgages Non-defaulted funded CRM LT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable LTMORT0008 Mortgages Non-defaulted Unfunded CRM LT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable LTMORT0009 Mortgages Defaulted LT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LTMORT0010 Mortgages Non-defaulted LT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LTSMEC0001 SMEC Non-defaulted Secured Construction LT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMEC0002 SMEC Non-defaulted Secured Other LT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMEC0003 SMEC Non-defaulted Secured LT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LTSMEC0004 SMEC Defaulted LT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMEC0005 SMEC Non-defaulted Unsecured Construction LT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMEC0006 SMEC Non-defaulted Unsecured Other LT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMEC0007 SMEC Non-defaulted Unsecured LT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMEC0008 SMEC Non-Defaulted LT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMEC0009 SMEC Non-defaulted Secured LT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LTSMER0001 SMER Non-defaulted Secured Construction LT Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMER0002 SMER Non-defaulted Secured Other LT Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMER0003 SMER Non-defaulted Secured LT Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LTSMER0004 SMER Defaulted LT Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMER0005 SMER Non-defaulted Unsecured Construction LT Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMER0006 SMER Non-defaulted Unsecured Other LT Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMER0007 SMER Non-defaulted Unsecured LT Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMER0008 SMER Non-Defaulted LT Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMER0009 SMER Non-defaulted Secured LT Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LUCORP0001 CORP Non-defaulted Secured Construction LU Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LUCORP0002 CORP Non-defaulted Secured Other LU Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LUCORP0003 CORP Non-defaulted Secured LU Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LUCORP0004 CORP Defaulted LU Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LUCORP0005 CORP Non-defaulted Unsecured Construction LU Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LUCORP0006 CORP Non-defaulted Unsecured Other LU Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LUCORP0007 CORP Non-Defaulted LU Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LUCORP0008 CORP Non-defaulted Secured LU Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LUCORP0009 CORP Non-defaulted Unsecured LU Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LUMORT0001 Mortgages Non-defaulted ILTV <=25 % LU Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % LUMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % LU Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % LUMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % LU Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % LUMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % LU Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % LUMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % LU Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % LUMORT0006 Mortgages Non-defaulted ILTV >125 % LU Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % LUMORT0007 Mortgages Non-defaulted funded CRM LU Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable LUMORT0008 Mortgages Non-defaulted Unfunded CRM LU Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable LUMORT0009 Mortgages Defaulted LU Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LUMORT0010 Mortgages Non-defaulted LU Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LUSMEC0001 SMEC Non-defaulted Secured Construction LU Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMEC0002 SMEC Non-defaulted Secured Other LU Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMEC0003 SMEC Non-defaulted Secured LU Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LUSMEC0004 SMEC Defaulted LU Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMEC0005 SMEC Non-defaulted Unsecured Construction LU Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMEC0006 SMEC Non-defaulted Unsecured Other LU Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMEC0007 SMEC Non-defaulted Unsecured LU Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMEC0008 SMEC Non-Defaulted LU Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMEC0009 SMEC Non-defaulted Secured LU Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LUSMER0001 SMER Non-defaulted Secured Construction LU Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMER0002 SMER Non-defaulted Secured Other LU Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMER0003 SMER Non-defaulted Secured LU Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LUSMER0004 SMER Defaulted LU Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMER0005 SMER Non-defaulted Unsecured Construction LU Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMER0006 SMER Non-defaulted Unsecured Other LU Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMER0007 SMER Non-defaulted Unsecured LU Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMER0008 SMER Non-Defaulted LU Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMER0009 SMER Non-defaulted Secured LU Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LVCORP0001 CORP Non-defaulted Secured Construction LV Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LVCORP0002 CORP Non-defaulted Secured Other LV Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LVCORP0003 CORP Non-defaulted Secured LV Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LVCORP0004 CORP Defaulted LV Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LVCORP0005 CORP Non-defaulted Unsecured Construction LV Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LVCORP0006 CORP Non-defaulted Unsecured Other LV Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LVCORP0007 CORP Non-Defaulted LV Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LVCORP0008 CORP Non-defaulted Secured LV Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LVCORP0009 CORP Non-defaulted Unsecured LV Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LVMORT0001 Mortgages Non-defaulted ILTV <=25 % LV Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % LVMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % LV Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % LVMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % LV Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % LVMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % LV Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % LVMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % LV Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % LVMORT0006 Mortgages Non-defaulted ILTV >125 % LV Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % LVMORT0007 Mortgages Non-defaulted funded CRM LV Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable LVMORT0008 Mortgages Non-defaulted Unfunded CRM LV Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable LVMORT0009 Mortgages Defaulted LV Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LVMORT0010 Mortgages Non-defaulted LV Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LVSMEC0001 SMEC Non-defaulted Secured Construction LV Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMEC0002 SMEC Non-defaulted Secured Other LV Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMEC0003 SMEC Non-defaulted Secured LV Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LVSMEC0004 SMEC Defaulted LV Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMEC0005 SMEC Non-defaulted Unsecured Construction LV Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMEC0006 SMEC Non-defaulted Unsecured Other LV Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMEC0007 SMEC Non-defaulted Unsecured LV Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMEC0008 SMEC Non-Defaulted LV Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMEC0009 SMEC Non-defaulted Secured LV Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LVSMER0001 SMER Non-defaulted Secured Construction LV Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMER0002 SMER Non-defaulted Secured Other LV Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMER0003 SMER Non-defaulted Secured LV Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LVSMER0004 SMER Defaulted LV Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMER0005 SMER Non-defaulted Unsecured Construction LV Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMER0006 SMER Non-defaulted Unsecured Other LV Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMER0007 SMER Non-defaulted Unsecured LV Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMER0008 SMER Non-Defaulted LV Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMER0009 SMER Non-defaulted Secured LV Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable MORT0010 Mortgages Non-defaulted Not applicable Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable MTCORP0001 CORP Non-defaulted Secured Construction MT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable MTCORP0002 CORP Non-defaulted Secured Other MT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable MTCORP0003 CORP Non-defaulted Secured MT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable MTCORP0004 CORP Defaulted MT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable MTCORP0005 CORP Non-defaulted Unsecured Construction MT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable MTCORP0006 CORP Non-defaulted Unsecured Other MT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable MTCORP0007 CORP Non-Defaulted MT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable MTCORP0008 CORP Non-defaulted Secured MT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable MTCORP0009 CORP Non-defaulted Unsecured MT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable MTMORT0001 Mortgages Non-defaulted ILTV <=25 % MT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % MTMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % MT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % MTMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % MT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % MTMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % MT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % MTMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % MT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % MTMORT0006 Mortgages Non-defaulted ILTV >125 % MT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % MTMORT0007 Mortgages Non-defaulted funded CRM MT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable MTMORT0008 Mortgages Non-defaulted Unfunded CRM MT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable MTMORT0009 Mortgages Defaulted MT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable MTMORT0010 Mortgages Non-defaulted MT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable MTSMEC0001 SMEC Non-defaulted Secured Construction MT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMEC0002 SMEC Non-defaulted Secured Other MT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMEC0003 SMEC Non-defaulted Secured MT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable MTSMEC0004 SMEC Defaulted MT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMEC0005 SMEC Non-defaulted Unsecured Construction MT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMEC0006 SMEC Non-defaulted Unsecured Other MT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMEC0007 SMEC Non-defaulted Unsecured MT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMEC0008 SMEC Non-Defaulted MT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMEC0009 SMEC Non-defaulted Secured MT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable MTSMER0001 SMER Non-defaulted Secured Construction MT Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMER0002 SMER Non-defaulted Secured Other MT Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMER0003 SMER Non-defaulted Secured MT Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable MTSMER0004 SMER Defaulted MT Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMER0005 SMER Non-defaulted Unsecured Construction MT Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMER0006 SMER Non-defaulted Unsecured Other MT Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMER0007 SMER Non-defaulted Unsecured MT Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMER0008 SMER Non-Defaulted MT Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMER0009 SMER Non-defaulted Secured MT Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable NLCORP0001 CORP Non-defaulted Secured Construction NL Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NLCORP0002 CORP Non-defaulted Secured Other NL Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NLCORP0003 CORP Non-defaulted Secured NL Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable NLCORP0004 CORP Defaulted NL Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NLCORP0005 CORP Non-defaulted Unsecured Construction NL Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NLCORP0006 CORP Non-defaulted Unsecured Other NL Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NLCORP0007 CORP Non-Defaulted NL Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NLCORP0008 CORP Non-defaulted Secured NL Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable NLCORP0009 CORP Non-defaulted Unsecured NL Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NLMORT0001 Mortgages Non-defaulted ILTV <=25 % NL Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % NLMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % NL Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % NLMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % NL Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % NLMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % NL Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % NLMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % NL Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % NLMORT0006 Mortgages Non-defaulted ILTV >125 % NL Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % NLMORT0007 Mortgages Non-defaulted funded CRM NL Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable NLMORT0008 Mortgages Non-defaulted Unfunded CRM NL Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable NLMORT0009 Mortgages Defaulted NL Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable NLMORT0010 Mortgages Non-defaulted NL Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable NLSMEC0001 SMEC Non-defaulted Secured Construction NL Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMEC0002 SMEC Non-defaulted Secured Other NL Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMEC0003 SMEC Non-defaulted Secured NL Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable NLSMEC0004 SMEC Defaulted NL Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMEC0005 SMEC Non-defaulted Unsecured Construction NL Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMEC0006 SMEC Non-defaulted Unsecured Other NL Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMEC0007 SMEC Non-defaulted Unsecured NL Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMEC0008 SMEC Non-Defaulted NL Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMEC0009 SMEC Non-defaulted Secured NL Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable NLSMER0001 SMER Non-defaulted Secured Construction NL Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMER0002 SMER Non-defaulted Secured Other NL Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMER0003 SMER Non-defaulted Secured NL Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable NLSMER0004 SMER Defaulted NL Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMER0005 SMER Non-defaulted Unsecured Construction NL Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMER0006 SMER Non-defaulted Unsecured Other NL Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMER0007 SMER Non-defaulted Unsecured NL Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMER0008 SMER Non-Defaulted NL Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMER0009 SMER Non-defaulted Secured NL Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable NOCORP0001 CORP Non-defaulted Secured Construction NO Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NOCORP0002 CORP Non-defaulted Secured Other NO Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NOCORP0003 CORP Non-defaulted Secured NO Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable NOCORP0004 CORP Defaulted NO Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NOCORP0005 CORP Non-defaulted Unsecured Construction NO Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NOCORP0006 CORP Non-defaulted Unsecured Other NO Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NOCORP0007 CORP Non-Defaulted NO Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NOCORP0008 CORP Non-defaulted Secured NO Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable NOCORP0009 CORP Non-defaulted Unsecured NO Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NOMORT0001 Mortgages Non-defaulted ILTV <=25 % NO Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % NOMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % NO Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % NOMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % NO Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % NOMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % NO Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % NOMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % NO Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % NOMORT0006 Mortgages Non-defaulted ILTV >125 % NO Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % NOMORT0007 Mortgages Non-defaulted funded CRM NO Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable NOMORT0008 Mortgages Non-defaulted Unfunded CRM NO Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable NOMORT0009 Mortgages Defaulted NO Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable NOMORT0010 Mortgages Non-defaulted NO Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable NOSMEC0001 SMEC Non-defaulted Secured Construction NO Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMEC0002 SMEC Non-defaulted Secured Other NO Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMEC0003 SMEC Non-defaulted Secured NO Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable NOSMEC0004 SMEC Defaulted NO Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMEC0005 SMEC Non-defaulted Unsecured Construction NO Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMEC0006 SMEC Non-defaulted Unsecured Other NO Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMEC0007 SMEC Non-defaulted Unsecured NO Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMEC0008 SMEC Non-Defaulted NO Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMEC0009 SMEC Non-defaulted Secured NO Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable NOSMER0001 SMER Non-defaulted Secured Construction NO Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMER0002 SMER Non-defaulted Secured Other NO Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMER0003 SMER Non-defaulted Secured NO Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable NOSMER0004 SMER Defaulted NO Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMER0005 SMER Non-defaulted Unsecured Construction NO Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMER0006 SMER Non-defaulted Unsecured Other NO Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMER0007 SMER Non-defaulted Unsecured NO Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMER0008 SMER Non-Defaulted NO Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMER0009 SMER Non-defaulted Secured NO Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable PLCORP0001 CORP Non-defaulted Secured Construction PL Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PLCORP0002 CORP Non-defaulted Secured Other PL Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PLCORP0003 CORP Non-defaulted Secured PL Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable PLCORP0004 CORP Defaulted PL Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PLCORP0005 CORP Non-defaulted Unsecured Construction PL Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PLCORP0006 CORP Non-defaulted Unsecured Other PL Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PLCORP0007 CORP Non-Defaulted PL Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PLCORP0008 CORP Non-defaulted Secured PL Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable PLCORP0009 CORP Non-defaulted Unsecured PL Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PLMORT0001 Mortgages Non-defaulted ILTV <=25 % PL Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % PLMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % PL Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % PLMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % PL Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % PLMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % PL Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % PLMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % PL Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % PLMORT0006 Mortgages Non-defaulted ILTV >125 % PL Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % PLMORT0007 Mortgages Non-defaulted funded CRM PL Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable PLMORT0008 Mortgages Non-defaulted Unfunded CRM PL Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable PLMORT0009 Mortgages Defaulted PL Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable PLMORT0010 Mortgages Non-defaulted PL Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable PLSMEC0001 SMEC Non-defaulted Secured Construction PL Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMEC0002 SMEC Non-defaulted Secured Other PL Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMEC0003 SMEC Non-defaulted Secured PL Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable PLSMEC0004 SMEC Defaulted PL Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMEC0005 SMEC Non-defaulted Unsecured Construction PL Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMEC0006 SMEC Non-defaulted Unsecured Other PL Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMEC0007 SMEC Non-defaulted Unsecured PL Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMEC0008 SMEC Non-Defaulted PL Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMEC0009 SMEC Non-defaulted Secured PL Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable PLSMER0001 SMER Non-defaulted Secured Construction PL Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMER0002 SMER Non-defaulted Secured Other PL Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMER0003 SMER Non-defaulted Secured PL Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable PLSMER0004 SMER Defaulted PL Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMER0005 SMER Non-defaulted Unsecured Construction PL Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMER0006 SMER Non-defaulted Unsecured Other PL Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMER0007 SMER Non-defaulted Unsecured PL Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMER0008 SMER Non-Defaulted PL Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMER0009 SMER Non-defaulted Secured PL Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable PTCORP0001 CORP Non-defaulted Secured Construction PT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PTCORP0002 CORP Non-defaulted Secured Other PT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PTCORP0003 CORP Non-defaulted Secured PT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable PTCORP0004 CORP Defaulted PT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PTCORP0005 CORP Non-defaulted Unsecured Construction PT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PTCORP0006 CORP Non-defaulted Unsecured Other PT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PTCORP0007 CORP Non-Defaulted PT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PTCORP0008 CORP Non-defaulted Secured PT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable PTCORP0009 CORP Non-defaulted Unsecured PT Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PTMORT0001 Mortgages Non-defaulted ILTV <=25 % PT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % PTMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % PT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % PTMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % PT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % PTMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % PT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % PTMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % PT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % PTMORT0006 Mortgages Non-defaulted ILTV >125 % PT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % PTMORT0007 Mortgages Non-defaulted funded CRM PT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable PTMORT0008 Mortgages Non-defaulted Unfunded CRM PT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable PTMORT0009 Mortgages Defaulted PT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable PTMORT0010 Mortgages Non-defaulted PT Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable PTSMEC0001 SMEC Non-defaulted Secured Construction PT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMEC0002 SMEC Non-defaulted Secured Other PT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMEC0003 SMEC Non-defaulted Secured PT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable PTSMEC0004 SMEC Defaulted PT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMEC0005 SMEC Non-defaulted Unsecured Construction PT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMEC0006 SMEC Non-defaulted Unsecured Other PT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMEC0007 SMEC Non-defaulted Unsecured PT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMEC0008 SMEC Non-Defaulted PT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMEC0009 SMEC Non-defaulted Secured PT Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable PTSMER0001 SMER Non-defaulted Secured Construction PT Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMER0002 SMER Non-defaulted Secured Other PT Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMER0003 SMER Non-defaulted Secured PT Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable PTSMER0004 SMER Defaulted PT Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMER0005 SMER Non-defaulted Unsecured Construction PT Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMER0006 SMER Non-defaulted Unsecured Other PT Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMER0007 SMER Non-defaulted Unsecured PT Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMER0008 SMER Non-Defaulted PT Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMER0009 SMER Non-defaulted Secured PT Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ROCORP0001 CORP Non-defaulted Secured Construction RO Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ROCORP0002 CORP Non-defaulted Secured Other RO Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ROCORP0003 CORP Non-defaulted Secured RO Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ROCORP0004 CORP Defaulted RO Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ROCORP0005 CORP Non-defaulted Unsecured Construction RO Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ROCORP0006 CORP Non-defaulted Unsecured Other RO Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ROCORP0007 CORP Non-Defaulted RO Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ROCORP0008 CORP Non-defaulted Secured RO Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ROCORP0009 CORP Non-defaulted Unsecured RO Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ROMORT0001 Mortgages Non-defaulted ILTV <=25 % RO Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % ROMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % RO Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % ROMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % RO Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % ROMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % RO Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % ROMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % RO Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % ROMORT0006 Mortgages Non-defaulted ILTV >125 % RO Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % ROMORT0007 Mortgages Non-defaulted funded CRM RO Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable ROMORT0008 Mortgages Non-defaulted Unfunded CRM RO Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable ROMORT0009 Mortgages Defaulted RO Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable ROMORT0010 Mortgages Non-defaulted RO Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable ROSMEC0001 SMEC Non-defaulted Secured Construction RO Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMEC0002 SMEC Non-defaulted Secured Other RO Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMEC0003 SMEC Non-defaulted Secured RO Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ROSMEC0004 SMEC Defaulted RO Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMEC0005 SMEC Non-defaulted Unsecured Construction RO Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMEC0006 SMEC Non-defaulted Unsecured Other RO Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMEC0007 SMEC Non-defaulted Unsecured RO Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMEC0008 SMEC Non-Defaulted RO Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMEC0009 SMEC Non-defaulted Secured RO Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ROSMER0001 SMER Non-defaulted Secured Construction RO Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMER0002 SMER Non-defaulted Secured Other RO Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMER0003 SMER Non-defaulted Secured RO Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ROSMER0004 SMER Defaulted RO Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMER0005 SMER Non-defaulted Unsecured Construction RO Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMER0006 SMER Non-defaulted Unsecured Other RO Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMER0007 SMER Non-defaulted Unsecured RO Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMER0008 SMER Non-Defaulted RO Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMER0009 SMER Non-defaulted Secured RO Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SECORP0001 CORP Non-defaulted Secured Construction SE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SECORP0002 CORP Non-defaulted Secured Other SE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SECORP0003 CORP Non-defaulted Secured SE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SECORP0004 CORP Defaulted SE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SECORP0005 CORP Non-defaulted Unsecured Construction SE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SECORP0006 CORP Non-defaulted Unsecured Other SE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SECORP0007 CORP Non-Defaulted SE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SECORP0008 CORP Non-defaulted Secured SE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SECORP0009 CORP Non-defaulted Unsecured SE Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SEMORT0001 Mortgages Non-defaulted ILTV <=25 % SE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % SEMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % SE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % SEMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % SE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % SEMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % SE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % SEMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % SE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % SEMORT0006 Mortgages Non-defaulted ILTV >125 % SE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % SEMORT0007 Mortgages Non-defaulted funded CRM SE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable SEMORT0008 Mortgages Non-defaulted Unfunded CRM SE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable SEMORT0009 Mortgages Defaulted SE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable SEMORT0010 Mortgages Non-defaulted SE Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable SESMEC0001 SMEC Non-defaulted Secured Construction SE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMEC0002 SMEC Non-defaulted Secured Other SE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMEC0003 SMEC Non-defaulted Secured SE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SESMEC0004 SMEC Defaulted SE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMEC0005 SMEC Non-defaulted Unsecured Construction SE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMEC0006 SMEC Non-defaulted Unsecured Other SE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMEC0007 SMEC Non-defaulted Unsecured SE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMEC0008 SMEC Non-Defaulted SE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMEC0009 SMEC Non-defaulted Secured SE Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SESMER0001 SMER Non-defaulted Secured Construction SE Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMER0002 SMER Non-defaulted Secured Other SE Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMER0003 SMER Non-defaulted Secured SE Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SESMER0004 SMER Defaulted SE Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMER0005 SMER Non-defaulted Unsecured Construction SE Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMER0006 SMER Non-defaulted Unsecured Other SE Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMER0007 SMER Non-defaulted Unsecured SE Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMER0008 SMER Non-Defaulted SE Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMER0009 SMER Non-defaulted Secured SE Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SICORP0001 CORP Non-defaulted Secured Construction SI Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SICORP0002 CORP Non-defaulted Secured Other SI Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SICORP0003 CORP Non-defaulted Secured SI Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SICORP0004 CORP Defaulted SI Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SICORP0005 CORP Non-defaulted Unsecured Construction SI Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SICORP0006 CORP Non-defaulted Unsecured Other SI Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SICORP0007 CORP Non-Defaulted SI Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SICORP0008 CORP Non-defaulted Secured SI Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SICORP0009 CORP Non-defaulted Unsecured SI Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SIMORT0001 Mortgages Non-defaulted ILTV <=25 % SI Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % SIMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % SI Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % SIMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % SI Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % SIMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % SI Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % SIMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % SI Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % SIMORT0006 Mortgages Non-defaulted ILTV >125 % SI Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % SIMORT0007 Mortgages Non-defaulted funded CRM SI Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable SIMORT0008 Mortgages Non-defaulted Unfunded CRM SI Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable SIMORT0009 Mortgages Defaulted SI Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable SIMORT0010 Mortgages Non-defaulted SI Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable SISMEC0001 SMEC Non-defaulted Secured Construction SI Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMEC0002 SMEC Non-defaulted Secured Other SI Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMEC0003 SMEC Non-defaulted Secured SI Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SISMEC0004 SMEC Defaulted SI Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMEC0005 SMEC Non-defaulted Unsecured Construction SI Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMEC0006 SMEC Non-defaulted Unsecured Other SI Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMEC0007 SMEC Non-defaulted Unsecured SI Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMEC0008 SMEC Non-Defaulted SI Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMEC0009 SMEC Non-defaulted Secured SI Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SISMER0001 SMER Non-defaulted Secured Construction SI Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMER0002 SMER Non-defaulted Secured Other SI Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMER0003 SMER Non-defaulted Secured SI Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SISMER0004 SMER Defaulted SI Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMER0005 SMER Non-defaulted Unsecured Construction SI Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMER0006 SMER Non-defaulted Unsecured Other SI Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMER0007 SMER Non-defaulted Unsecured SI Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMER0008 SMER Non-Defaulted SI Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMER0009 SMER Non-defaulted Secured SI Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SKCORP0001 CORP Non-defaulted Secured Construction SK Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SKCORP0002 CORP Non-defaulted Secured Other SK Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SKCORP0003 CORP Non-defaulted Secured SK Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SKCORP0004 CORP Defaulted SK Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SKCORP0005 CORP Non-defaulted Unsecured Construction SK Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SKCORP0006 CORP Non-defaulted Unsecured Other SK Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SKCORP0007 CORP Non-Defaulted SK Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SKCORP0008 CORP Non-defaulted Secured SK Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SKCORP0009 CORP Non-defaulted Unsecured SK Corporates — Other Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SKMORT0001 Mortgages Non-defaulted ILTV <=25 % SK Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % SKMORT0002 Mortgages Non-defaulted ILTV >25 %,<=50 % SK Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % SKMORT0003 Mortgages Non-defaulted ILTV >50 %,<=75 % SK Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % SKMORT0004 Mortgages Non-defaulted ILTV >75 %,<=100 % SK Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % SKMORT0005 Mortgages Non-defaulted ILTV >100 %,<=125 % SK Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % SKMORT0006 Mortgages Non-defaulted ILTV >125 % SK Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % SKMORT0007 Mortgages Non-defaulted funded CRM SK Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable SKMORT0008 Mortgages Non-defaulted Unfunded CRM SK Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable SKMORT0009 Mortgages Defaulted SK Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable SKMORT0010 Mortgages Non-defaulted SK Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable SKSMEC0001 SMEC Non-defaulted Secured Construction SK Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMEC0002 SMEC Non-defaulted Secured Other SK Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMEC0003 SMEC Non-defaulted Secured SK Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SKSMEC0004 SMEC Defaulted SK Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMEC0005 SMEC Non-defaulted Unsecured Construction SK Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMEC0006 SMEC Non-defaulted Unsecured Other SK Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMEC0007 SMEC Non-defaulted Unsecured SK Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMEC0008 SMEC Non-Defaulted SK Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMEC0009 SMEC Non-defaulted Secured SK Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SKSMER0001 SMER Non-defaulted Secured Construction SK Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMER0002 SMER Non-defaulted Secured Other SK Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMER0003 SMER Non-defaulted Secured SK Retail — Secured by real estate SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SKSMER0004 SMER Defaulted SK Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMER0005 SMER Non-defaulted Unsecured Construction SK Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMER0006 SMER Non-defaulted Unsecured Other SK Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMER0007 SMER Non-defaulted Unsecured SK Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMER0008 SMER Non-Defaulted SK Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMER0009 SMER Non-defaulted Secured SK Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SMEC0008 SMEC Non-Defaulted Not applicable Corporates — SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SMER0008 SMER Non-Defaulted Not applicable Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CORP0004 CORP Defaulted Not applicable Corporates — Other Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable MORT0009 Mortgages Defaulted Not applicable Retail — Secured by real estate non-SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable SMEC0004 SMEC Defaulted Not applicable Corporates — SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SMER0004 SMER Defaulted Not applicable Retail — Secured by real estate SME; Retail — Other SME Credit risk, Counterparty credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATCORP0001CC CORP Non-defaulted Secured Construction AT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ATCORP0002CC CORP Non-defaulted Secured Other AT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ATCORP0003CC CORP Non-defaulted Secured AT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ATCORP0004CC CORP Defaulted AT Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ATCORP0005CC CORP Non-defaulted Unsecured Construction AT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ATCORP0006CC CORP Non-defaulted Unsecured Other AT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ATCORP0007CC CORP Non-Defaulted AT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ATCORP0008CC CORP Non-defaulted Secured AT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ATCORP0009CC CORP Non-defaulted Unsecured AT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ATMORT0001CC Mortgages Non-defaulted ILTV <=25 % AT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % ATMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % AT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % ATMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % AT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % ATMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % AT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % ATMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % AT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % ATMORT0006CC Mortgages Non-defaulted ILTV >125 % AT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % ATMORT0007CC Mortgages Non-defaulted funded CRM AT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable ATMORT0008CC Mortgages Non-defaulted Unfunded CRM AT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable ATMORT0009CC Mortgages Defaulted AT Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable ATMORT0010CC Mortgages Non-defaulted AT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable ATSMEC0001CC SMEC Non-defaulted Secured Construction AT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMEC0002CC SMEC Non-defaulted Secured Other AT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMEC0003CC SMEC Non-defaulted Secured AT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ATSMEC0004CC SMEC Defaulted AT Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMEC0005CC SMEC Non-defaulted Unsecured Construction AT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMEC0006CC SMEC Non-defaulted Unsecured Other AT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMEC0007CC SMEC Non-defaulted Unsecured AT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMEC0008CC SMEC Non-Defaulted AT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMEC0009CC SMEC Non-defaulted Secured AT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ATSMER0001CC SMER Non-defaulted Secured Construction AT Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMER0002CC SMER Non-defaulted Secured Other AT Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMER0003CC SMER Non-defaulted Secured AT Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ATSMER0004CC SMER Defaulted AT Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMER0005CC SMER Non-defaulted Unsecured Construction AT Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMER0006CC SMER Non-defaulted Unsecured Other AT Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMER0007CC SMER Non-defaulted Unsecured AT Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMER0008CC SMER Non-Defaulted AT Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMER0009CC SMER Non-defaulted Secured AT Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable BECORP0001CC CORP Non-defaulted Secured Construction BE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BECORP0002CC CORP Non-defaulted Secured Other BE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BECORP0003CC CORP Non-defaulted Secured BE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable BECORP0004CC CORP Defaulted BE Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BECORP0005CC CORP Non-defaulted Unsecured Construction BE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BECORP0006CC CORP Non-defaulted Unsecured Other BE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BECORP0007CC CORP Non-Defaulted BE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BECORP0008CC CORP Non-defaulted Secured BE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable BECORP0009CC CORP Non-defaulted Unsecured BE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BEMORT0001CC Mortgages Non-defaulted ILTV <=25 % BE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % BEMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % BE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % BEMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % BE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % BEMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % BE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % BEMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % BE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % BEMORT0006CC Mortgages Non-defaulted ILTV >125 % BE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % BEMORT0007CC Mortgages Non-defaulted funded CRM BE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable BEMORT0008CC Mortgages Non-defaulted Unfunded CRM BE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable BEMORT0009CC Mortgages Defaulted BE Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable BEMORT0010CC Mortgages Non-defaulted BE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable BESMEC0001CC SMEC Non-defaulted Secured Construction BE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMEC0002CC SMEC Non-defaulted Secured Other BE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMEC0003CC SMEC Non-defaulted Secured BE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable BESMEC0004CC SMEC Defaulted BE Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMEC0005CC SMEC Non-defaulted Unsecured Construction BE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMEC0006CC SMEC Non-defaulted Unsecured Other BE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMEC0007CC SMEC Non-defaulted Unsecured BE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMEC0008CC SMEC Non-Defaulted BE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMEC0009CC SMEC Non-defaulted Secured BE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable BESMER0001CC SMER Non-defaulted Secured Construction BE Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMER0002CC SMER Non-defaulted Secured Other BE Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMER0003CC SMER Non-defaulted Secured BE Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable BESMER0004CC SMER Defaulted BE Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMER0005CC SMER Non-defaulted Unsecured Construction BE Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMER0006CC SMER Non-defaulted Unsecured Other BE Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMER0007CC SMER Non-defaulted Unsecured BE Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMER0008CC SMER Non-Defaulted BE Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMER0009CC SMER Non-defaulted Secured BE Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable BGCORP0001CC CORP Non-defaulted Secured Construction BG Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BGCORP0002CC CORP Non-defaulted Secured Other BG Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BGCORP0003CC CORP Non-defaulted Secured BG Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable BGCORP0004CC CORP Defaulted BG Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BGCORP0005CC CORP Non-defaulted Unsecured Construction BG Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BGCORP0006CC CORP Non-defaulted Unsecured Other BG Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BGCORP0007CC CORP Non-Defaulted BG Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BGCORP0008CC CORP Non-defaulted Secured BG Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable BGCORP0009CC CORP Non-defaulted Unsecured BG Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BGMORT0001CC Mortgages Non-defaulted ILTV <=25 % BG Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % BGMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % BG Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % BGMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % BG Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % BGMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % BG Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % BGMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % BG Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % BGMORT0006CC Mortgages Non-defaulted ILTV >125 % BG Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % BGMORT0007CC Mortgages Non-defaulted funded CRM BG Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable BGMORT0008CC Mortgages Non-defaulted Unfunded CRM BG Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable BGMORT0009CC Mortgages Defaulted BG Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable BGMORT0010CC Mortgages Non-defaulted BG Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable BGSMEC0001CC SMEC Non-defaulted Secured Construction BG Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMEC0002CC SMEC Non-defaulted Secured Other BG Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMEC0003CC SMEC Non-defaulted Secured BG Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable BGSMEC0004CC SMEC Defaulted BG Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMEC0005CC SMEC Non-defaulted Unsecured Construction BG Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMEC0006CC SMEC Non-defaulted Unsecured Other BG Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMEC0007CC SMEC Non-defaulted Unsecured BG Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMEC0008CC SMEC Non-Defaulted BG Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMEC0009CC SMEC Non-defaulted Secured BG Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable BGSMER0001CC SMER Non-defaulted Secured Construction BG Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMER0002CC SMER Non-defaulted Secured Other BG Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMER0003CC SMER Non-defaulted Secured BG Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable BGSMER0004CC SMER Defaulted BG Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMER0005CC SMER Non-defaulted Unsecured Construction BG Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMER0006CC SMER Non-defaulted Unsecured Other BG Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMER0007CC SMER Non-defaulted Unsecured BG Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMER0008CC SMER Non-Defaulted BG Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMER0009CC SMER Non-defaulted Secured BG Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable CORP0007CC CORP Non-Defaulted Not applicable Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CYCORP0001CC CORP Non-defaulted Secured Construction CY Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CYCORP0002CC CORP Non-defaulted Secured Other CY Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CYCORP0003CC CORP Non-defaulted Secured CY Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable CYCORP0004CC CORP Defaulted CY Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CYCORP0005CC CORP Non-defaulted Unsecured Construction CY Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CYCORP0006CC CORP Non-defaulted Unsecured Other CY Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CYCORP0007CC CORP Non-Defaulted CY Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CYCORP0008CC CORP Non-defaulted Secured CY Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable CYCORP0009CC CORP Non-defaulted Unsecured CY Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CYMORT0001CC Mortgages Non-defaulted ILTV <=25 % CY Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % CYMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % CY Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % CYMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % CY Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % CYMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % CY Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % CYMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % CY Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % CYMORT0006CC Mortgages Non-defaulted ILTV >125 % CY Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % CYMORT0007CC Mortgages Non-defaulted funded CRM CY Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable CYMORT0008CC Mortgages Non-defaulted Unfunded CRM CY Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable CYMORT0009CC Mortgages Defaulted CY Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable CYMORT0010CC Mortgages Non-defaulted CY Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable CYSMEC0001CC SMEC Non-defaulted Secured Construction CY Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMEC0002CC SMEC Non-defaulted Secured Other CY Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMEC0003CC SMEC Non-defaulted Secured CY Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable CYSMEC0004CC SMEC Defaulted CY Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMEC0005CC SMEC Non-defaulted Unsecured Construction CY Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMEC0006CC SMEC Non-defaulted Unsecured Other CY Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMEC0007CC SMEC Non-defaulted Unsecured CY Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMEC0008CC SMEC Non-Defaulted CY Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMEC0009CC SMEC Non-defaulted Secured CY Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable CYSMER0001CC SMER Non-defaulted Secured Construction CY Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMER0002CC SMER Non-defaulted Secured Other CY Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMER0003CC SMER Non-defaulted Secured CY Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable CYSMER0004CC SMER Defaulted CY Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMER0005CC SMER Non-defaulted Unsecured Construction CY Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMER0006CC SMER Non-defaulted Unsecured Other CY Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMER0007CC SMER Non-defaulted Unsecured CY Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMER0008CC SMER Non-Defaulted CY Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMER0009CC SMER Non-defaulted Secured CY Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable CZCORP0001CC CORP Non-defaulted Secured Construction CZ Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CZCORP0002CC CORP Non-defaulted Secured Other CZ Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CZCORP0003CC CORP Non-defaulted Secured CZ Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable CZCORP0004CC CORP Defaulted CZ Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CZCORP0005CC CORP Non-defaulted Unsecured Construction CZ Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CZCORP0006CC CORP Non-defaulted Unsecured Other CZ Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CZCORP0007CC CORP Non-Defaulted CZ Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CZCORP0008CC CORP Non-defaulted Secured CZ Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable CZCORP0009CC CORP Non-defaulted Unsecured CZ Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CZMORT0001CC Mortgages Non-defaulted ILTV <=25 % CZ Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % CZMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % CZ Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % CZMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % CZ Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % CZMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % CZ Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % CZMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % CZ Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % CZMORT0006CC Mortgages Non-defaulted ILTV >125 % CZ Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % CZMORT0007CC Mortgages Non-defaulted funded CRM CZ Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable CZMORT0008CC Mortgages Non-defaulted Unfunded CRM CZ Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable CZMORT0009CC Mortgages Defaulted CZ Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable CZMORT0010CC Mortgages Non-defaulted CZ Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable CZSMEC0001CC SMEC Non-defaulted Secured Construction CZ Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMEC0002CC SMEC Non-defaulted Secured Other CZ Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMEC0003CC SMEC Non-defaulted Secured CZ Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable CZSMEC0004CC SMEC Defaulted CZ Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMEC0005CC SMEC Non-defaulted Unsecured Construction CZ Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMEC0006CC SMEC Non-defaulted Unsecured Other CZ Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMEC0007CC SMEC Non-defaulted Unsecured CZ Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMEC0008CC SMEC Non-Defaulted CZ Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMEC0009CC SMEC Non-defaulted Secured CZ Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable CZSMER0001CC SMER Non-defaulted Secured Construction CZ Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMER0002CC SMER Non-defaulted Secured Other CZ Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMER0003CC SMER Non-defaulted Secured CZ Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable CZSMER0004CC SMER Defaulted CZ Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMER0005CC SMER Non-defaulted Unsecured Construction CZ Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMER0006CC SMER Non-defaulted Unsecured Other CZ Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMER0007CC SMER Non-defaulted Unsecured CZ Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMER0008CC SMER Non-Defaulted CZ Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMER0009CC SMER Non-defaulted Secured CZ Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable DECORP0001CC CORP Non-defaulted Secured Construction DE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DECORP0002CC CORP Non-defaulted Secured Other DE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DECORP0003CC CORP Non-defaulted Secured DE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable DECORP0004CC CORP Defaulted DE Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DECORP0005CC CORP Non-defaulted Unsecured Construction DE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DECORP0006CC CORP Non-defaulted Unsecured Other DE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DECORP0007CC CORP Non-Defaulted DE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DECORP0008CC CORP Non-defaulted Secured DE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable DECORP0009CC CORP Non-defaulted Unsecured DE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DEMORT0001CC Mortgages Non-defaulted ILTV <=25 % DE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % DEMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % DE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % DEMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % DE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % DEMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % DE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % DEMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % DE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % DEMORT0006CC Mortgages Non-defaulted ILTV >125 % DE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % DEMORT0007CC Mortgages Non-defaulted funded CRM DE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable DEMORT0008CC Mortgages Non-defaulted Unfunded CRM DE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable DEMORT0009CC Mortgages Defaulted DE Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable DEMORT0010CC Mortgages Non-defaulted DE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable DESMEC0001CC SMEC Non-defaulted Secured Construction DE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMEC0002CC SMEC Non-defaulted Secured Other DE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMEC0003CC SMEC Non-defaulted Secured DE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable DESMEC0004CC SMEC Defaulted DE Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMEC0005CC SMEC Non-defaulted Unsecured Construction DE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMEC0006CC SMEC Non-defaulted Unsecured Other DE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMEC0007CC SMEC Non-defaulted Unsecured DE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMEC0008CC SMEC Non-Defaulted DE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMEC0009CC SMEC Non-defaulted Secured DE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable DESMER0001CC SMER Non-defaulted Secured Construction DE Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMER0002CC SMER Non-defaulted Secured Other DE Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMER0003CC SMER Non-defaulted Secured DE Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable DESMER0004CC SMER Defaulted DE Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMER0005CC SMER Non-defaulted Unsecured Construction DE Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMER0006CC SMER Non-defaulted Unsecured Other DE Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMER0007CC SMER Non-defaulted Unsecured DE Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMER0008CC SMER Non-Defaulted DE Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMER0009CC SMER Non-defaulted Secured DE Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable DKCORP0001CC CORP Non-defaulted Secured Construction DK Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DKCORP0002CC CORP Non-defaulted Secured Other DK Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DKCORP0003CC CORP Non-defaulted Secured DK Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable DKCORP0004CC CORP Defaulted DK Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DKCORP0005CC CORP Non-defaulted Unsecured Construction DK Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DKCORP0006CC CORP Non-defaulted Unsecured Other DK Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DKCORP0007CC CORP Non-Defaulted DK Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DKCORP0008CC CORP Non-defaulted Secured DK Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable DKCORP0009CC CORP Non-defaulted Unsecured DK Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DKMORT0001CC Mortgages Non-defaulted ILTV <=25 % DK Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % DKMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % DK Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % DKMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % DK Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % DKMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % DK Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % DKMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % DK Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % DKMORT0006CC Mortgages Non-defaulted ILTV >125 % DK Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % DKMORT0007CC Mortgages Non-defaulted funded CRM DK Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable DKMORT0008CC Mortgages Non-defaulted Unfunded CRM DK Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable DKMORT0009CC Mortgages Defaulted DK Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable DKMORT0010CC Mortgages Non-defaulted DK Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable DKSMEC0001CC SMEC Non-defaulted Secured Construction DK Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMEC0002CC SMEC Non-defaulted Secured Other DK Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMEC0003CC SMEC Non-defaulted Secured DK Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable DKSMEC0004CC SMEC Defaulted DK Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMEC0005CC SMEC Non-defaulted Unsecured Construction DK Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMEC0006CC SMEC Non-defaulted Unsecured Other DK Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMEC0007CC SMEC Non-defaulted Unsecured DK Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMEC0008CC SMEC Non-Defaulted DK Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMEC0009CC SMEC Non-defaulted Secured DK Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable DKSMER0001CC SMER Non-defaulted Secured Construction DK Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMER0002CC SMER Non-defaulted Secured Other DK Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMER0003CC SMER Non-defaulted Secured DK Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable DKSMER0004CC SMER Defaulted DK Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMER0005CC SMER Non-defaulted Unsecured Construction DK Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMER0006CC SMER Non-defaulted Unsecured Other DK Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMER0007CC SMER Non-defaulted Unsecured DK Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMER0008CC SMER Non-Defaulted DK Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMER0009CC SMER Non-defaulted Secured DK Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable EECORP0001CC CORP Non-defaulted Secured Construction EE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable EECORP0002CC CORP Non-defaulted Secured Other EE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable EECORP0003CC CORP Non-defaulted Secured EE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable EECORP0004CC CORP Defaulted EE Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable EECORP0005CC CORP Non-defaulted Unsecured Construction EE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable EECORP0006CC CORP Non-defaulted Unsecured Other EE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable EECORP0007CC CORP Non-Defaulted EE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable EECORP0008CC CORP Non-defaulted Secured EE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable EECORP0009CC CORP Non-defaulted Unsecured EE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable EEMORT0001CC Mortgages Non-defaulted ILTV <=25 % EE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % EEMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % EE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % EEMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % EE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % EEMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % EE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % EEMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % EE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % EEMORT0006CC Mortgages Non-defaulted ILTV >125 % EE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % EEMORT0007CC Mortgages Non-defaulted funded CRM EE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable EEMORT0008CC Mortgages Non-defaulted Unfunded CRM EE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable EEMORT0009CC Mortgages Defaulted EE Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable EEMORT0010CC Mortgages Non-defaulted EE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable EESMEC0001CC SMEC Non-defaulted Secured Construction EE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMEC0002CC SMEC Non-defaulted Secured Other EE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMEC0003CC SMEC Non-defaulted Secured EE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable EESMEC0004CC SMEC Defaulted EE Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMEC0005CC SMEC Non-defaulted Unsecured Construction EE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMEC0006CC SMEC Non-defaulted Unsecured Other EE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMEC0007CC SMEC Non-defaulted Unsecured EE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMEC0008CC SMEC Non-Defaulted EE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMEC0009CC SMEC Non-defaulted Secured EE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable EESMER0001CC SMER Non-defaulted Secured Construction EE Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMER0002CC SMER Non-defaulted Secured Other EE Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMER0003CC SMER Non-defaulted Secured EE Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable EESMER0004CC SMER Defaulted EE Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMER0005CC SMER Non-defaulted Unsecured Construction EE Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMER0006CC SMER Non-defaulted Unsecured Other EE Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMER0007CC SMER Non-defaulted Unsecured EE Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMER0008CC SMER Non-Defaulted EE Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMER0009CC SMER Non-defaulted Secured EE Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ESCORP0001CC CORP Non-defaulted Secured Construction ES Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ESCORP0002CC CORP Non-defaulted Secured Other ES Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ESCORP0003CC CORP Non-defaulted Secured ES Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ESCORP0004CC CORP Defaulted ES Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ESCORP0005CC CORP Non-defaulted Unsecured Construction ES Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ESCORP0006CC CORP Non-defaulted Unsecured Other ES Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ESCORP0007CC CORP Non-Defaulted ES Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ESCORP0008CC CORP Non-defaulted Secured ES Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ESCORP0009CC CORP Non-defaulted Unsecured ES Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ESMORT0001CC Mortgages Non-defaulted ILTV <=25 % ES Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % ESMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % ES Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % ESMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % ES Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % ESMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % ES Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % ESMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % ES Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % ESMORT0006CC Mortgages Non-defaulted ILTV >125 % ES Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % ESMORT0007CC Mortgages Non-defaulted funded CRM ES Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable ESMORT0008CC Mortgages Non-defaulted Unfunded CRM ES Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable ESMORT0009CC Mortgages Defaulted ES Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable ESMORT0010CC Mortgages Non-defaulted ES Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable ESSMEC0001CC SMEC Non-defaulted Secured Construction ES Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMEC0002CC SMEC Non-defaulted Secured Other ES Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMEC0003CC SMEC Non-defaulted Secured ES Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ESSMEC0004CC SMEC Defaulted ES Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMEC0005CC SMEC Non-defaulted Unsecured Construction ES Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMEC0006CC SMEC Non-defaulted Unsecured Other ES Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMEC0007CC SMEC Non-defaulted Unsecured ES Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMEC0008CC SMEC Non-Defaulted ES Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMEC0009CC SMEC Non-defaulted Secured ES Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ESSMER0001CC SMER Non-defaulted Secured Construction ES Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMER0002CC SMER Non-defaulted Secured Other ES Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMER0003CC SMER Non-defaulted Secured ES Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ESSMER0004CC SMER Defaulted ES Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMER0005CC SMER Non-defaulted Unsecured Construction ES Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMER0006CC SMER Non-defaulted Unsecured Other ES Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMER0007CC SMER Non-defaulted Unsecured ES Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMER0008CC SMER Non-Defaulted ES Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMER0009CC SMER Non-defaulted Secured ES Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable FICORP0001CC CORP Non-defaulted Secured Construction FI Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FICORP0002CC CORP Non-defaulted Secured Other FI Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FICORP0003CC CORP Non-defaulted Secured FI Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable FICORP0004CC CORP Defaulted FI Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FICORP0005CC CORP Non-defaulted Unsecured Construction FI Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FICORP0006CC CORP Non-defaulted Unsecured Other FI Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FICORP0007CC CORP Non-Defaulted FI Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FICORP0008CC CORP Non-defaulted Secured FI Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable FICORP0009CC CORP Non-defaulted Unsecured FI Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FIMORT0001CC Mortgages Non-defaulted ILTV <=25 % FI Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % FIMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % FI Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % FIMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % FI Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % FIMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % FI Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % FIMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % FI Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % FIMORT0006CC Mortgages Non-defaulted ILTV >125 % FI Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % FIMORT0007CC Mortgages Non-defaulted funded CRM FI Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable FIMORT0008CC Mortgages Non-defaulted Unfunded CRM FI Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable FIMORT0009CC Mortgages Defaulted FI Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable FIMORT0010CC Mortgages Non-defaulted FI Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable FISMEC0001CC SMEC Non-defaulted Secured Construction FI Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMEC0002CC SMEC Non-defaulted Secured Other FI Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMEC0003CC SMEC Non-defaulted Secured FI Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable FISMEC0004CC SMEC Defaulted FI Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMEC0005CC SMEC Non-defaulted Unsecured Construction FI Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMEC0006CC SMEC Non-defaulted Unsecured Other FI Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMEC0007CC SMEC Non-defaulted Unsecured FI Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMEC0008CC SMEC Non-Defaulted FI Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMEC0009CC SMEC Non-defaulted Secured FI Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable FISMER0001CC SMER Non-defaulted Secured Construction FI Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMER0002CC SMER Non-defaulted Secured Other FI Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMER0003CC SMER Non-defaulted Secured FI Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable FISMER0004CC SMER Defaulted FI Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMER0005CC SMER Non-defaulted Unsecured Construction FI Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMER0006CC SMER Non-defaulted Unsecured Other FI Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMER0007CC SMER Non-defaulted Unsecured FI Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMER0008CC SMER Non-Defaulted FI Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMER0009CC SMER Non-defaulted Secured FI Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable FRCORP0001CC CORP Non-defaulted Secured Construction FR Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FRCORP0002CC CORP Non-defaulted Secured Other FR Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FRCORP0003CC CORP Non-defaulted Secured FR Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable FRCORP0004CC CORP Defaulted FR Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FRCORP0005CC CORP Non-defaulted Unsecured Construction FR Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FRCORP0006CC CORP Non-defaulted Unsecured Other FR Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FRCORP0007CC CORP Non-Defaulted FR Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FRCORP0008CC CORP Non-defaulted Secured FR Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable FRCORP0009CC CORP Non-defaulted Unsecured FR Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FRMORT0001CC Mortgages Non-defaulted ILTV <=25 % FR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % FRMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % FR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % FRMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % FR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % FRMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % FR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % FRMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % FR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % FRMORT0006CC Mortgages Non-defaulted ILTV >125 % FR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % FRMORT0007CC Mortgages Non-defaulted funded CRM FR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable FRMORT0008CC Mortgages Non-defaulted Unfunded CRM FR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable FRMORT0009CC Mortgages Defaulted FR Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable FRMORT0010CC Mortgages Non-defaulted FR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable FRSMEC0001CC SMEC Non-defaulted Secured Construction FR Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMEC0002CC SMEC Non-defaulted Secured Other FR Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMEC0003CC SMEC Non-defaulted Secured FR Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable FRSMEC0004CC SMEC Defaulted FR Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMEC0005CC SMEC Non-defaulted Unsecured Construction FR Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMEC0006CC SMEC Non-defaulted Unsecured Other FR Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMEC0007CC SMEC Non-defaulted Unsecured FR Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMEC0008CC SMEC Non-Defaulted FR Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMEC0009CC SMEC Non-defaulted Secured FR Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable FRSMER0001CC SMER Non-defaulted Secured Construction FR Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMER0002CC SMER Non-defaulted Secured Other FR Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMER0003CC SMER Non-defaulted Secured FR Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable FRSMER0004CC SMER Defaulted FR Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMER0005CC SMER Non-defaulted Unsecured Construction FR Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMER0006CC SMER Non-defaulted Unsecured Other FR Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMER0007CC SMER Non-defaulted Unsecured FR Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMER0008CC SMER Non-Defaulted FR Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMER0009CC SMER Non-defaulted Secured FR Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable GBCORP0001CC CORP Non-defaulted Secured Construction GB Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GBCORP0002CC CORP Non-defaulted Secured Other GB Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GBCORP0003CC CORP Non-defaulted Secured GB Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable GBCORP0004CC CORP Defaulted GB Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GBCORP0005CC CORP Non-defaulted Unsecured Construction GB Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GBCORP0006CC CORP Non-defaulted Unsecured Other GB Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GBCORP0007CC CORP Non-Defaulted GB Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GBCORP0008CC CORP Non-defaulted Secured GB Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable GBCORP0009CC CORP Non-defaulted Unsecured GB Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GBMORT0001CC Mortgages Non-defaulted ILTV <=25 % GB Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % GBMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % GB Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % GBMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % GB Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % GBMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % GB Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % GBMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % GB Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % GBMORT0006CC Mortgages Non-defaulted ILTV >125 % GB Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % GBMORT0007CC Mortgages Non-defaulted funded CRM GB Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable GBMORT0008CC Mortgages Non-defaulted Unfunded CRM GB Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable GBMORT0009CC Mortgages Defaulted GB Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GBMORT0010CC Mortgages Non-defaulted GB Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GBSMEC0001CC SMEC Non-defaulted Secured Construction GB Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMEC0002CC SMEC Non-defaulted Secured Other GB Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMEC0003CC SMEC Non-defaulted Secured GB Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable GBSMEC0004CC SMEC Defaulted GB Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMEC0005CC SMEC Non-defaulted Unsecured Construction GB Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMEC0006CC SMEC Non-defaulted Unsecured Other GB Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMEC0007CC SMEC Non-defaulted Unsecured GB Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMEC0008CC SMEC Non-Defaulted GB Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMEC0009CC SMEC Non-defaulted Secured GB Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable GBSMER0001CC SMER Non-defaulted Secured Construction GB Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMER0002CC SMER Non-defaulted Secured Other GB Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMER0003CC SMER Non-defaulted Secured GB Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable GBSMER0004CC SMER Defaulted GB Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMER0005CC SMER Non-defaulted Unsecured Construction GB Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMER0006CC SMER Non-defaulted Unsecured Other GB Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMER0007CC SMER Non-defaulted Unsecured GB Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMER0008CC SMER Non-Defaulted GB Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMER0009CC SMER Non-defaulted Secured GB Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable GRCORP0001CC CORP Non-defaulted Secured Construction GR Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GRCORP0002CC CORP Non-defaulted Secured Other GR Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GRCORP0003CC CORP Non-defaulted Secured GR Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable GRCORP0004CC CORP Defaulted GR Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GRCORP0005CC CORP Non-defaulted Unsecured Construction GR Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GRCORP0006CC CORP Non-defaulted Unsecured Other GR Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GRCORP0007CC CORP Non-Defaulted GR Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GRCORP0008CC CORP Non-defaulted Secured GR Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable GRCORP0009CC CORP Non-defaulted Unsecured GR Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GRMORT0001CC Mortgages Non-defaulted ILTV <=25 % GR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % GRMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % GR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % GRMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % GR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % GRMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % GR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % GRMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % GR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % GRMORT0006CC Mortgages Non-defaulted ILTV >125 % GR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % GRMORT0007CC Mortgages Non-defaulted funded CRM GR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable GRMORT0008CC Mortgages Non-defaulted Unfunded CRM GR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable GRMORT0009CC Mortgages Defaulted GR Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GRMORT0010CC Mortgages Non-defaulted GR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GRSMEC0001CC SMEC Non-defaulted Secured Construction GR Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMEC0002CC SMEC Non-defaulted Secured Other GR Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMEC0003CC SMEC Non-defaulted Secured GR Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable GRSMEC0004CC SMEC Defaulted GR Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMEC0005CC SMEC Non-defaulted Unsecured Construction GR Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMEC0006CC SMEC Non-defaulted Unsecured Other GR Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMEC0007CC SMEC Non-defaulted Unsecured GR Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMEC0008CC SMEC Non-Defaulted GR Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMEC0009CC SMEC Non-defaulted Secured GR Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable GRSMER0001CC SMER Non-defaulted Secured Construction GR Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMER0002CC SMER Non-defaulted Secured Other GR Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMER0003CC SMER Non-defaulted Secured GR Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable GRSMER0004CC SMER Defaulted GR Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMER0005CC SMER Non-defaulted Unsecured Construction GR Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMER0006CC SMER Non-defaulted Unsecured Other GR Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMER0007CC SMER Non-defaulted Unsecured GR Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMER0008CC SMER Non-Defaulted GR Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMER0009CC SMER Non-defaulted Secured GR Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable HRCORP0001CC CORP Non-defaulted Secured Construction HR Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HRCORP0002CC CORP Non-defaulted Secured Other HR Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HRCORP0003CC CORP Non-defaulted Secured HR Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable HRCORP0004CC CORP Defaulted HR Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HRCORP0005CC CORP Non-defaulted Unsecured Construction HR Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HRCORP0006CC CORP Non-defaulted Unsecured Other HR Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HRCORP0007CC CORP Non-Defaulted HR Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HRCORP0008CC CORP Non-defaulted Secured HR Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable HRCORP0009CC CORP Non-defaulted Unsecured HR Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HRMORT0001CC Mortgages Non-defaulted ILTV <=25 % HR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % HRMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % HR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % HRMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % HR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % HRMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % HR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % HRMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % HR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % HRMORT0006CC Mortgages Non-defaulted ILTV >125 % HR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % HRMORT0007CC Mortgages Non-defaulted funded CRM HR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable HRMORT0008CC Mortgages Non-defaulted Unfunded CRM HR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable HRMORT0009CC Mortgages Defaulted HR Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable HRMORT0010CC Mortgages Non-defaulted HR Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable HRSMEC0001CC SMEC Non-defaulted Secured Construction HR Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMEC0002CC SMEC Non-defaulted Secured Other HR Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMEC0003CC SMEC Non-defaulted Secured HR Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable HRSMEC0004CC SMEC Defaulted HR Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMEC0005CC SMEC Non-defaulted Unsecured Construction HR Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMEC0006CC SMEC Non-defaulted Unsecured Other HR Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMEC0007CC SMEC Non-defaulted Unsecured HR Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMEC0008CC SMEC Non-Defaulted HR Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMEC0009CC SMEC Non-defaulted Secured HR Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable HRSMER0001CC SMER Non-defaulted Secured Construction HR Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMER0002CC SMER Non-defaulted Secured Other HR Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMER0003CC SMER Non-defaulted Secured HR Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable HRSMER0004CC SMER Defaulted HR Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMER0005CC SMER Non-defaulted Unsecured Construction HR Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMER0006CC SMER Non-defaulted Unsecured Other HR Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMER0007CC SMER Non-defaulted Unsecured HR Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMER0008CC SMER Non-Defaulted HR Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMER0009CC SMER Non-defaulted Secured HR Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable HUCORP0001CC CORP Non-defaulted Secured Construction HU Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HUCORP0002CC CORP Non-defaulted Secured Other HU Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HUCORP0003CC CORP Non-defaulted Secured HU Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable HUCORP0004CC CORP Defaulted HU Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HUCORP0005CC CORP Non-defaulted Unsecured Construction HU Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HUCORP0006CC CORP Non-defaulted Unsecured Other HU Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HUCORP0007CC CORP Non-Defaulted HU Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HUCORP0008CC CORP Non-defaulted Secured HU Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable HUCORP0009CC CORP Non-defaulted Unsecured HU Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HUMORT0001CC Mortgages Non-defaulted ILTV <=25 % HU Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % HUMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % HU Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % HUMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % HU Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % HUMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % HU Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % HUMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % HU Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % HUMORT0006CC Mortgages Non-defaulted ILTV >125 % HU Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % HUMORT0007CC Mortgages Non-defaulted funded CRM HU Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable HUMORT0008CC Mortgages Non-defaulted Unfunded CRM HU Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable HUMORT0009CC Mortgages Defaulted HU Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable HUMORT0010CC Mortgages Non-defaulted HU Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable HUSMEC0001CC SMEC Non-defaulted Secured Construction HU Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMEC0002CC SMEC Non-defaulted Secured Other HU Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMEC0003CC SMEC Non-defaulted Secured HU Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable HUSMEC0004CC SMEC Defaulted HU Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMEC0005CC SMEC Non-defaulted Unsecured Construction HU Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMEC0006CC SMEC Non-defaulted Unsecured Other HU Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMEC0007CC SMEC Non-defaulted Unsecured HU Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMEC0008CC SMEC Non-Defaulted HU Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMEC0009CC SMEC Non-defaulted Secured HU Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable HUSMER0001CC SMER Non-defaulted Secured Construction HU Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMER0002CC SMER Non-defaulted Secured Other HU Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMER0003CC SMER Non-defaulted Secured HU Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable HUSMER0004CC SMER Defaulted HU Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMER0005CC SMER Non-defaulted Unsecured Construction HU Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMER0006CC SMER Non-defaulted Unsecured Other HU Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMER0007CC SMER Non-defaulted Unsecured HU Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMER0008CC SMER Non-Defaulted HU Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMER0009CC SMER Non-defaulted Secured HU Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable IECORP0001CC CORP Non-defaulted Secured Construction IE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable IECORP0002CC CORP Non-defaulted Secured Other IE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable IECORP0003CC CORP Non-defaulted Secured IE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable IECORP0004CC CORP Defaulted IE Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable IECORP0005CC CORP Non-defaulted Unsecured Construction IE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable IECORP0006CC CORP Non-defaulted Unsecured Other IE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable IECORP0007CC CORP Non-Defaulted IE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable IECORP0008CC CORP Non-defaulted Secured IE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable IECORP0009CC CORP Non-defaulted Unsecured IE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable IEMORT0001CC Mortgages Non-defaulted ILTV <=25 % IE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % IEMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % IE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % IEMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % IE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % IEMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % IE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % IEMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % IE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % IEMORT0006CC Mortgages Non-defaulted ILTV >125 % IE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % IEMORT0007CC Mortgages Non-defaulted funded CRM IE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable IEMORT0008CC Mortgages Non-defaulted Unfunded CRM IE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable IEMORT0009CC Mortgages Defaulted IE Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IEMORT0010CC Mortgages Non-defaulted IE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IESMEC0001CC SMEC Non-defaulted Secured Construction IE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMEC0002CC SMEC Non-defaulted Secured Other IE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMEC0003CC SMEC Non-defaulted Secured IE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable IESMEC0004CC SMEC Defaulted IE Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMEC0005CC SMEC Non-defaulted Unsecured Construction IE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMEC0006CC SMEC Non-defaulted Unsecured Other IE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMEC0007CC SMEC Non-defaulted Unsecured IE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMEC0008CC SMEC Non-Defaulted IE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMEC0009CC SMEC Non-defaulted Secured IE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable IESMER0001CC SMER Non-defaulted Secured Construction IE Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMER0002CC SMER Non-defaulted Secured Other IE Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMER0003CC SMER Non-defaulted Secured IE Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable IESMER0004CC SMER Defaulted IE Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMER0005CC SMER Non-defaulted Unsecured Construction IE Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMER0006CC SMER Non-defaulted Unsecured Other IE Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMER0007CC SMER Non-defaulted Unsecured IE Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMER0008CC SMER Non-Defaulted IE Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMER0009CC SMER Non-defaulted Secured IE Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ITCORP0001CC CORP Non-defaulted Secured Construction IT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ITCORP0002CC CORP Non-defaulted Secured Other IT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ITCORP0003CC CORP Non-defaulted Secured IT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ITCORP0004CC CORP Defaulted IT Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ITCORP0005CC CORP Non-defaulted Unsecured Construction IT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ITCORP0006CC CORP Non-defaulted Unsecured Other IT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ITCORP0007CC CORP Non-Defaulted IT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ITCORP0008CC CORP Non-defaulted Secured IT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ITCORP0009CC CORP Non-defaulted Unsecured IT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ITMORT0001CC Mortgages Non-defaulted ILTV <=25 % IT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % ITMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % IT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % ITMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % IT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % ITMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % IT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % ITMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % IT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % ITMORT0006CC Mortgages Non-defaulted ILTV >125 % IT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % ITMORT0007CC Mortgages Non-defaulted funded CRM IT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable ITMORT0008CC Mortgages Non-defaulted Unfunded CRM IT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable ITMORT0009CC Mortgages Defaulted IT Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable ITMORT0010CC Mortgages Non-defaulted IT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable ITSMEC0001CC SMEC Non-defaulted Secured Construction IT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMEC0002CC SMEC Non-defaulted Secured Other IT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMEC0003CC SMEC Non-defaulted Secured IT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ITSMEC0004CC SMEC Defaulted IT Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMEC0005CC SMEC Non-defaulted Unsecured Construction IT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMEC0006CC SMEC Non-defaulted Unsecured Other IT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMEC0007CC SMEC Non-defaulted Unsecured IT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMEC0008CC SMEC Non-Defaulted IT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMEC0009CC SMEC Non-defaulted Secured IT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ITSMER0001CC SMER Non-defaulted Secured Construction IT Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMER0002CC SMER Non-defaulted Secured Other IT Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMER0003CC SMER Non-defaulted Secured IT Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ITSMER0004CC SMER Defaulted IT Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMER0005CC SMER Non-defaulted Unsecured Construction IT Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMER0006CC SMER Non-defaulted Unsecured Other IT Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMER0007CC SMER Non-defaulted Unsecured IT Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMER0008CC SMER Non-Defaulted IT Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMER0009CC SMER Non-defaulted Secured IT Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LTCORP0001CC CORP Non-defaulted Secured Construction LT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LTCORP0002CC CORP Non-defaulted Secured Other LT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LTCORP0003CC CORP Non-defaulted Secured LT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LTCORP0004CC CORP Defaulted LT Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LTCORP0005CC CORP Non-defaulted Unsecured Construction LT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LTCORP0006CC CORP Non-defaulted Unsecured Other LT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LTCORP0007CC CORP Non-Defaulted LT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LTCORP0008CC CORP Non-defaulted Secured LT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LTCORP0009CC CORP Non-defaulted Unsecured LT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LTMORT0001CC Mortgages Non-defaulted ILTV <=25 % LT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % LTMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % LT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % LTMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % LT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % LTMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % LT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % LTMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % LT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % LTMORT0006CC Mortgages Non-defaulted ILTV >125 % LT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % LTMORT0007CC Mortgages Non-defaulted funded CRM LT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable LTMORT0008CC Mortgages Non-defaulted Unfunded CRM LT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable LTMORT0009CC Mortgages Defaulted LT Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LTMORT0010CC Mortgages Non-defaulted LT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LTSMEC0001CC SMEC Non-defaulted Secured Construction LT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMEC0002CC SMEC Non-defaulted Secured Other LT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMEC0003CC SMEC Non-defaulted Secured LT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LTSMEC0004CC SMEC Defaulted LT Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMEC0005CC SMEC Non-defaulted Unsecured Construction LT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMEC0006CC SMEC Non-defaulted Unsecured Other LT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMEC0007CC SMEC Non-defaulted Unsecured LT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMEC0008CC SMEC Non-Defaulted LT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMEC0009CC SMEC Non-defaulted Secured LT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LTSMER0001CC SMER Non-defaulted Secured Construction LT Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMER0002CC SMER Non-defaulted Secured Other LT Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMER0003CC SMER Non-defaulted Secured LT Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LTSMER0004CC SMER Defaulted LT Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMER0005CC SMER Non-defaulted Unsecured Construction LT Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMER0006CC SMER Non-defaulted Unsecured Other LT Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMER0007CC SMER Non-defaulted Unsecured LT Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMER0008CC SMER Non-Defaulted LT Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMER0009CC SMER Non-defaulted Secured LT Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LUCORP0001CC CORP Non-defaulted Secured Construction LU Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LUCORP0002CC CORP Non-defaulted Secured Other LU Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LUCORP0003CC CORP Non-defaulted Secured LU Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LUCORP0004CC CORP Defaulted LU Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LUCORP0005CC CORP Non-defaulted Unsecured Construction LU Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LUCORP0006CC CORP Non-defaulted Unsecured Other LU Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LUCORP0007CC CORP Non-Defaulted LU Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LUCORP0008CC CORP Non-defaulted Secured LU Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LUCORP0009CC CORP Non-defaulted Unsecured LU Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LUMORT0001CC Mortgages Non-defaulted ILTV <=25 % LU Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % LUMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % LU Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % LUMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % LU Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % LUMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % LU Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % LUMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % LU Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % LUMORT0006CC Mortgages Non-defaulted ILTV >125 % LU Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % LUMORT0007CC Mortgages Non-defaulted funded CRM LU Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable LUMORT0008CC Mortgages Non-defaulted Unfunded CRM LU Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable LUMORT0009CC Mortgages Defaulted LU Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LUMORT0010CC Mortgages Non-defaulted LU Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LUSMEC0001CC SMEC Non-defaulted Secured Construction LU Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMEC0002CC SMEC Non-defaulted Secured Other LU Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMEC0003CC SMEC Non-defaulted Secured LU Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LUSMEC0004CC SMEC Defaulted LU Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMEC0005CC SMEC Non-defaulted Unsecured Construction LU Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMEC0006CC SMEC Non-defaulted Unsecured Other LU Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMEC0007CC SMEC Non-defaulted Unsecured LU Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMEC0008CC SMEC Non-Defaulted LU Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMEC0009CC SMEC Non-defaulted Secured LU Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LUSMER0001CC SMER Non-defaulted Secured Construction LU Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMER0002CC SMER Non-defaulted Secured Other LU Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMER0003CC SMER Non-defaulted Secured LU Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LUSMER0004CC SMER Defaulted LU Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMER0005CC SMER Non-defaulted Unsecured Construction LU Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMER0006CC SMER Non-defaulted Unsecured Other LU Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMER0007CC SMER Non-defaulted Unsecured LU Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMER0008CC SMER Non-Defaulted LU Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMER0009CC SMER Non-defaulted Secured LU Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LVCORP0001CC CORP Non-defaulted Secured Construction LV Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LVCORP0002CC CORP Non-defaulted Secured Other LV Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LVCORP0003CC CORP Non-defaulted Secured LV Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LVCORP0004CC CORP Defaulted LV Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LVCORP0005CC CORP Non-defaulted Unsecured Construction LV Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LVCORP0006CC CORP Non-defaulted Unsecured Other LV Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LVCORP0007CC CORP Non-Defaulted LV Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LVCORP0008CC CORP Non-defaulted Secured LV Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LVCORP0009CC CORP Non-defaulted Unsecured LV Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LVMORT0001CC Mortgages Non-defaulted ILTV <=25 % LV Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % LVMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % LV Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % LVMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % LV Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % LVMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % LV Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % LVMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % LV Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % LVMORT0006CC Mortgages Non-defaulted ILTV >125 % LV Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % LVMORT0007CC Mortgages Non-defaulted funded CRM LV Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable LVMORT0008CC Mortgages Non-defaulted Unfunded CRM LV Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable LVMORT0009CC Mortgages Defaulted LV Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LVMORT0010CC Mortgages Non-defaulted LV Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LVSMEC0001CC SMEC Non-defaulted Secured Construction LV Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMEC0002CC SMEC Non-defaulted Secured Other LV Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMEC0003CC SMEC Non-defaulted Secured LV Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LVSMEC0004CC SMEC Defaulted LV Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMEC0005CC SMEC Non-defaulted Unsecured Construction LV Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMEC0006CC SMEC Non-defaulted Unsecured Other LV Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMEC0007CC SMEC Non-defaulted Unsecured LV Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMEC0008CC SMEC Non-Defaulted LV Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMEC0009CC SMEC Non-defaulted Secured LV Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LVSMER0001CC SMER Non-defaulted Secured Construction LV Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMER0002CC SMER Non-defaulted Secured Other LV Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMER0003CC SMER Non-defaulted Secured LV Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LVSMER0004CC SMER Defaulted LV Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMER0005CC SMER Non-defaulted Unsecured Construction LV Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMER0006CC SMER Non-defaulted Unsecured Other LV Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMER0007CC SMER Non-defaulted Unsecured LV Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMER0008CC SMER Non-Defaulted LV Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMER0009CC SMER Non-defaulted Secured LV Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable MORT0010CC Mortgages Non-defaulted Not applicable Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable MTCORP0001CC CORP Non-defaulted Secured Construction MT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable MTCORP0002CC CORP Non-defaulted Secured Other MT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable MTCORP0003CC CORP Non-defaulted Secured MT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable MTCORP0004CC CORP Defaulted MT Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable MTCORP0005CC CORP Non-defaulted Unsecured Construction MT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable MTCORP0006CC CORP Non-defaulted Unsecured Other MT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable MTCORP0007CC CORP Non-Defaulted MT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable MTCORP0008CC CORP Non-defaulted Secured MT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable MTCORP0009CC CORP Non-defaulted Unsecured MT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable MTMORT0001CC Mortgages Non-defaulted ILTV <=25 % MT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % MTMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % MT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % MTMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % MT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % MTMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % MT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % MTMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % MT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % MTMORT0006CC Mortgages Non-defaulted ILTV >125 % MT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % MTMORT0007CC Mortgages Non-defaulted funded CRM MT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable MTMORT0008CC Mortgages Non-defaulted Unfunded CRM MT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable MTMORT0009CC Mortgages Defaulted MT Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable MTMORT0010CC Mortgages Non-defaulted MT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable MTSMEC0001CC SMEC Non-defaulted Secured Construction MT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMEC0002CC SMEC Non-defaulted Secured Other MT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMEC0003CC SMEC Non-defaulted Secured MT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable MTSMEC0004CC SMEC Defaulted MT Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMEC0005CC SMEC Non-defaulted Unsecured Construction MT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMEC0006CC SMEC Non-defaulted Unsecured Other MT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMEC0007CC SMEC Non-defaulted Unsecured MT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMEC0008CC SMEC Non-Defaulted MT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMEC0009CC SMEC Non-defaulted Secured MT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable MTSMER0001CC SMER Non-defaulted Secured Construction MT Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMER0002CC SMER Non-defaulted Secured Other MT Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMER0003CC SMER Non-defaulted Secured MT Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable MTSMER0004CC SMER Defaulted MT Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMER0005CC SMER Non-defaulted Unsecured Construction MT Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMER0006CC SMER Non-defaulted Unsecured Other MT Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMER0007CC SMER Non-defaulted Unsecured MT Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMER0008CC SMER Non-Defaulted MT Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMER0009CC SMER Non-defaulted Secured MT Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable NLCORP0001CC CORP Non-defaulted Secured Construction NL Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NLCORP0002CC CORP Non-defaulted Secured Other NL Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NLCORP0003CC CORP Non-defaulted Secured NL Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable NLCORP0004CC CORP Defaulted NL Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NLCORP0005CC CORP Non-defaulted Unsecured Construction NL Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NLCORP0006CC CORP Non-defaulted Unsecured Other NL Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NLCORP0007CC CORP Non-Defaulted NL Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NLCORP0008CC CORP Non-defaulted Secured NL Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable NLCORP0009CC CORP Non-defaulted Unsecured NL Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NLMORT0001CC Mortgages Non-defaulted ILTV <=25 % NL Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % NLMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % NL Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % NLMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % NL Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % NLMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % NL Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % NLMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % NL Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % NLMORT0006CC Mortgages Non-defaulted ILTV >125 % NL Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % NLMORT0007CC Mortgages Non-defaulted funded CRM NL Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable NLMORT0008CC Mortgages Non-defaulted Unfunded CRM NL Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable NLMORT0009CC Mortgages Defaulted NL Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable NLMORT0010CC Mortgages Non-defaulted NL Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable NLSMEC0001CC SMEC Non-defaulted Secured Construction NL Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMEC0002CC SMEC Non-defaulted Secured Other NL Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMEC0003CC SMEC Non-defaulted Secured NL Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable NLSMEC0004CC SMEC Defaulted NL Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMEC0005CC SMEC Non-defaulted Unsecured Construction NL Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMEC0006CC SMEC Non-defaulted Unsecured Other NL Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMEC0007CC SMEC Non-defaulted Unsecured NL Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMEC0008CC SMEC Non-Defaulted NL Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMEC0009CC SMEC Non-defaulted Secured NL Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable NLSMER0001CC SMER Non-defaulted Secured Construction NL Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMER0002CC SMER Non-defaulted Secured Other NL Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMER0003CC SMER Non-defaulted Secured NL Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable NLSMER0004CC SMER Defaulted NL Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMER0005CC SMER Non-defaulted Unsecured Construction NL Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMER0006CC SMER Non-defaulted Unsecured Other NL Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMER0007CC SMER Non-defaulted Unsecured NL Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMER0008CC SMER Non-Defaulted NL Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMER0009CC SMER Non-defaulted Secured NL Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable NOCORP0001CC CORP Non-defaulted Secured Construction NO Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NOCORP0002CC CORP Non-defaulted Secured Other NO Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NOCORP0003CC CORP Non-defaulted Secured NO Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable NOCORP0004CC CORP Defaulted NO Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NOCORP0005CC CORP Non-defaulted Unsecured Construction NO Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NOCORP0006CC CORP Non-defaulted Unsecured Other NO Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NOCORP0007CC CORP Non-Defaulted NO Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NOCORP0008CC CORP Non-defaulted Secured NO Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable NOCORP0009CC CORP Non-defaulted Unsecured NO Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NOMORT0001CC Mortgages Non-defaulted ILTV <=25 % NO Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % NOMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % NO Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % NOMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % NO Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % NOMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % NO Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % NOMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % NO Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % NOMORT0006CC Mortgages Non-defaulted ILTV >125 % NO Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % NOMORT0007CC Mortgages Non-defaulted funded CRM NO Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable NOMORT0008CC Mortgages Non-defaulted Unfunded CRM NO Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable NOMORT0009CC Mortgages Defaulted NO Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable NOMORT0010CC Mortgages Non-defaulted NO Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable NOSMEC0001CC SMEC Non-defaulted Secured Construction NO Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMEC0002CC SMEC Non-defaulted Secured Other NO Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMEC0003CC SMEC Non-defaulted Secured NO Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable NOSMEC0004CC SMEC Defaulted NO Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMEC0005CC SMEC Non-defaulted Unsecured Construction NO Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMEC0006CC SMEC Non-defaulted Unsecured Other NO Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMEC0007CC SMEC Non-defaulted Unsecured NO Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMEC0008CC SMEC Non-Defaulted NO Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMEC0009CC SMEC Non-defaulted Secured NO Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable NOSMER0001CC SMER Non-defaulted Secured Construction NO Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMER0002CC SMER Non-defaulted Secured Other NO Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMER0003CC SMER Non-defaulted Secured NO Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable NOSMER0004CC SMER Defaulted NO Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMER0005CC SMER Non-defaulted Unsecured Construction NO Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMER0006CC SMER Non-defaulted Unsecured Other NO Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMER0007CC SMER Non-defaulted Unsecured NO Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMER0008CC SMER Non-Defaulted NO Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMER0009CC SMER Non-defaulted Secured NO Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable PLCORP0001CC CORP Non-defaulted Secured Construction PL Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PLCORP0002CC CORP Non-defaulted Secured Other PL Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PLCORP0003CC CORP Non-defaulted Secured PL Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable PLCORP0004CC CORP Defaulted PL Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PLCORP0005CC CORP Non-defaulted Unsecured Construction PL Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PLCORP0006CC CORP Non-defaulted Unsecured Other PL Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PLCORP0007CC CORP Non-Defaulted PL Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PLCORP0008CC CORP Non-defaulted Secured PL Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable PLCORP0009CC CORP Non-defaulted Unsecured PL Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PLMORT0001CC Mortgages Non-defaulted ILTV <=25 % PL Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % PLMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % PL Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % PLMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % PL Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % PLMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % PL Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % PLMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % PL Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % PLMORT0006CC Mortgages Non-defaulted ILTV >125 % PL Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % PLMORT0007CC Mortgages Non-defaulted funded CRM PL Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable PLMORT0008CC Mortgages Non-defaulted Unfunded CRM PL Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable PLMORT0009CC Mortgages Defaulted PL Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable PLMORT0010CC Mortgages Non-defaulted PL Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable PLSMEC0001CC SMEC Non-defaulted Secured Construction PL Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMEC0002CC SMEC Non-defaulted Secured Other PL Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMEC0003CC SMEC Non-defaulted Secured PL Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable PLSMEC0004CC SMEC Defaulted PL Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMEC0005CC SMEC Non-defaulted Unsecured Construction PL Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMEC0006CC SMEC Non-defaulted Unsecured Other PL Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMEC0007CC SMEC Non-defaulted Unsecured PL Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMEC0008CC SMEC Non-Defaulted PL Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMEC0009CC SMEC Non-defaulted Secured PL Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable PLSMER0001CC SMER Non-defaulted Secured Construction PL Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMER0002CC SMER Non-defaulted Secured Other PL Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMER0003CC SMER Non-defaulted Secured PL Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable PLSMER0004CC SMER Defaulted PL Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMER0005CC SMER Non-defaulted Unsecured Construction PL Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMER0006CC SMER Non-defaulted Unsecured Other PL Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMER0007CC SMER Non-defaulted Unsecured PL Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMER0008CC SMER Non-Defaulted PL Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMER0009CC SMER Non-defaulted Secured PL Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable PTCORP0001CC CORP Non-defaulted Secured Construction PT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PTCORP0002CC CORP Non-defaulted Secured Other PT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PTCORP0003CC CORP Non-defaulted Secured PT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable PTCORP0004CC CORP Defaulted PT Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PTCORP0005CC CORP Non-defaulted Unsecured Construction PT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PTCORP0006CC CORP Non-defaulted Unsecured Other PT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PTCORP0007CC CORP Non-Defaulted PT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PTCORP0008CC CORP Non-defaulted Secured PT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable PTCORP0009CC CORP Non-defaulted Unsecured PT Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PTMORT0001CC Mortgages Non-defaulted ILTV <=25 % PT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % PTMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % PT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % PTMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % PT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % PTMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % PT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % PTMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % PT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % PTMORT0006CC Mortgages Non-defaulted ILTV >125 % PT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % PTMORT0007CC Mortgages Non-defaulted funded CRM PT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable PTMORT0008CC Mortgages Non-defaulted Unfunded CRM PT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable PTMORT0009CC Mortgages Defaulted PT Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable PTMORT0010CC Mortgages Non-defaulted PT Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable PTSMEC0001CC SMEC Non-defaulted Secured Construction PT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMEC0002CC SMEC Non-defaulted Secured Other PT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMEC0003CC SMEC Non-defaulted Secured PT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable PTSMEC0004CC SMEC Defaulted PT Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMEC0005CC SMEC Non-defaulted Unsecured Construction PT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMEC0006CC SMEC Non-defaulted Unsecured Other PT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMEC0007CC SMEC Non-defaulted Unsecured PT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMEC0008CC SMEC Non-Defaulted PT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMEC0009CC SMEC Non-defaulted Secured PT Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable PTSMER0001CC SMER Non-defaulted Secured Construction PT Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMER0002CC SMER Non-defaulted Secured Other PT Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMER0003CC SMER Non-defaulted Secured PT Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable PTSMER0004CC SMER Defaulted PT Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMER0005CC SMER Non-defaulted Unsecured Construction PT Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMER0006CC SMER Non-defaulted Unsecured Other PT Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMER0007CC SMER Non-defaulted Unsecured PT Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMER0008CC SMER Non-Defaulted PT Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMER0009CC SMER Non-defaulted Secured PT Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ROCORP0001CC CORP Non-defaulted Secured Construction RO Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ROCORP0002CC CORP Non-defaulted Secured Other RO Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ROCORP0003CC CORP Non-defaulted Secured RO Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ROCORP0004CC CORP Defaulted RO Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ROCORP0005CC CORP Non-defaulted Unsecured Construction RO Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ROCORP0006CC CORP Non-defaulted Unsecured Other RO Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ROCORP0007CC CORP Non-Defaulted RO Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ROCORP0008CC CORP Non-defaulted Secured RO Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ROCORP0009CC CORP Non-defaulted Unsecured RO Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ROMORT0001CC Mortgages Non-defaulted ILTV <=25 % RO Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % ROMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % RO Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % ROMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % RO Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % ROMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % RO Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % ROMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % RO Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % ROMORT0006CC Mortgages Non-defaulted ILTV >125 % RO Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % ROMORT0007CC Mortgages Non-defaulted funded CRM RO Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable ROMORT0008CC Mortgages Non-defaulted Unfunded CRM RO Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable ROMORT0009CC Mortgages Defaulted RO Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable ROMORT0010CC Mortgages Non-defaulted RO Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable ROSMEC0001CC SMEC Non-defaulted Secured Construction RO Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMEC0002CC SMEC Non-defaulted Secured Other RO Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMEC0003CC SMEC Non-defaulted Secured RO Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ROSMEC0004CC SMEC Defaulted RO Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMEC0005CC SMEC Non-defaulted Unsecured Construction RO Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMEC0006CC SMEC Non-defaulted Unsecured Other RO Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMEC0007CC SMEC Non-defaulted Unsecured RO Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMEC0008CC SMEC Non-Defaulted RO Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMEC0009CC SMEC Non-defaulted Secured RO Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ROSMER0001CC SMER Non-defaulted Secured Construction RO Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMER0002CC SMER Non-defaulted Secured Other RO Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMER0003CC SMER Non-defaulted Secured RO Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ROSMER0004CC SMER Defaulted RO Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMER0005CC SMER Non-defaulted Unsecured Construction RO Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMER0006CC SMER Non-defaulted Unsecured Other RO Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMER0007CC SMER Non-defaulted Unsecured RO Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMER0008CC SMER Non-Defaulted RO Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMER0009CC SMER Non-defaulted Secured RO Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SECORP0001CC CORP Non-defaulted Secured Construction SE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SECORP0002CC CORP Non-defaulted Secured Other SE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SECORP0003CC CORP Non-defaulted Secured SE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SECORP0004CC CORP Defaulted SE Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SECORP0005CC CORP Non-defaulted Unsecured Construction SE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SECORP0006CC CORP Non-defaulted Unsecured Other SE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SECORP0007CC CORP Non-Defaulted SE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SECORP0008CC CORP Non-defaulted Secured SE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SECORP0009CC CORP Non-defaulted Unsecured SE Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SEMORT0001CC Mortgages Non-defaulted ILTV <=25 % SE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % SEMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % SE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % SEMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % SE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % SEMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % SE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % SEMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % SE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % SEMORT0006CC Mortgages Non-defaulted ILTV >125 % SE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % SEMORT0007CC Mortgages Non-defaulted funded CRM SE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable SEMORT0008CC Mortgages Non-defaulted Unfunded CRM SE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable SEMORT0009CC Mortgages Defaulted SE Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable SEMORT0010CC Mortgages Non-defaulted SE Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable SESMEC0001CC SMEC Non-defaulted Secured Construction SE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMEC0002CC SMEC Non-defaulted Secured Other SE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMEC0003CC SMEC Non-defaulted Secured SE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SESMEC0004CC SMEC Defaulted SE Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMEC0005CC SMEC Non-defaulted Unsecured Construction SE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMEC0006CC SMEC Non-defaulted Unsecured Other SE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMEC0007CC SMEC Non-defaulted Unsecured SE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMEC0008CC SMEC Non-Defaulted SE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMEC0009CC SMEC Non-defaulted Secured SE Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SESMER0001CC SMER Non-defaulted Secured Construction SE Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMER0002CC SMER Non-defaulted Secured Other SE Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMER0003CC SMER Non-defaulted Secured SE Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SESMER0004CC SMER Defaulted SE Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMER0005CC SMER Non-defaulted Unsecured Construction SE Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMER0006CC SMER Non-defaulted Unsecured Other SE Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMER0007CC SMER Non-defaulted Unsecured SE Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMER0008CC SMER Non-Defaulted SE Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMER0009CC SMER Non-defaulted Secured SE Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SICORP0001CC CORP Non-defaulted Secured Construction SI Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SICORP0002CC CORP Non-defaulted Secured Other SI Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SICORP0003CC CORP Non-defaulted Secured SI Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SICORP0004CC CORP Defaulted SI Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SICORP0005CC CORP Non-defaulted Unsecured Construction SI Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SICORP0006CC CORP Non-defaulted Unsecured Other SI Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SICORP0007CC CORP Non-Defaulted SI Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SICORP0008CC CORP Non-defaulted Secured SI Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SICORP0009CC CORP Non-defaulted Unsecured SI Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SIMORT0001CC Mortgages Non-defaulted ILTV <=25 % SI Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % SIMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % SI Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % SIMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % SI Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % SIMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % SI Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % SIMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % SI Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % SIMORT0006CC Mortgages Non-defaulted ILTV >125 % SI Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % SIMORT0007CC Mortgages Non-defaulted funded CRM SI Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable SIMORT0008CC Mortgages Non-defaulted Unfunded CRM SI Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable SIMORT0009CC Mortgages Defaulted SI Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable SIMORT0010CC Mortgages Non-defaulted SI Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable SISMEC0001CC SMEC Non-defaulted Secured Construction SI Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMEC0002CC SMEC Non-defaulted Secured Other SI Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMEC0003CC SMEC Non-defaulted Secured SI Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SISMEC0004CC SMEC Defaulted SI Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMEC0005CC SMEC Non-defaulted Unsecured Construction SI Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMEC0006CC SMEC Non-defaulted Unsecured Other SI Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMEC0007CC SMEC Non-defaulted Unsecured SI Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMEC0008CC SMEC Non-Defaulted SI Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMEC0009CC SMEC Non-defaulted Secured SI Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SISMER0001CC SMER Non-defaulted Secured Construction SI Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMER0002CC SMER Non-defaulted Secured Other SI Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMER0003CC SMER Non-defaulted Secured SI Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SISMER0004CC SMER Defaulted SI Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMER0005CC SMER Non-defaulted Unsecured Construction SI Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMER0006CC SMER Non-defaulted Unsecured Other SI Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMER0007CC SMER Non-defaulted Unsecured SI Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMER0008CC SMER Non-Defaulted SI Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMER0009CC SMER Non-defaulted Secured SI Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SKCORP0001CC CORP Non-defaulted Secured Construction SK Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SKCORP0002CC CORP Non-defaulted Secured Other SK Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SKCORP0003CC CORP Non-defaulted Secured SK Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SKCORP0004CC CORP Defaulted SK Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SKCORP0005CC CORP Non-defaulted Unsecured Construction SK Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SKCORP0006CC CORP Non-defaulted Unsecured Other SK Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SKCORP0007CC CORP Non-Defaulted SK Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SKCORP0008CC CORP Non-defaulted Secured SK Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SKCORP0009CC CORP Non-defaulted Unsecured SK Corporates — Other Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SKMORT0001CC Mortgages Non-defaulted ILTV <=25 % SK Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % SKMORT0002CC Mortgages Non-defaulted ILTV >25 %,<=50 % SK Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % SKMORT0003CC Mortgages Non-defaulted ILTV >50 %,<=75 % SK Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % SKMORT0004CC Mortgages Non-defaulted ILTV >75 %,<=100 % SK Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % SKMORT0005CC Mortgages Non-defaulted ILTV >100 %,<=125 % SK Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % SKMORT0006CC Mortgages Non-defaulted ILTV >125 % SK Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % SKMORT0007CC Mortgages Non-defaulted funded CRM SK Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable SKMORT0008CC Mortgages Non-defaulted Unfunded CRM SK Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable SKMORT0009CC Mortgages Defaulted SK Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable SKMORT0010CC Mortgages Non-defaulted SK Retail — Secured by real estate non-SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable SKSMEC0001CC SMEC Non-defaulted Secured Construction SK Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMEC0002CC SMEC Non-defaulted Secured Other SK Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMEC0003CC SMEC Non-defaulted Secured SK Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SKSMEC0004CC SMEC Defaulted SK Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMEC0005CC SMEC Non-defaulted Unsecured Construction SK Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMEC0006CC SMEC Non-defaulted Unsecured Other SK Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMEC0007CC SMEC Non-defaulted Unsecured SK Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMEC0008CC SMEC Non-Defaulted SK Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMEC0009CC SMEC Non-defaulted Secured SK Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SKSMER0001CC SMER Non-defaulted Secured Construction SK Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMER0002CC SMER Non-defaulted Secured Other SK Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMER0003CC SMER Non-defaulted Secured SK Retail — Secured by real estate SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SKSMER0004CC SMER Defaulted SK Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMER0005CC SMER Non-defaulted Unsecured Construction SK Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMER0006CC SMER Non-defaulted Unsecured Other SK Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMER0007CC SMER Non-defaulted Unsecured SK Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMER0008CC SMER Non-Defaulted SK Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMER0009CC SMER Non-defaulted Secured SK Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SMEC0008CC SMEC Non-Defaulted Not applicable Corporates — SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SMER0008CC SMER Non-Defaulted Not applicable Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CORP0004CC CORP Defaulted Not applicable Corporates — Other Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable MORT0009CC Mortgages Defaulted Not applicable Retail — Secured by real estate non-SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable SMEC0004CC SMEC Defaulted Not applicable Corporates — SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SMER0004CC SMER Defaulted Not applicable Retail — Secured by real estate SME; Retail — Other SME Counterparty credit risk Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATCORP0001CR CORP Non-defaulted Secured Construction AT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ATCORP0002CR CORP Non-defaulted Secured Other AT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ATCORP0003CR CORP Non-defaulted Secured AT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ATCORP0004CR CORP Defaulted AT Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ATCORP0005CR CORP Non-defaulted Unsecured Construction AT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ATCORP0006CR CORP Non-defaulted Unsecured Other AT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ATCORP0007CR CORP Non-Defaulted AT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ATCORP0008CR CORP Non-defaulted Secured AT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ATCORP0009CR CORP Non-defaulted Unsecured AT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ATMORT0001CR Mortgages Non-defaulted ILTV <=25 % AT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % ATMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % AT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % ATMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % AT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % ATMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % AT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % ATMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % AT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % ATMORT0006CR Mortgages Non-defaulted ILTV >125 % AT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % ATMORT0007CR Mortgages Non-defaulted funded CRM AT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable ATMORT0008CR Mortgages Non-defaulted Unfunded CRM AT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable ATMORT0009CR Mortgages Defaulted AT Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable ATMORT0010CR Mortgages Non-defaulted AT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable ATSMEC0001CR SMEC Non-defaulted Secured Construction AT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMEC0002CR SMEC Non-defaulted Secured Other AT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMEC0003CR SMEC Non-defaulted Secured AT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ATSMEC0004CR SMEC Defaulted AT Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMEC0005CR SMEC Non-defaulted Unsecured Construction AT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMEC0006CR SMEC Non-defaulted Unsecured Other AT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMEC0007CR SMEC Non-defaulted Unsecured AT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMEC0008CR SMEC Non-Defaulted AT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMEC0009CR SMEC Non-defaulted Secured AT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ATSMER0001CR SMER Non-defaulted Secured Construction AT Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMER0002CR SMER Non-defaulted Secured Other AT Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMER0003CR SMER Non-defaulted Secured AT Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ATSMER0004CR SMER Defaulted AT Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMER0005CR SMER Non-defaulted Unsecured Construction AT Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMER0006CR SMER Non-defaulted Unsecured Other AT Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMER0007CR SMER Non-defaulted Unsecured AT Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMER0008CR SMER Non-Defaulted AT Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ATSMER0009CR SMER Non-defaulted Secured AT Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable BECORP0001CR CORP Non-defaulted Secured Construction BE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BECORP0002CR CORP Non-defaulted Secured Other BE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BECORP0003CR CORP Non-defaulted Secured BE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable BECORP0004CR CORP Defaulted BE Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BECORP0005CR CORP Non-defaulted Unsecured Construction BE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BECORP0006CR CORP Non-defaulted Unsecured Other BE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BECORP0007CR CORP Non-Defaulted BE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BECORP0008CR CORP Non-defaulted Secured BE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable BECORP0009CR CORP Non-defaulted Unsecured BE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BEMORT0001CR Mortgages Non-defaulted ILTV <=25 % BE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % BEMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % BE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % BEMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % BE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % BEMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % BE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % BEMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % BE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % BEMORT0006CR Mortgages Non-defaulted ILTV >125 % BE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % BEMORT0007CR Mortgages Non-defaulted funded CRM BE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable BEMORT0008CR Mortgages Non-defaulted Unfunded CRM BE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable BEMORT0009CR Mortgages Defaulted BE Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable BEMORT0010CR Mortgages Non-defaulted BE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable BESMEC0001CR SMEC Non-defaulted Secured Construction BE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMEC0002CR SMEC Non-defaulted Secured Other BE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMEC0003CR SMEC Non-defaulted Secured BE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable BESMEC0004CR SMEC Defaulted BE Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMEC0005CR SMEC Non-defaulted Unsecured Construction BE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMEC0006CR SMEC Non-defaulted Unsecured Other BE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMEC0007CR SMEC Non-defaulted Unsecured BE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMEC0008CR SMEC Non-Defaulted BE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMEC0009CR SMEC Non-defaulted Secured BE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable BESMER0001CR SMER Non-defaulted Secured Construction BE Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMER0002CR SMER Non-defaulted Secured Other BE Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMER0003CR SMER Non-defaulted Secured BE Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable BESMER0004CR SMER Defaulted BE Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMER0005CR SMER Non-defaulted Unsecured Construction BE Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMER0006CR SMER Non-defaulted Unsecured Other BE Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMER0007CR SMER Non-defaulted Unsecured BE Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMER0008CR SMER Non-Defaulted BE Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BESMER0009CR SMER Non-defaulted Secured BE Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable BGCORP0001CR CORP Non-defaulted Secured Construction BG Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BGCORP0002CR CORP Non-defaulted Secured Other BG Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BGCORP0003CR CORP Non-defaulted Secured BG Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable BGCORP0004CR CORP Defaulted BG Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BGCORP0005CR CORP Non-defaulted Unsecured Construction BG Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BGCORP0006CR CORP Non-defaulted Unsecured Other BG Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BGCORP0007CR CORP Non-Defaulted BG Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BGCORP0008CR CORP Non-defaulted Secured BG Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable BGCORP0009CR CORP Non-defaulted Unsecured BG Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable BGMORT0001CR Mortgages Non-defaulted ILTV <=25 % BG Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % BGMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % BG Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % BGMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % BG Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % BGMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % BG Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % BGMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % BG Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % BGMORT0006CR Mortgages Non-defaulted ILTV >125 % BG Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % BGMORT0007CR Mortgages Non-defaulted funded CRM BG Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable BGMORT0008CR Mortgages Non-defaulted Unfunded CRM BG Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable BGMORT0009CR Mortgages Defaulted BG Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable BGMORT0010CR Mortgages Non-defaulted BG Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable BGSMEC0001CR SMEC Non-defaulted Secured Construction BG Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMEC0002CR SMEC Non-defaulted Secured Other BG Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMEC0003CR SMEC Non-defaulted Secured BG Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable BGSMEC0004CR SMEC Defaulted BG Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMEC0005CR SMEC Non-defaulted Unsecured Construction BG Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMEC0006CR SMEC Non-defaulted Unsecured Other BG Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMEC0007CR SMEC Non-defaulted Unsecured BG Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMEC0008CR SMEC Non-Defaulted BG Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMEC0009CR SMEC Non-defaulted Secured BG Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable BGSMER0001CR SMER Non-defaulted Secured Construction BG Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMER0002CR SMER Non-defaulted Secured Other BG Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMER0003CR SMER Non-defaulted Secured BG Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable BGSMER0004CR SMER Defaulted BG Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMER0005CR SMER Non-defaulted Unsecured Construction BG Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMER0006CR SMER Non-defaulted Unsecured Other BG Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMER0007CR SMER Non-defaulted Unsecured BG Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMER0008CR SMER Non-Defaulted BG Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable BGSMER0009CR SMER Non-defaulted Secured BG Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable CORP0007CR CORP Non-Defaulted Not applicable Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CYCORP0001CR CORP Non-defaulted Secured Construction CY Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CYCORP0002CR CORP Non-defaulted Secured Other CY Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CYCORP0003CR CORP Non-defaulted Secured CY Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable CYCORP0004CR CORP Defaulted CY Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CYCORP0005CR CORP Non-defaulted Unsecured Construction CY Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CYCORP0006CR CORP Non-defaulted Unsecured Other CY Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CYCORP0007CR CORP Non-Defaulted CY Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CYCORP0008CR CORP Non-defaulted Secured CY Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable CYCORP0009CR CORP Non-defaulted Unsecured CY Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CYMORT0001CR Mortgages Non-defaulted ILTV <=25 % CY Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % CYMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % CY Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % CYMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % CY Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % CYMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % CY Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % CYMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % CY Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % CYMORT0006CR Mortgages Non-defaulted ILTV >125 % CY Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % CYMORT0007CR Mortgages Non-defaulted funded CRM CY Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable CYMORT0008CR Mortgages Non-defaulted Unfunded CRM CY Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable CYMORT0009CR Mortgages Defaulted CY Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable CYMORT0010CR Mortgages Non-defaulted CY Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable CYSMEC0001CR SMEC Non-defaulted Secured Construction CY Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMEC0002CR SMEC Non-defaulted Secured Other CY Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMEC0003CR SMEC Non-defaulted Secured CY Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable CYSMEC0004CR SMEC Defaulted CY Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMEC0005CR SMEC Non-defaulted Unsecured Construction CY Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMEC0006CR SMEC Non-defaulted Unsecured Other CY Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMEC0007CR SMEC Non-defaulted Unsecured CY Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMEC0008CR SMEC Non-Defaulted CY Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMEC0009CR SMEC Non-defaulted Secured CY Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable CYSMER0001CR SMER Non-defaulted Secured Construction CY Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMER0002CR SMER Non-defaulted Secured Other CY Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMER0003CR SMER Non-defaulted Secured CY Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable CYSMER0004CR SMER Defaulted CY Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMER0005CR SMER Non-defaulted Unsecured Construction CY Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMER0006CR SMER Non-defaulted Unsecured Other CY Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMER0007CR SMER Non-defaulted Unsecured CY Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMER0008CR SMER Non-Defaulted CY Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CYSMER0009CR SMER Non-defaulted Secured CY Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable CZCORP0001CR CORP Non-defaulted Secured Construction CZ Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CZCORP0002CR CORP Non-defaulted Secured Other CZ Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CZCORP0003CR CORP Non-defaulted Secured CZ Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable CZCORP0004CR CORP Defaulted CZ Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CZCORP0005CR CORP Non-defaulted Unsecured Construction CZ Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CZCORP0006CR CORP Non-defaulted Unsecured Other CZ Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CZCORP0007CR CORP Non-Defaulted CZ Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CZCORP0008CR CORP Non-defaulted Secured CZ Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable CZCORP0009CR CORP Non-defaulted Unsecured CZ Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable CZMORT0001CR Mortgages Non-defaulted ILTV <=25 % CZ Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % CZMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % CZ Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % CZMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % CZ Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % CZMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % CZ Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % CZMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % CZ Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % CZMORT0006CR Mortgages Non-defaulted ILTV >125 % CZ Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % CZMORT0007CR Mortgages Non-defaulted funded CRM CZ Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable CZMORT0008CR Mortgages Non-defaulted Unfunded CRM CZ Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable CZMORT0009CR Mortgages Defaulted CZ Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable CZMORT0010CR Mortgages Non-defaulted CZ Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable CZSMEC0001CR SMEC Non-defaulted Secured Construction CZ Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMEC0002CR SMEC Non-defaulted Secured Other CZ Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMEC0003CR SMEC Non-defaulted Secured CZ Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable CZSMEC0004CR SMEC Defaulted CZ Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMEC0005CR SMEC Non-defaulted Unsecured Construction CZ Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMEC0006CR SMEC Non-defaulted Unsecured Other CZ Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMEC0007CR SMEC Non-defaulted Unsecured CZ Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMEC0008CR SMEC Non-Defaulted CZ Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMEC0009CR SMEC Non-defaulted Secured CZ Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable CZSMER0001CR SMER Non-defaulted Secured Construction CZ Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMER0002CR SMER Non-defaulted Secured Other CZ Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMER0003CR SMER Non-defaulted Secured CZ Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable CZSMER0004CR SMER Defaulted CZ Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMER0005CR SMER Non-defaulted Unsecured Construction CZ Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMER0006CR SMER Non-defaulted Unsecured Other CZ Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMER0007CR SMER Non-defaulted Unsecured CZ Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMER0008CR SMER Non-Defaulted CZ Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CZSMER0009CR SMER Non-defaulted Secured CZ Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable DECORP0001CR CORP Non-defaulted Secured Construction DE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DECORP0002CR CORP Non-defaulted Secured Other DE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DECORP0003CR CORP Non-defaulted Secured DE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable DECORP0004CR CORP Defaulted DE Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DECORP0005CR CORP Non-defaulted Unsecured Construction DE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DECORP0006CR CORP Non-defaulted Unsecured Other DE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DECORP0007CR CORP Non-Defaulted DE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DECORP0008CR CORP Non-defaulted Secured DE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable DECORP0009CR CORP Non-defaulted Unsecured DE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DEMORT0001CR Mortgages Non-defaulted ILTV <=25 % DE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % DEMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % DE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % DEMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % DE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % DEMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % DE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % DEMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % DE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % DEMORT0006CR Mortgages Non-defaulted ILTV >125 % DE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % DEMORT0007CR Mortgages Non-defaulted funded CRM DE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable DEMORT0008CR Mortgages Non-defaulted Unfunded CRM DE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable DEMORT0009CR Mortgages Defaulted DE Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable DEMORT0010CR Mortgages Non-defaulted DE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable DESMEC0001CR SMEC Non-defaulted Secured Construction DE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMEC0002CR SMEC Non-defaulted Secured Other DE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMEC0003CR SMEC Non-defaulted Secured DE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable DESMEC0004CR SMEC Defaulted DE Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMEC0005CR SMEC Non-defaulted Unsecured Construction DE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMEC0006CR SMEC Non-defaulted Unsecured Other DE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMEC0007CR SMEC Non-defaulted Unsecured DE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMEC0008CR SMEC Non-Defaulted DE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMEC0009CR SMEC Non-defaulted Secured DE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable DESMER0001CR SMER Non-defaulted Secured Construction DE Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMER0002CR SMER Non-defaulted Secured Other DE Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMER0003CR SMER Non-defaulted Secured DE Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable DESMER0004CR SMER Defaulted DE Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMER0005CR SMER Non-defaulted Unsecured Construction DE Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMER0006CR SMER Non-defaulted Unsecured Other DE Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMER0007CR SMER Non-defaulted Unsecured DE Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMER0008CR SMER Non-Defaulted DE Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DESMER0009CR SMER Non-defaulted Secured DE Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable DKCORP0001CR CORP Non-defaulted Secured Construction DK Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DKCORP0002CR CORP Non-defaulted Secured Other DK Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DKCORP0003CR CORP Non-defaulted Secured DK Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable DKCORP0004CR CORP Defaulted DK Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DKCORP0005CR CORP Non-defaulted Unsecured Construction DK Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DKCORP0006CR CORP Non-defaulted Unsecured Other DK Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DKCORP0007CR CORP Non-Defaulted DK Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DKCORP0008CR CORP Non-defaulted Secured DK Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable DKCORP0009CR CORP Non-defaulted Unsecured DK Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable DKMORT0001CR Mortgages Non-defaulted ILTV <=25 % DK Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % DKMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % DK Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % DKMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % DK Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % DKMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % DK Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % DKMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % DK Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % DKMORT0006CR Mortgages Non-defaulted ILTV >125 % DK Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % DKMORT0007CR Mortgages Non-defaulted funded CRM DK Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable DKMORT0008CR Mortgages Non-defaulted Unfunded CRM DK Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable DKMORT0009CR Mortgages Defaulted DK Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable DKMORT0010CR Mortgages Non-defaulted DK Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable DKSMEC0001CR SMEC Non-defaulted Secured Construction DK Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMEC0002CR SMEC Non-defaulted Secured Other DK Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMEC0003CR SMEC Non-defaulted Secured DK Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable DKSMEC0004CR SMEC Defaulted DK Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMEC0005CR SMEC Non-defaulted Unsecured Construction DK Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMEC0006CR SMEC Non-defaulted Unsecured Other DK Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMEC0007CR SMEC Non-defaulted Unsecured DK Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMEC0008CR SMEC Non-Defaulted DK Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMEC0009CR SMEC Non-defaulted Secured DK Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable DKSMER0001CR SMER Non-defaulted Secured Construction DK Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMER0002CR SMER Non-defaulted Secured Other DK Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMER0003CR SMER Non-defaulted Secured DK Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable DKSMER0004CR SMER Defaulted DK Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMER0005CR SMER Non-defaulted Unsecured Construction DK Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMER0006CR SMER Non-defaulted Unsecured Other DK Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMER0007CR SMER Non-defaulted Unsecured DK Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMER0008CR SMER Non-Defaulted DK Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable DKSMER0009CR SMER Non-defaulted Secured DK Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable EECORP0001CR CORP Non-defaulted Secured Construction EE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable EECORP0002CR CORP Non-defaulted Secured Other EE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable EECORP0003CR CORP Non-defaulted Secured EE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable EECORP0004CR CORP Defaulted EE Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable EECORP0005CR CORP Non-defaulted Unsecured Construction EE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable EECORP0006CR CORP Non-defaulted Unsecured Other EE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable EECORP0007CR CORP Non-Defaulted EE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable EECORP0008CR CORP Non-defaulted Secured EE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable EECORP0009CR CORP Non-defaulted Unsecured EE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable EEMORT0001CR Mortgages Non-defaulted ILTV <=25 % EE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % EEMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % EE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % EEMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % EE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % EEMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % EE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % EEMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % EE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % EEMORT0006CR Mortgages Non-defaulted ILTV >125 % EE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % EEMORT0007CR Mortgages Non-defaulted funded CRM EE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable EEMORT0008CR Mortgages Non-defaulted Unfunded CRM EE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable EEMORT0009CR Mortgages Defaulted EE Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable EEMORT0010CR Mortgages Non-defaulted EE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable EESMEC0001CR SMEC Non-defaulted Secured Construction EE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMEC0002CR SMEC Non-defaulted Secured Other EE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMEC0003CR SMEC Non-defaulted Secured EE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable EESMEC0004CR SMEC Defaulted EE Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMEC0005CR SMEC Non-defaulted Unsecured Construction EE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMEC0006CR SMEC Non-defaulted Unsecured Other EE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMEC0007CR SMEC Non-defaulted Unsecured EE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMEC0008CR SMEC Non-Defaulted EE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMEC0009CR SMEC Non-defaulted Secured EE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable EESMER0001CR SMER Non-defaulted Secured Construction EE Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMER0002CR SMER Non-defaulted Secured Other EE Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMER0003CR SMER Non-defaulted Secured EE Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable EESMER0004CR SMER Defaulted EE Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMER0005CR SMER Non-defaulted Unsecured Construction EE Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMER0006CR SMER Non-defaulted Unsecured Other EE Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMER0007CR SMER Non-defaulted Unsecured EE Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMER0008CR SMER Non-Defaulted EE Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable EESMER0009CR SMER Non-defaulted Secured EE Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ESCORP0001CR CORP Non-defaulted Secured Construction ES Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ESCORP0002CR CORP Non-defaulted Secured Other ES Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ESCORP0003CR CORP Non-defaulted Secured ES Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ESCORP0004CR CORP Defaulted ES Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ESCORP0005CR CORP Non-defaulted Unsecured Construction ES Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ESCORP0006CR CORP Non-defaulted Unsecured Other ES Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ESCORP0007CR CORP Non-Defaulted ES Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ESCORP0008CR CORP Non-defaulted Secured ES Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ESCORP0009CR CORP Non-defaulted Unsecured ES Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ESMORT0001CR Mortgages Non-defaulted ILTV <=25 % ES Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % ESMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % ES Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % ESMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % ES Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % ESMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % ES Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % ESMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % ES Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % ESMORT0006CR Mortgages Non-defaulted ILTV >125 % ES Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % ESMORT0007CR Mortgages Non-defaulted funded CRM ES Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable ESMORT0008CR Mortgages Non-defaulted Unfunded CRM ES Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable ESMORT0009CR Mortgages Defaulted ES Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable ESMORT0010CR Mortgages Non-defaulted ES Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable ESSMEC0001CR SMEC Non-defaulted Secured Construction ES Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMEC0002CR SMEC Non-defaulted Secured Other ES Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMEC0003CR SMEC Non-defaulted Secured ES Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ESSMEC0004CR SMEC Defaulted ES Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMEC0005CR SMEC Non-defaulted Unsecured Construction ES Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMEC0006CR SMEC Non-defaulted Unsecured Other ES Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMEC0007CR SMEC Non-defaulted Unsecured ES Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMEC0008CR SMEC Non-Defaulted ES Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMEC0009CR SMEC Non-defaulted Secured ES Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ESSMER0001CR SMER Non-defaulted Secured Construction ES Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMER0002CR SMER Non-defaulted Secured Other ES Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMER0003CR SMER Non-defaulted Secured ES Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ESSMER0004CR SMER Defaulted ES Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMER0005CR SMER Non-defaulted Unsecured Construction ES Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMER0006CR SMER Non-defaulted Unsecured Other ES Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMER0007CR SMER Non-defaulted Unsecured ES Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMER0008CR SMER Non-Defaulted ES Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ESSMER0009CR SMER Non-defaulted Secured ES Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable FICORP0001CR CORP Non-defaulted Secured Construction FI Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FICORP0002CR CORP Non-defaulted Secured Other FI Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FICORP0003CR CORP Non-defaulted Secured FI Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable FICORP0004CR CORP Defaulted FI Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FICORP0005CR CORP Non-defaulted Unsecured Construction FI Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FICORP0006CR CORP Non-defaulted Unsecured Other FI Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FICORP0007CR CORP Non-Defaulted FI Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FICORP0008CR CORP Non-defaulted Secured FI Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable FICORP0009CR CORP Non-defaulted Unsecured FI Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FIMORT0001CR Mortgages Non-defaulted ILTV <=25 % FI Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % FIMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % FI Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % FIMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % FI Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % FIMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % FI Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % FIMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % FI Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % FIMORT0006CR Mortgages Non-defaulted ILTV >125 % FI Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % FIMORT0007CR Mortgages Non-defaulted funded CRM FI Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable FIMORT0008CR Mortgages Non-defaulted Unfunded CRM FI Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable FIMORT0009CR Mortgages Defaulted FI Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable FIMORT0010CR Mortgages Non-defaulted FI Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable FISMEC0001CR SMEC Non-defaulted Secured Construction FI Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMEC0002CR SMEC Non-defaulted Secured Other FI Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMEC0003CR SMEC Non-defaulted Secured FI Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable FISMEC0004CR SMEC Defaulted FI Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMEC0005CR SMEC Non-defaulted Unsecured Construction FI Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMEC0006CR SMEC Non-defaulted Unsecured Other FI Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMEC0007CR SMEC Non-defaulted Unsecured FI Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMEC0008CR SMEC Non-Defaulted FI Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMEC0009CR SMEC Non-defaulted Secured FI Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable FISMER0001CR SMER Non-defaulted Secured Construction FI Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMER0002CR SMER Non-defaulted Secured Other FI Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMER0003CR SMER Non-defaulted Secured FI Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable FISMER0004CR SMER Defaulted FI Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMER0005CR SMER Non-defaulted Unsecured Construction FI Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMER0006CR SMER Non-defaulted Unsecured Other FI Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMER0007CR SMER Non-defaulted Unsecured FI Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMER0008CR SMER Non-Defaulted FI Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FISMER0009CR SMER Non-defaulted Secured FI Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable FRCORP0001CR CORP Non-defaulted Secured Construction FR Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FRCORP0002CR CORP Non-defaulted Secured Other FR Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FRCORP0003CR CORP Non-defaulted Secured FR Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable FRCORP0004CR CORP Defaulted FR Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FRCORP0005CR CORP Non-defaulted Unsecured Construction FR Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FRCORP0006CR CORP Non-defaulted Unsecured Other FR Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FRCORP0007CR CORP Non-Defaulted FR Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FRCORP0008CR CORP Non-defaulted Secured FR Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable FRCORP0009CR CORP Non-defaulted Unsecured FR Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable FRMORT0001CR Mortgages Non-defaulted ILTV <=25 % FR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % FRMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % FR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % FRMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % FR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % FRMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % FR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % FRMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % FR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % FRMORT0006CR Mortgages Non-defaulted ILTV >125 % FR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % FRMORT0007CR Mortgages Non-defaulted funded CRM FR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable FRMORT0008CR Mortgages Non-defaulted Unfunded CRM FR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable FRMORT0009CR Mortgages Defaulted FR Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable FRMORT0010CR Mortgages Non-defaulted FR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable FRSMEC0001CR SMEC Non-defaulted Secured Construction FR Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMEC0002CR SMEC Non-defaulted Secured Other FR Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMEC0003CR SMEC Non-defaulted Secured FR Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable FRSMEC0004CR SMEC Defaulted FR Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMEC0005CR SMEC Non-defaulted Unsecured Construction FR Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMEC0006CR SMEC Non-defaulted Unsecured Other FR Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMEC0007CR SMEC Non-defaulted Unsecured FR Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMEC0008CR SMEC Non-Defaulted FR Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMEC0009CR SMEC Non-defaulted Secured FR Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable FRSMER0001CR SMER Non-defaulted Secured Construction FR Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMER0002CR SMER Non-defaulted Secured Other FR Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMER0003CR SMER Non-defaulted Secured FR Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable FRSMER0004CR SMER Defaulted FR Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMER0005CR SMER Non-defaulted Unsecured Construction FR Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMER0006CR SMER Non-defaulted Unsecured Other FR Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMER0007CR SMER Non-defaulted Unsecured FR Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMER0008CR SMER Non-Defaulted FR Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable FRSMER0009CR SMER Non-defaulted Secured FR Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable GBCORP0001CR CORP Non-defaulted Secured Construction GB Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GBCORP0002CR CORP Non-defaulted Secured Other GB Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GBCORP0003CR CORP Non-defaulted Secured GB Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable GBCORP0004CR CORP Defaulted GB Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GBCORP0005CR CORP Non-defaulted Unsecured Construction GB Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GBCORP0006CR CORP Non-defaulted Unsecured Other GB Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GBCORP0007CR CORP Non-Defaulted GB Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GBCORP0008CR CORP Non-defaulted Secured GB Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable GBCORP0009CR CORP Non-defaulted Unsecured GB Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GBMORT0001CR Mortgages Non-defaulted ILTV <=25 % GB Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % GBMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % GB Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % GBMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % GB Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % GBMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % GB Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % GBMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % GB Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % GBMORT0006CR Mortgages Non-defaulted ILTV >125 % GB Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % GBMORT0007CR Mortgages Non-defaulted funded CRM GB Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable GBMORT0008CR Mortgages Non-defaulted Unfunded CRM GB Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable GBMORT0009CR Mortgages Defaulted GB Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GBMORT0010CR Mortgages Non-defaulted GB Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GBSMEC0001CR SMEC Non-defaulted Secured Construction GB Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMEC0002CR SMEC Non-defaulted Secured Other GB Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMEC0003CR SMEC Non-defaulted Secured GB Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable GBSMEC0004CR SMEC Defaulted GB Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMEC0005CR SMEC Non-defaulted Unsecured Construction GB Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMEC0006CR SMEC Non-defaulted Unsecured Other GB Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMEC0007CR SMEC Non-defaulted Unsecured GB Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMEC0008CR SMEC Non-Defaulted GB Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMEC0009CR SMEC Non-defaulted Secured GB Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable GBSMER0001CR SMER Non-defaulted Secured Construction GB Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMER0002CR SMER Non-defaulted Secured Other GB Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMER0003CR SMER Non-defaulted Secured GB Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable GBSMER0004CR SMER Defaulted GB Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMER0005CR SMER Non-defaulted Unsecured Construction GB Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMER0006CR SMER Non-defaulted Unsecured Other GB Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMER0007CR SMER Non-defaulted Unsecured GB Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMER0008CR SMER Non-Defaulted GB Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GBSMER0009CR SMER Non-defaulted Secured GB Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable GRCORP0001CR CORP Non-defaulted Secured Construction GR Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GRCORP0002CR CORP Non-defaulted Secured Other GR Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GRCORP0003CR CORP Non-defaulted Secured GR Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable GRCORP0004CR CORP Defaulted GR Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GRCORP0005CR CORP Non-defaulted Unsecured Construction GR Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GRCORP0006CR CORP Non-defaulted Unsecured Other GR Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GRCORP0007CR CORP Non-Defaulted GR Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GRCORP0008CR CORP Non-defaulted Secured GR Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable GRCORP0009CR CORP Non-defaulted Unsecured GR Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable GRMORT0001CR Mortgages Non-defaulted ILTV <=25 % GR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % GRMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % GR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % GRMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % GR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % GRMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % GR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % GRMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % GR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % GRMORT0006CR Mortgages Non-defaulted ILTV >125 % GR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % GRMORT0007CR Mortgages Non-defaulted funded CRM GR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable GRMORT0008CR Mortgages Non-defaulted Unfunded CRM GR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable GRMORT0009CR Mortgages Defaulted GR Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GRMORT0010CR Mortgages Non-defaulted GR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GRSMEC0001CR SMEC Non-defaulted Secured Construction GR Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMEC0002CR SMEC Non-defaulted Secured Other GR Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMEC0003CR SMEC Non-defaulted Secured GR Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable GRSMEC0004CR SMEC Defaulted GR Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMEC0005CR SMEC Non-defaulted Unsecured Construction GR Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMEC0006CR SMEC Non-defaulted Unsecured Other GR Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMEC0007CR SMEC Non-defaulted Unsecured GR Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMEC0008CR SMEC Non-Defaulted GR Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMEC0009CR SMEC Non-defaulted Secured GR Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable GRSMER0001CR SMER Non-defaulted Secured Construction GR Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMER0002CR SMER Non-defaulted Secured Other GR Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMER0003CR SMER Non-defaulted Secured GR Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable GRSMER0004CR SMER Defaulted GR Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMER0005CR SMER Non-defaulted Unsecured Construction GR Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMER0006CR SMER Non-defaulted Unsecured Other GR Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMER0007CR SMER Non-defaulted Unsecured GR Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMER0008CR SMER Non-Defaulted GR Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable GRSMER0009CR SMER Non-defaulted Secured GR Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable HRCORP0001CR CORP Non-defaulted Secured Construction HR Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HRCORP0002CR CORP Non-defaulted Secured Other HR Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HRCORP0003CR CORP Non-defaulted Secured HR Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable HRCORP0004CR CORP Defaulted HR Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HRCORP0005CR CORP Non-defaulted Unsecured Construction HR Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HRCORP0006CR CORP Non-defaulted Unsecured Other HR Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HRCORP0007CR CORP Non-Defaulted HR Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HRCORP0008CR CORP Non-defaulted Secured HR Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable HRCORP0009CR CORP Non-defaulted Unsecured HR Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HRMORT0001CR Mortgages Non-defaulted ILTV <=25 % HR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % HRMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % HR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % HRMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % HR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % HRMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % HR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % HRMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % HR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % HRMORT0006CR Mortgages Non-defaulted ILTV >125 % HR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % HRMORT0007CR Mortgages Non-defaulted funded CRM HR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable HRMORT0008CR Mortgages Non-defaulted Unfunded CRM HR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable HRMORT0009CR Mortgages Defaulted HR Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable HRMORT0010CR Mortgages Non-defaulted HR Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable HRSMEC0001CR SMEC Non-defaulted Secured Construction HR Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMEC0002CR SMEC Non-defaulted Secured Other HR Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMEC0003CR SMEC Non-defaulted Secured HR Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable HRSMEC0004CR SMEC Defaulted HR Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMEC0005CR SMEC Non-defaulted Unsecured Construction HR Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMEC0006CR SMEC Non-defaulted Unsecured Other HR Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMEC0007CR SMEC Non-defaulted Unsecured HR Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMEC0008CR SMEC Non-Defaulted HR Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMEC0009CR SMEC Non-defaulted Secured HR Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable HRSMER0001CR SMER Non-defaulted Secured Construction HR Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMER0002CR SMER Non-defaulted Secured Other HR Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMER0003CR SMER Non-defaulted Secured HR Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable HRSMER0004CR SMER Defaulted HR Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMER0005CR SMER Non-defaulted Unsecured Construction HR Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMER0006CR SMER Non-defaulted Unsecured Other HR Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMER0007CR SMER Non-defaulted Unsecured HR Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMER0008CR SMER Non-Defaulted HR Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HRSMER0009CR SMER Non-defaulted Secured HR Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable HUCORP0001CR CORP Non-defaulted Secured Construction HU Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HUCORP0002CR CORP Non-defaulted Secured Other HU Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HUCORP0003CR CORP Non-defaulted Secured HU Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable HUCORP0004CR CORP Defaulted HU Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HUCORP0005CR CORP Non-defaulted Unsecured Construction HU Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HUCORP0006CR CORP Non-defaulted Unsecured Other HU Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HUCORP0007CR CORP Non-Defaulted HU Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HUCORP0008CR CORP Non-defaulted Secured HU Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable HUCORP0009CR CORP Non-defaulted Unsecured HU Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable HUMORT0001CR Mortgages Non-defaulted ILTV <=25 % HU Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % HUMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % HU Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % HUMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % HU Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % HUMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % HU Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % HUMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % HU Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % HUMORT0006CR Mortgages Non-defaulted ILTV >125 % HU Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % HUMORT0007CR Mortgages Non-defaulted funded CRM HU Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable HUMORT0008CR Mortgages Non-defaulted Unfunded CRM HU Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable HUMORT0009CR Mortgages Defaulted HU Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable HUMORT0010CR Mortgages Non-defaulted HU Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable HUSMEC0001CR SMEC Non-defaulted Secured Construction HU Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMEC0002CR SMEC Non-defaulted Secured Other HU Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMEC0003CR SMEC Non-defaulted Secured HU Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable HUSMEC0004CR SMEC Defaulted HU Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMEC0005CR SMEC Non-defaulted Unsecured Construction HU Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMEC0006CR SMEC Non-defaulted Unsecured Other HU Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMEC0007CR SMEC Non-defaulted Unsecured HU Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMEC0008CR SMEC Non-Defaulted HU Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMEC0009CR SMEC Non-defaulted Secured HU Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable HUSMER0001CR SMER Non-defaulted Secured Construction HU Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMER0002CR SMER Non-defaulted Secured Other HU Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMER0003CR SMER Non-defaulted Secured HU Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable HUSMER0004CR SMER Defaulted HU Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMER0005CR SMER Non-defaulted Unsecured Construction HU Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMER0006CR SMER Non-defaulted Unsecured Other HU Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMER0007CR SMER Non-defaulted Unsecured HU Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMER0008CR SMER Non-Defaulted HU Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable HUSMER0009CR SMER Non-defaulted Secured HU Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable IECORP0001CR CORP Non-defaulted Secured Construction IE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable IECORP0002CR CORP Non-defaulted Secured Other IE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable IECORP0003CR CORP Non-defaulted Secured IE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable IECORP0004CR CORP Defaulted IE Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable IECORP0005CR CORP Non-defaulted Unsecured Construction IE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable IECORP0006CR CORP Non-defaulted Unsecured Other IE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable IECORP0007CR CORP Non-Defaulted IE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable IECORP0008CR CORP Non-defaulted Secured IE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable IECORP0009CR CORP Non-defaulted Unsecured IE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable IEMORT0001CR Mortgages Non-defaulted ILTV <=25 % IE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % IEMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % IE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % IEMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % IE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % IEMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % IE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % IEMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % IE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % IEMORT0006CR Mortgages Non-defaulted ILTV >125 % IE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % IEMORT0007CR Mortgages Non-defaulted funded CRM IE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable IEMORT0008CR Mortgages Non-defaulted Unfunded CRM IE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable IEMORT0009CR Mortgages Defaulted IE Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IEMORT0010CR Mortgages Non-defaulted IE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable IESMEC0001CR SMEC Non-defaulted Secured Construction IE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMEC0002CR SMEC Non-defaulted Secured Other IE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMEC0003CR SMEC Non-defaulted Secured IE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable IESMEC0004CR SMEC Defaulted IE Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMEC0005CR SMEC Non-defaulted Unsecured Construction IE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMEC0006CR SMEC Non-defaulted Unsecured Other IE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMEC0007CR SMEC Non-defaulted Unsecured IE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMEC0008CR SMEC Non-Defaulted IE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMEC0009CR SMEC Non-defaulted Secured IE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable IESMER0001CR SMER Non-defaulted Secured Construction IE Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMER0002CR SMER Non-defaulted Secured Other IE Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMER0003CR SMER Non-defaulted Secured IE Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable IESMER0004CR SMER Defaulted IE Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMER0005CR SMER Non-defaulted Unsecured Construction IE Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMER0006CR SMER Non-defaulted Unsecured Other IE Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMER0007CR SMER Non-defaulted Unsecured IE Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMER0008CR SMER Non-Defaulted IE Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable IESMER0009CR SMER Non-defaulted Secured IE Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ITCORP0001CR CORP Non-defaulted Secured Construction IT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ITCORP0002CR CORP Non-defaulted Secured Other IT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ITCORP0003CR CORP Non-defaulted Secured IT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ITCORP0004CR CORP Defaulted IT Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ITCORP0005CR CORP Non-defaulted Unsecured Construction IT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ITCORP0006CR CORP Non-defaulted Unsecured Other IT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ITCORP0007CR CORP Non-Defaulted IT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ITCORP0008CR CORP Non-defaulted Secured IT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ITCORP0009CR CORP Non-defaulted Unsecured IT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ITMORT0001CR Mortgages Non-defaulted ILTV <=25 % IT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % ITMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % IT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % ITMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % IT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % ITMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % IT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % ITMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % IT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % ITMORT0006CR Mortgages Non-defaulted ILTV >125 % IT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % ITMORT0007CR Mortgages Non-defaulted funded CRM IT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable ITMORT0008CR Mortgages Non-defaulted Unfunded CRM IT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable ITMORT0009CR Mortgages Defaulted IT Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable ITMORT0010CR Mortgages Non-defaulted IT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable ITSMEC0001CR SMEC Non-defaulted Secured Construction IT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMEC0002CR SMEC Non-defaulted Secured Other IT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMEC0003CR SMEC Non-defaulted Secured IT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ITSMEC0004CR SMEC Defaulted IT Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMEC0005CR SMEC Non-defaulted Unsecured Construction IT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMEC0006CR SMEC Non-defaulted Unsecured Other IT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMEC0007CR SMEC Non-defaulted Unsecured IT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMEC0008CR SMEC Non-Defaulted IT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMEC0009CR SMEC Non-defaulted Secured IT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ITSMER0001CR SMER Non-defaulted Secured Construction IT Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMER0002CR SMER Non-defaulted Secured Other IT Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMER0003CR SMER Non-defaulted Secured IT Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ITSMER0004CR SMER Defaulted IT Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMER0005CR SMER Non-defaulted Unsecured Construction IT Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMER0006CR SMER Non-defaulted Unsecured Other IT Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMER0007CR SMER Non-defaulted Unsecured IT Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMER0008CR SMER Non-Defaulted IT Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ITSMER0009CR SMER Non-defaulted Secured IT Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LTCORP0001CR CORP Non-defaulted Secured Construction LT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LTCORP0002CR CORP Non-defaulted Secured Other LT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LTCORP0003CR CORP Non-defaulted Secured LT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LTCORP0004CR CORP Defaulted LT Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LTCORP0005CR CORP Non-defaulted Unsecured Construction LT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LTCORP0006CR CORP Non-defaulted Unsecured Other LT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LTCORP0007CR CORP Non-Defaulted LT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LTCORP0008CR CORP Non-defaulted Secured LT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LTCORP0009CR CORP Non-defaulted Unsecured LT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LTMORT0001CR Mortgages Non-defaulted ILTV <=25 % LT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % LTMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % LT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % LTMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % LT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % LTMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % LT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % LTMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % LT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % LTMORT0006CR Mortgages Non-defaulted ILTV >125 % LT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % LTMORT0007CR Mortgages Non-defaulted funded CRM LT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable LTMORT0008CR Mortgages Non-defaulted Unfunded CRM LT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable LTMORT0009CR Mortgages Defaulted LT Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LTMORT0010CR Mortgages Non-defaulted LT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LTSMEC0001CR SMEC Non-defaulted Secured Construction LT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMEC0002CR SMEC Non-defaulted Secured Other LT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMEC0003CR SMEC Non-defaulted Secured LT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LTSMEC0004CR SMEC Defaulted LT Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMEC0005CR SMEC Non-defaulted Unsecured Construction LT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMEC0006CR SMEC Non-defaulted Unsecured Other LT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMEC0007CR SMEC Non-defaulted Unsecured LT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMEC0008CR SMEC Non-Defaulted LT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMEC0009CR SMEC Non-defaulted Secured LT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LTSMER0001CR SMER Non-defaulted Secured Construction LT Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMER0002CR SMER Non-defaulted Secured Other LT Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMER0003CR SMER Non-defaulted Secured LT Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LTSMER0004CR SMER Defaulted LT Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMER0005CR SMER Non-defaulted Unsecured Construction LT Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMER0006CR SMER Non-defaulted Unsecured Other LT Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMER0007CR SMER Non-defaulted Unsecured LT Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMER0008CR SMER Non-Defaulted LT Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LTSMER0009CR SMER Non-defaulted Secured LT Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LUCORP0001CR CORP Non-defaulted Secured Construction LU Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LUCORP0002CR CORP Non-defaulted Secured Other LU Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LUCORP0003CR CORP Non-defaulted Secured LU Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LUCORP0004CR CORP Defaulted LU Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LUCORP0005CR CORP Non-defaulted Unsecured Construction LU Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LUCORP0006CR CORP Non-defaulted Unsecured Other LU Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LUCORP0007CR CORP Non-Defaulted LU Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LUCORP0008CR CORP Non-defaulted Secured LU Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LUCORP0009CR CORP Non-defaulted Unsecured LU Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LUMORT0001CR Mortgages Non-defaulted ILTV <=25 % LU Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % LUMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % LU Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % LUMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % LU Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % LUMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % LU Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % LUMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % LU Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % LUMORT0006CR Mortgages Non-defaulted ILTV >125 % LU Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % LUMORT0007CR Mortgages Non-defaulted funded CRM LU Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable LUMORT0008CR Mortgages Non-defaulted Unfunded CRM LU Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable LUMORT0009CR Mortgages Defaulted LU Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LUMORT0010CR Mortgages Non-defaulted LU Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LUSMEC0001CR SMEC Non-defaulted Secured Construction LU Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMEC0002CR SMEC Non-defaulted Secured Other LU Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMEC0003CR SMEC Non-defaulted Secured LU Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LUSMEC0004CR SMEC Defaulted LU Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMEC0005CR SMEC Non-defaulted Unsecured Construction LU Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMEC0006CR SMEC Non-defaulted Unsecured Other LU Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMEC0007CR SMEC Non-defaulted Unsecured LU Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMEC0008CR SMEC Non-Defaulted LU Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMEC0009CR SMEC Non-defaulted Secured LU Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LUSMER0001CR SMER Non-defaulted Secured Construction LU Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMER0002CR SMER Non-defaulted Secured Other LU Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMER0003CR SMER Non-defaulted Secured LU Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LUSMER0004CR SMER Defaulted LU Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMER0005CR SMER Non-defaulted Unsecured Construction LU Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMER0006CR SMER Non-defaulted Unsecured Other LU Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMER0007CR SMER Non-defaulted Unsecured LU Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMER0008CR SMER Non-Defaulted LU Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LUSMER0009CR SMER Non-defaulted Secured LU Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LVCORP0001CR CORP Non-defaulted Secured Construction LV Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LVCORP0002CR CORP Non-defaulted Secured Other LV Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LVCORP0003CR CORP Non-defaulted Secured LV Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LVCORP0004CR CORP Defaulted LV Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LVCORP0005CR CORP Non-defaulted Unsecured Construction LV Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LVCORP0006CR CORP Non-defaulted Unsecured Other LV Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LVCORP0007CR CORP Non-Defaulted LV Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LVCORP0008CR CORP Non-defaulted Secured LV Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LVCORP0009CR CORP Non-defaulted Unsecured LV Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable LVMORT0001CR Mortgages Non-defaulted ILTV <=25 % LV Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % LVMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % LV Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % LVMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % LV Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % LVMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % LV Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % LVMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % LV Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % LVMORT0006CR Mortgages Non-defaulted ILTV >125 % LV Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % LVMORT0007CR Mortgages Non-defaulted funded CRM LV Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable LVMORT0008CR Mortgages Non-defaulted Unfunded CRM LV Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable LVMORT0009CR Mortgages Defaulted LV Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LVMORT0010CR Mortgages Non-defaulted LV Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LVSMEC0001CR SMEC Non-defaulted Secured Construction LV Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMEC0002CR SMEC Non-defaulted Secured Other LV Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMEC0003CR SMEC Non-defaulted Secured LV Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LVSMEC0004CR SMEC Defaulted LV Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMEC0005CR SMEC Non-defaulted Unsecured Construction LV Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMEC0006CR SMEC Non-defaulted Unsecured Other LV Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMEC0007CR SMEC Non-defaulted Unsecured LV Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMEC0008CR SMEC Non-Defaulted LV Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMEC0009CR SMEC Non-defaulted Secured LV Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable LVSMER0001CR SMER Non-defaulted Secured Construction LV Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMER0002CR SMER Non-defaulted Secured Other LV Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMER0003CR SMER Non-defaulted Secured LV Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable LVSMER0004CR SMER Defaulted LV Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMER0005CR SMER Non-defaulted Unsecured Construction LV Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMER0006CR SMER Non-defaulted Unsecured Other LV Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMER0007CR SMER Non-defaulted Unsecured LV Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMER0008CR SMER Non-Defaulted LV Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable LVSMER0009CR SMER Non-defaulted Secured LV Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable MORT0010CR Mortgages Non-defaulted Not applicable Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable MTCORP0001CR CORP Non-defaulted Secured Construction MT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable MTCORP0002CR CORP Non-defaulted Secured Other MT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable MTCORP0003CR CORP Non-defaulted Secured MT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable MTCORP0004CR CORP Defaulted MT Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable MTCORP0005CR CORP Non-defaulted Unsecured Construction MT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable MTCORP0006CR CORP Non-defaulted Unsecured Other MT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable MTCORP0007CR CORP Non-Defaulted MT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable MTCORP0008CR CORP Non-defaulted Secured MT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable MTCORP0009CR CORP Non-defaulted Unsecured MT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable MTMORT0001CR Mortgages Non-defaulted ILTV <=25 % MT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % MTMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % MT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % MTMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % MT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % MTMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % MT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % MTMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % MT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % MTMORT0006CR Mortgages Non-defaulted ILTV >125 % MT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % MTMORT0007CR Mortgages Non-defaulted funded CRM MT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable MTMORT0008CR Mortgages Non-defaulted Unfunded CRM MT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable MTMORT0009CR Mortgages Defaulted MT Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable MTMORT0010CR Mortgages Non-defaulted MT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable MTSMEC0001CR SMEC Non-defaulted Secured Construction MT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMEC0002CR SMEC Non-defaulted Secured Other MT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMEC0003CR SMEC Non-defaulted Secured MT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable MTSMEC0004CR SMEC Defaulted MT Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMEC0005CR SMEC Non-defaulted Unsecured Construction MT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMEC0006CR SMEC Non-defaulted Unsecured Other MT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMEC0007CR SMEC Non-defaulted Unsecured MT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMEC0008CR SMEC Non-Defaulted MT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMEC0009CR SMEC Non-defaulted Secured MT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable MTSMER0001CR SMER Non-defaulted Secured Construction MT Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMER0002CR SMER Non-defaulted Secured Other MT Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMER0003CR SMER Non-defaulted Secured MT Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable MTSMER0004CR SMER Defaulted MT Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMER0005CR SMER Non-defaulted Unsecured Construction MT Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMER0006CR SMER Non-defaulted Unsecured Other MT Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMER0007CR SMER Non-defaulted Unsecured MT Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMER0008CR SMER Non-Defaulted MT Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable MTSMER0009CR SMER Non-defaulted Secured MT Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable NLCORP0001CR CORP Non-defaulted Secured Construction NL Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NLCORP0002CR CORP Non-defaulted Secured Other NL Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NLCORP0003CR CORP Non-defaulted Secured NL Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable NLCORP0004CR CORP Defaulted NL Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NLCORP0005CR CORP Non-defaulted Unsecured Construction NL Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NLCORP0006CR CORP Non-defaulted Unsecured Other NL Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NLCORP0007CR CORP Non-Defaulted NL Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NLCORP0008CR CORP Non-defaulted Secured NL Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable NLCORP0009CR CORP Non-defaulted Unsecured NL Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NLMORT0001CR Mortgages Non-defaulted ILTV <=25 % NL Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % NLMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % NL Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % NLMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % NL Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % NLMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % NL Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % NLMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % NL Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % NLMORT0006CR Mortgages Non-defaulted ILTV >125 % NL Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % NLMORT0007CR Mortgages Non-defaulted funded CRM NL Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable NLMORT0008CR Mortgages Non-defaulted Unfunded CRM NL Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable NLMORT0009CR Mortgages Defaulted NL Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable NLMORT0010CR Mortgages Non-defaulted NL Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable NLSMEC0001CR SMEC Non-defaulted Secured Construction NL Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMEC0002CR SMEC Non-defaulted Secured Other NL Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMEC0003CR SMEC Non-defaulted Secured NL Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable NLSMEC0004CR SMEC Defaulted NL Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMEC0005CR SMEC Non-defaulted Unsecured Construction NL Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMEC0006CR SMEC Non-defaulted Unsecured Other NL Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMEC0007CR SMEC Non-defaulted Unsecured NL Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMEC0008CR SMEC Non-Defaulted NL Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMEC0009CR SMEC Non-defaulted Secured NL Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable NLSMER0001CR SMER Non-defaulted Secured Construction NL Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMER0002CR SMER Non-defaulted Secured Other NL Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMER0003CR SMER Non-defaulted Secured NL Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable NLSMER0004CR SMER Defaulted NL Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMER0005CR SMER Non-defaulted Unsecured Construction NL Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMER0006CR SMER Non-defaulted Unsecured Other NL Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMER0007CR SMER Non-defaulted Unsecured NL Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMER0008CR SMER Non-Defaulted NL Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NLSMER0009CR SMER Non-defaulted Secured NL Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable NOCORP0001CR CORP Non-defaulted Secured Construction NO Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NOCORP0002CR CORP Non-defaulted Secured Other NO Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NOCORP0003CR CORP Non-defaulted Secured NO Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable NOCORP0004CR CORP Defaulted NO Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NOCORP0005CR CORP Non-defaulted Unsecured Construction NO Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NOCORP0006CR CORP Non-defaulted Unsecured Other NO Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NOCORP0007CR CORP Non-Defaulted NO Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NOCORP0008CR CORP Non-defaulted Secured NO Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable NOCORP0009CR CORP Non-defaulted Unsecured NO Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable NOMORT0001CR Mortgages Non-defaulted ILTV <=25 % NO Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % NOMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % NO Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % NOMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % NO Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % NOMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % NO Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % NOMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % NO Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % NOMORT0006CR Mortgages Non-defaulted ILTV >125 % NO Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % NOMORT0007CR Mortgages Non-defaulted funded CRM NO Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable NOMORT0008CR Mortgages Non-defaulted Unfunded CRM NO Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable NOMORT0009CR Mortgages Defaulted NO Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable NOMORT0010CR Mortgages Non-defaulted NO Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable NOSMEC0001CR SMEC Non-defaulted Secured Construction NO Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMEC0002CR SMEC Non-defaulted Secured Other NO Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMEC0003CR SMEC Non-defaulted Secured NO Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable NOSMEC0004CR SMEC Defaulted NO Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMEC0005CR SMEC Non-defaulted Unsecured Construction NO Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMEC0006CR SMEC Non-defaulted Unsecured Other NO Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMEC0007CR SMEC Non-defaulted Unsecured NO Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMEC0008CR SMEC Non-Defaulted NO Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMEC0009CR SMEC Non-defaulted Secured NO Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable NOSMER0001CR SMER Non-defaulted Secured Construction NO Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMER0002CR SMER Non-defaulted Secured Other NO Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMER0003CR SMER Non-defaulted Secured NO Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable NOSMER0004CR SMER Defaulted NO Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMER0005CR SMER Non-defaulted Unsecured Construction NO Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMER0006CR SMER Non-defaulted Unsecured Other NO Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMER0007CR SMER Non-defaulted Unsecured NO Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMER0008CR SMER Non-Defaulted NO Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable NOSMER0009CR SMER Non-defaulted Secured NO Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable PLCORP0001CR CORP Non-defaulted Secured Construction PL Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PLCORP0002CR CORP Non-defaulted Secured Other PL Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PLCORP0003CR CORP Non-defaulted Secured PL Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable PLCORP0004CR CORP Defaulted PL Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PLCORP0005CR CORP Non-defaulted Unsecured Construction PL Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PLCORP0006CR CORP Non-defaulted Unsecured Other PL Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PLCORP0007CR CORP Non-Defaulted PL Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PLCORP0008CR CORP Non-defaulted Secured PL Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable PLCORP0009CR CORP Non-defaulted Unsecured PL Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PLMORT0001CR Mortgages Non-defaulted ILTV <=25 % PL Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % PLMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % PL Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % PLMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % PL Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % PLMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % PL Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % PLMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % PL Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % PLMORT0006CR Mortgages Non-defaulted ILTV >125 % PL Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % PLMORT0007CR Mortgages Non-defaulted funded CRM PL Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable PLMORT0008CR Mortgages Non-defaulted Unfunded CRM PL Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable PLMORT0009CR Mortgages Defaulted PL Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable PLMORT0010CR Mortgages Non-defaulted PL Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable PLSMEC0001CR SMEC Non-defaulted Secured Construction PL Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMEC0002CR SMEC Non-defaulted Secured Other PL Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMEC0003CR SMEC Non-defaulted Secured PL Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable PLSMEC0004CR SMEC Defaulted PL Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMEC0005CR SMEC Non-defaulted Unsecured Construction PL Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMEC0006CR SMEC Non-defaulted Unsecured Other PL Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMEC0007CR SMEC Non-defaulted Unsecured PL Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMEC0008CR SMEC Non-Defaulted PL Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMEC0009CR SMEC Non-defaulted Secured PL Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable PLSMER0001CR SMER Non-defaulted Secured Construction PL Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMER0002CR SMER Non-defaulted Secured Other PL Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMER0003CR SMER Non-defaulted Secured PL Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable PLSMER0004CR SMER Defaulted PL Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMER0005CR SMER Non-defaulted Unsecured Construction PL Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMER0006CR SMER Non-defaulted Unsecured Other PL Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMER0007CR SMER Non-defaulted Unsecured PL Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMER0008CR SMER Non-Defaulted PL Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PLSMER0009CR SMER Non-defaulted Secured PL Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable PTCORP0001CR CORP Non-defaulted Secured Construction PT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PTCORP0002CR CORP Non-defaulted Secured Other PT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PTCORP0003CR CORP Non-defaulted Secured PT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable PTCORP0004CR CORP Defaulted PT Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PTCORP0005CR CORP Non-defaulted Unsecured Construction PT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PTCORP0006CR CORP Non-defaulted Unsecured Other PT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PTCORP0007CR CORP Non-Defaulted PT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PTCORP0008CR CORP Non-defaulted Secured PT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable PTCORP0009CR CORP Non-defaulted Unsecured PT Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable PTMORT0001CR Mortgages Non-defaulted ILTV <=25 % PT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % PTMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % PT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % PTMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % PT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % PTMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % PT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % PTMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % PT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % PTMORT0006CR Mortgages Non-defaulted ILTV >125 % PT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % PTMORT0007CR Mortgages Non-defaulted funded CRM PT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable PTMORT0008CR Mortgages Non-defaulted Unfunded CRM PT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable PTMORT0009CR Mortgages Defaulted PT Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable PTMORT0010CR Mortgages Non-defaulted PT Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable PTSMEC0001CR SMEC Non-defaulted Secured Construction PT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMEC0002CR SMEC Non-defaulted Secured Other PT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMEC0003CR SMEC Non-defaulted Secured PT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable PTSMEC0004CR SMEC Defaulted PT Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMEC0005CR SMEC Non-defaulted Unsecured Construction PT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMEC0006CR SMEC Non-defaulted Unsecured Other PT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMEC0007CR SMEC Non-defaulted Unsecured PT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMEC0008CR SMEC Non-Defaulted PT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMEC0009CR SMEC Non-defaulted Secured PT Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable PTSMER0001CR SMER Non-defaulted Secured Construction PT Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMER0002CR SMER Non-defaulted Secured Other PT Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMER0003CR SMER Non-defaulted Secured PT Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable PTSMER0004CR SMER Defaulted PT Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMER0005CR SMER Non-defaulted Unsecured Construction PT Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMER0006CR SMER Non-defaulted Unsecured Other PT Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMER0007CR SMER Non-defaulted Unsecured PT Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMER0008CR SMER Non-Defaulted PT Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable PTSMER0009CR SMER Non-defaulted Secured PT Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ROCORP0001CR CORP Non-defaulted Secured Construction RO Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ROCORP0002CR CORP Non-defaulted Secured Other RO Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ROCORP0003CR CORP Non-defaulted Secured RO Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ROCORP0004CR CORP Defaulted RO Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ROCORP0005CR CORP Non-defaulted Unsecured Construction RO Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ROCORP0006CR CORP Non-defaulted Unsecured Other RO Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ROCORP0007CR CORP Non-Defaulted RO Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ROCORP0008CR CORP Non-defaulted Secured RO Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ROCORP0009CR CORP Non-defaulted Unsecured RO Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable ROMORT0001CR Mortgages Non-defaulted ILTV <=25 % RO Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % ROMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % RO Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % ROMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % RO Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % ROMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % RO Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % ROMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % RO Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % ROMORT0006CR Mortgages Non-defaulted ILTV >125 % RO Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % ROMORT0007CR Mortgages Non-defaulted funded CRM RO Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable ROMORT0008CR Mortgages Non-defaulted Unfunded CRM RO Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable ROMORT0009CR Mortgages Defaulted RO Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable ROMORT0010CR Mortgages Non-defaulted RO Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable ROSMEC0001CR SMEC Non-defaulted Secured Construction RO Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMEC0002CR SMEC Non-defaulted Secured Other RO Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMEC0003CR SMEC Non-defaulted Secured RO Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ROSMEC0004CR SMEC Defaulted RO Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMEC0005CR SMEC Non-defaulted Unsecured Construction RO Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMEC0006CR SMEC Non-defaulted Unsecured Other RO Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMEC0007CR SMEC Non-defaulted Unsecured RO Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMEC0008CR SMEC Non-Defaulted RO Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMEC0009CR SMEC Non-defaulted Secured RO Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable ROSMER0001CR SMER Non-defaulted Secured Construction RO Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMER0002CR SMER Non-defaulted Secured Other RO Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMER0003CR SMER Non-defaulted Secured RO Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable ROSMER0004CR SMER Defaulted RO Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMER0005CR SMER Non-defaulted Unsecured Construction RO Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMER0006CR SMER Non-defaulted Unsecured Other RO Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMER0007CR SMER Non-defaulted Unsecured RO Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMER0008CR SMER Non-Defaulted RO Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ROSMER0009CR SMER Non-defaulted Secured RO Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SECORP0001CR CORP Non-defaulted Secured Construction SE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SECORP0002CR CORP Non-defaulted Secured Other SE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SECORP0003CR CORP Non-defaulted Secured SE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SECORP0004CR CORP Defaulted SE Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SECORP0005CR CORP Non-defaulted Unsecured Construction SE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SECORP0006CR CORP Non-defaulted Unsecured Other SE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SECORP0007CR CORP Non-Defaulted SE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SECORP0008CR CORP Non-defaulted Secured SE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SECORP0009CR CORP Non-defaulted Unsecured SE Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SEMORT0001CR Mortgages Non-defaulted ILTV <=25 % SE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % SEMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % SE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % SEMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % SE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % SEMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % SE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % SEMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % SE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % SEMORT0006CR Mortgages Non-defaulted ILTV >125 % SE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % SEMORT0007CR Mortgages Non-defaulted funded CRM SE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable SEMORT0008CR Mortgages Non-defaulted Unfunded CRM SE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable SEMORT0009CR Mortgages Defaulted SE Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable SEMORT0010CR Mortgages Non-defaulted SE Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable SESMEC0001CR SMEC Non-defaulted Secured Construction SE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMEC0002CR SMEC Non-defaulted Secured Other SE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMEC0003CR SMEC Non-defaulted Secured SE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SESMEC0004CR SMEC Defaulted SE Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMEC0005CR SMEC Non-defaulted Unsecured Construction SE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMEC0006CR SMEC Non-defaulted Unsecured Other SE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMEC0007CR SMEC Non-defaulted Unsecured SE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMEC0008CR SMEC Non-Defaulted SE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMEC0009CR SMEC Non-defaulted Secured SE Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SESMER0001CR SMER Non-defaulted Secured Construction SE Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMER0002CR SMER Non-defaulted Secured Other SE Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMER0003CR SMER Non-defaulted Secured SE Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SESMER0004CR SMER Defaulted SE Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMER0005CR SMER Non-defaulted Unsecured Construction SE Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMER0006CR SMER Non-defaulted Unsecured Other SE Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMER0007CR SMER Non-defaulted Unsecured SE Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMER0008CR SMER Non-Defaulted SE Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SESMER0009CR SMER Non-defaulted Secured SE Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SICORP0001CR CORP Non-defaulted Secured Construction SI Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SICORP0002CR CORP Non-defaulted Secured Other SI Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SICORP0003CR CORP Non-defaulted Secured SI Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SICORP0004CR CORP Defaulted SI Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SICORP0005CR CORP Non-defaulted Unsecured Construction SI Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SICORP0006CR CORP Non-defaulted Unsecured Other SI Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SICORP0007CR CORP Non-Defaulted SI Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SICORP0008CR CORP Non-defaulted Secured SI Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SICORP0009CR CORP Non-defaulted Unsecured SI Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SIMORT0001CR Mortgages Non-defaulted ILTV <=25 % SI Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % SIMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % SI Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % SIMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % SI Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % SIMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % SI Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % SIMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % SI Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % SIMORT0006CR Mortgages Non-defaulted ILTV >125 % SI Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % SIMORT0007CR Mortgages Non-defaulted funded CRM SI Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable SIMORT0008CR Mortgages Non-defaulted Unfunded CRM SI Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable SIMORT0009CR Mortgages Defaulted SI Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable SIMORT0010CR Mortgages Non-defaulted SI Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable SISMEC0001CR SMEC Non-defaulted Secured Construction SI Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMEC0002CR SMEC Non-defaulted Secured Other SI Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMEC0003CR SMEC Non-defaulted Secured SI Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SISMEC0004CR SMEC Defaulted SI Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMEC0005CR SMEC Non-defaulted Unsecured Construction SI Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMEC0006CR SMEC Non-defaulted Unsecured Other SI Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMEC0007CR SMEC Non-defaulted Unsecured SI Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMEC0008CR SMEC Non-Defaulted SI Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMEC0009CR SMEC Non-defaulted Secured SI Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SISMER0001CR SMER Non-defaulted Secured Construction SI Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMER0002CR SMER Non-defaulted Secured Other SI Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMER0003CR SMER Non-defaulted Secured SI Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SISMER0004CR SMER Defaulted SI Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMER0005CR SMER Non-defaulted Unsecured Construction SI Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMER0006CR SMER Non-defaulted Unsecured Other SI Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMER0007CR SMER Non-defaulted Unsecured SI Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMER0008CR SMER Non-Defaulted SI Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SISMER0009CR SMER Non-defaulted Secured SI Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SKCORP0001CR CORP Non-defaulted Secured Construction SK Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SKCORP0002CR CORP Non-defaulted Secured Other SK Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SKCORP0003CR CORP Non-defaulted Secured SK Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SKCORP0004CR CORP Defaulted SK Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SKCORP0005CR CORP Non-defaulted Unsecured Construction SK Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SKCORP0006CR CORP Non-defaulted Unsecured Other SK Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SKCORP0007CR CORP Non-Defaulted SK Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SKCORP0008CR CORP Non-defaulted Secured SK Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SKCORP0009CR CORP Non-defaulted Unsecured SK Corporates — Other Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable SKMORT0001CR Mortgages Non-defaulted ILTV <=25 % SK Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable <=25 % SKMORT0002CR Mortgages Non-defaulted ILTV >25 %,<=50 % SK Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >25 % <=50 % SKMORT0003CR Mortgages Non-defaulted ILTV >50 %,<=75 % SK Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >50 % <=75 % SKMORT0004CR Mortgages Non-defaulted ILTV >75 %,<=100 % SK Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >75 % <=100 % SKMORT0005CR Mortgages Non-defaulted ILTV >100 %,<=125 % SK Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >100 % <= 125 % SKMORT0006CR Mortgages Non-defaulted ILTV >125 % SK Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >125 % SKMORT0007CR Mortgages Non-defaulted funded CRM SK Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral, other funded CRM and/or personal guarantees Not applicable Not applicable Not applicable SKMORT0008CR Mortgages Non-defaulted Unfunded CRM SK Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Real estate collateral and other unfunded CRM Not applicable Not applicable Not applicable SKMORT0009CR Mortgages Defaulted SK Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable SKMORT0010CR Mortgages Non-defaulted SK Retail — Secured by real estate non-SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable SKSMEC0001CR SMEC Non-defaulted Secured Construction SK Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMEC0002CR SMEC Non-defaulted Secured Other SK Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMEC0003CR SMEC Non-defaulted Secured SK Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SKSMEC0004CR SMEC Defaulted SK Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMEC0005CR SMEC Non-defaulted Unsecured Construction SK Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMEC0006CR SMEC Non-defaulted Unsecured Other SK Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMEC0007CR SMEC Non-defaulted Unsecured SK Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMEC0008CR SMEC Non-Defaulted SK Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMEC0009CR SMEC Non-defaulted Secured SK Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SKSMER0001CR SMER Non-defaulted Secured Construction SK Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMER0002CR SMER Non-defaulted Secured Other SK Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMER0003CR SMER Non-defaulted Secured SK Retail — Secured by real estate SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Other eligible collateral: Real estate Not applicable Not applicable Not applicable SKSMER0004CR SMER Defaulted SK Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMER0005CR SMER Non-defaulted Unsecured Construction SK Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection F Construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMER0006CR SMER Non-defaulted Unsecured Other SK Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection YY Y Other non financial no construction Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMER0007CR SMER Non-defaulted Unsecured SK Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures without credit protection Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMER0008CR SMER Non-Defaulted SK Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SKSMER0009CR SMER Non-defaulted Secured SK Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Exposures with credit protection Not applicable Not applicable <=EUR 50 mln. Non Real estate funded collateral Not applicable Not applicable Not applicable SMEC0008CR SMEC Non-Defaulted Not applicable Corporates — SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SMER0008CR SMER Non-Defaulted Not applicable Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable CORP0004CR CORP Defaulted Not applicable Corporates — Other Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 50 mln <=EUR 200 mln. Not applicable Not applicable Not applicable Not applicable MORT0009CR Mortgages Defaulted Not applicable Retail — Secured by real estate non-SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable SMEC0004CR SMEC Defaulted Not applicable Corporates — SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable SMER0004CR SMER Defaulted Not applicable Retail — Secured by real estate SME; Retail — Other SME Credit risk and free deliveries Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Not applicable Not applicable Not applicable ’ ## Annex II ‘ANNEX II SUPERVISORY BENCHMARKING PORTFOLIOS DEFINITION OF THE SUPERVISORY BENCHMARKING PORTFOLIOS C 101 — Definition of Low Default Portfolio (‘LDP’) counterparties ‘Not applicable’ is used when no specific breakdown is requested for the variable (e.g. for column 080, it means that all countries are considered). Column Label Legal reference Instructions 010 Counterparty code The code assigned by EBA to each legal entity included in the LDP sample. 020 Legal entity identifier (‘LEI’) 20-digit, alpha-numeric code that connects to key reference information that enables clear and unique identification of companies participating in global financial markets. 030 Credit register code The code used by the national credit register of the place of residence of the counterparty. The code is used as an identifier for the counterparty. 040 Commercial register code The code assigned to a counterparty by the public commercial register of the country where that counterparty is registered. 050 ISIN code The ‘International Securities Identification Number’ used to identify uniquely securities issued by a counterparty. 060 Bloomberg ticker The string of characters or numbers used to identify a company or entity uniquely in Bloomberg. 070 Name The name of the legal entity included in the LDP samples. 080 Geographical area The ISO Code of the country of residence or the macro region of residence of the counterparty. The macro-regions are: (a) EU for European Union countries; (b) Non-EU for third countries; (c) Other countries which represent the aggregate of countries not included explicitly in Annex I; (d) Not applicable. 090 Portfolio name Each group (sample) of LDP counterparties is assigned one of the following unique names: (a) Sovereign sample (b) Institutions sample; (c) Large corporate sample. 100 Sector of counterparty Each counterparty is assigned to one of the following FINREP-based economic sector classes: (a) General Governments; (b) Credit institutions; (c) Other financial corporations; (d) Non-financial corporations; (e) Not applicable. 110 Type of exposures Rows 020 and 030 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The type of exposures is one of the following: (a) On-balance sheet items subject to credit risk; (b) Off-balance sheet items subject to credit risk; (c) Not applicable. 120 Type of facility The type of facility is one of the following: (a) Full risk (100 %); (b) Note issuance facility and revolving underwriting facility (Medium risk); (c) Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk): This refers to warranties and indemnities (including tender, performance, customs and tax bonds), guarantees, irrevocable standby letters of credit not having the character of credit substitutes and other medium risk off-balance sheet items; (d) Undrawn committed revolving credit facility (Medium- low risk): This refers to revolving lending commitments that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to a deterioration in a borrower's creditworthiness; (e) Undrawn committed term credit facility (Medium-low risk): This refers to term lending commitments that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to a deterioration in a borrower's creditworthiness; (f) Undrawn committed other credit facility (Medium-low risk): This refers to lending commitments, other than revolving and term, that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to a deterioration in a borrower's creditworthiness; (g) Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk); (h) Undrawn uncommitted credit lines (Low risk): This refers to uncommitted lending facilities (advised and unadvised) that are undrawn and that may be cancelled unconditionally at any time without notice or that do provide for automatic cancellation due to a deterioration in borrower's creditworthiness; (i) Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk): Commitments that are able to be unconditionally cancelled or that effectively provide for automatic cancellation at any time by the institution without prior notice; (j) Drawn credit facility; (k) Not applicable. 130 Type of risk The type of risk is one of the following: (a) Counterparty credit risk; (b) Credit risk and free deliveries; (c) Credit risk, Counterparty credit risk and free deliveries. 140 Regulatory approach The regulatory approach under which the reported exposure value is calculated. C 102 — Definition of Low Default Portfolios Commission Recommendation of 6 May 2003 concerning the definition of micro, small and medium-sized enterprises (OJ L 124, 20.5.2003, p. 36). Column Label Legal reference Instructions 010 Portfolio ID The unique ID assigned to the portfolio by EBA. 020 Portfolio name Each portfolio is assigned one of the following unique names: (a) Sovereign; (b) Institutions; (c) Large corporate; (d) Large corporate sample. 030 Type of risk The type of risk is one of the following: (a) Counterparty credit risk; (b) Credit risk and free deliveries; (c) Credit risk, counterparty credit risk and free deliveries. 040 Regulatory approach The regulatory approach under which the reported exposure value is calculated. 050 Geographical area The ISO Code of the country of residence or the macro region of residence of the counterparty. The macro regions are: (a) EU for European Union countries; (b) Non-EU for third countries; (c) Other countries which represent the aggregate of countries not included explicitly in Annex I; (d) Not applicable. 060 Rating The rank of the internal rating applied by the institution from lowest risk to highest risk, excluding defaults with PD corresponding to 100 %. It takes values from Rating 1, Rating 2 etc. Where the rating is not used to define a portfolio in Annex I, ‘Not applicable’ is used instead. 070 Exposure class Paragraph 78 of Annex II to Commission Implementing Regulation (EU) No 680/2014 Each portfolio is assigned to one of the following exposure classes: (a) Central banks and central governments; (b) Institutions; (c) Corporate — Other; (d) Not applicable. 080 Sector of counterparty Each counterparty is assigned to one of the following FINREP-based economic sector classes: (a) General Governments; (b) Credit institutions; (c) Other financial corporations; (d) Non-financial corporations; (e) Not applicable. 090 Default status The default status is one of the following: (a) Defaulted: exposures assigned to the rating grade(s) with a PD of 100 %; (b) Non-defaulted: exposures assigned to rating grades with a PD lower than 100 %. 100 Type of facility The type of facility is one of the following: (a) Full risk (100 %); (b) Note issuance facility and revolving underwriting facility (Medium risk); (c) Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk): This refers to warranties and indemnities (including tender, performance, customs and tax bonds), guarantees, irrevocable standby letters of credit not having the character of credit substitutes and other medium risk off-balance sheet items; (d) Undrawn committed revolving credit facility (Medium- low risk): This refers to revolving lending commitments that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to a deterioration in a borrower's creditworthiness; (e) Undrawn committed term credit facility (Medium-low risk): This refers to term lending commitments that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to a deterioration in a borrower's creditworthiness; (f) Undrawn committed other credit facility (Medium-low risk): This refers to lending commitments, other than revolving and term, that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to a deterioration in a borrower's creditworthiness; (g) Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk); (h) Undrawn uncommitted credit lines (Low risk): This refers to uncommitted lending facilities (advised and unadvised) that are undrawn and that may be cancelled unconditionally at any time without notice or that do provide for automatic cancellation due to a deterioration in a borrower's creditworthiness; (i) Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk): Commitments that are able to be unconditionally cancelled or that effectively provide for automatic cancellation at any time by the institution without prior notice; (j) Drawn credit facility; (k) Not applicable. 110 Collateralisation status Columns 150 to 210 of template 8.1 in Annex I to Commission Implementing Regulation (EU) No 680/2014 The collateralisation status is one of the following: (a) Exposures with credit protection; (a.1) Exposures with funded credit protection; (a.2) Exposures with unfunded credit protection; (b) Exposures without credit protection; (c) Not applicable. 120 Collateral type Columns 150 to 210 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The collateral type is one of the following: (a) Eligible financial collateral; (b) Other eligible collateral: Receivables; (c) Other eligible collateral: Residential real estate; (d) Other eligible collateral: Commercial real estate; (e) Other eligible collateral: Physical collateral; (f) Other funded credit protection; (g) Credit derivatives; (h) Guarantees; (i) Unfunded credit protection; (j) Not applicable. 130 Counterparty The counterparty is one of the following: (a) Public sector entities (according to Article 112(c) of Regulation (EU) No 575/2013; (b) Counterparties other than public sector entities. 140 Size of counterparty The total annual sales for the consolidated group of which the counterparty is a part. Each counterparty is assigned to one of the following categories: (a) > EUR 200 million; (b) Not applicable. The total annual sales are calculated in accordance with Article 4 of the Annex to Commission Recommendation 2003/361/EC. 150 NACE code This column corresponds to the NACE codes (Statistical Classification of Economic Activities of the EU) used for ‘Non-financial corporations’ with a one level detail (e.g. ‘F — Construction’) and for ‘Other financial corporations’ with a two level detail (e.g. ‘K65 — Insurance, reinsurance and pension funding, except compulsory social security’). 160 Type of exposure Rows 020 and 030 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The type of exposure is one of the following: (a) On-balance sheet items subject to credit risk; (b) Off-balance sheet items subject to credit risk; (c) Not applicable. 170 Size of exposure Column 110 of template CR IRB 1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The size of the exposure expressed in terms of exposure value (i.e. EAD). Each exposure is assigned to one of the following categories: (a) <= EUR 0,5 million; (b) > EUR 0,5 million <= EUR 1 million; (c) > EUR 1 million <= EUR 1,5 million; (d) > EUR 1,5 million <= EUR 5 million; (e) > EUR 5 million <= EUR 10 million; (f) > EUR 10 million <= EUR 50 million; (g) > EUR 50 million; (h) Not applicable. C 103 — Definition of High Default Portfolios Column Legal reference Instructions 010 Portfolio ID The unique ID assigned by EBA to each portfolio. 020 Portfolio name Each portfolio is assigned one of the following names by EBA: 1.1. CORP Defaulted 1.2. CORP Non-Defaulted 1.2.1. CORP Non-defaulted Secured 1.2.1.1. CORP Non-defaulted Secured Construction 1.2.1.2. CORP Non-defaulted Secured Other 1.2.2. CORP Non-defaulted Unsecured 1.2.2.1. CORP Non-defaulted Unsecured Construction 1.2.2.2. CORP Non-defaulted Unsecured Other 2.1. SMEC Defaulted 2.2. SMEC Non-Defaulted 2.2.1. SMEC Non-defaulted Secured 2.2.1.1. SMEC Non-defaulted Secured Construction 2.2.1.2. SMEC Non-defaulted Secured Other 2.2.2. SMEC Non-defaulted Unsecured 2.2.2.1. SMEC Non-defaulted Unsecured Construction 2.2.2.2. SMEC Non-defaulted Unsecured Other 3.1. SMER Defaulted 3.2. SMER Non-Defaulted 3.2.1. SMER Non-defaulted Secured 3.2.1.1. SMER Non-defaulted Secured Construction 3.2.1.2. SMER Non-defaulted Secured Other 3.2.2. SMER Non-defaulted Unsecured 3.2.2.1. SMER Non-defaulted Unsecured Construction 3.2.2.2. SMER Non-defaulted Unsecured Other 4.1. Mortgages Defaulted 4.2. Mortgages Non-defaulted 4.2.1.1. Mortgages Non-defaulted funded CRM 4.2.1.2. Mortgages Non-defaulted Unfunded CRM 4.2.2.1. Mortgages Non-defaulted ILTV <= 25 % 4.2.2.2. Mortgages Non-defaulted ILTV > 100 %, <= 125 % 4.2.2.3. Mortgages Non-defaulted ILTV > 125 % 4.2.2.4. Mortgages Non-defaulted ILTV > 25 %, <= 50 % 4.2.2.5. Mortgages Non-defaulted ILTV > 50 %, <= 75 % 4.2.2.6. Mortgages Non-defaulted ILTV > 75 %, <= 100 % 030 Geographical area The ISO Code of the country of residence or the macro region of residence of the counterparty. For the ‘Retail — secured by real estate SME’ and ‘Retail — secured by real estate non SME’ portfolios, it is the location of the collateral. The macro regions are: (a) EU for European Union countries; (b) Non-EU for third countries; (c) Other countries which represent the aggregate of countries not included explicitly in Annex I; (d) Not applicable. 040 Exposure class Paragraph 78 of Annex II to Commission Implementing Regulation (EU) No 680/2014 Each portfolio is assigned to one or several of the following exposure classes: (a) Corporate — SME; (b) Corporate — Specialised lending; (c) Corporate — Other; (d) Retail — Secured by real estate SME; (e) Retail — Secured by real estate non-SME; (f) Retail — Qualifying revolving; (g) Retail — Other SME; (h) Retail — Other non — SME; (i) Not applicable. 050 Type of risk The type of risk is one of the following: (a) Counterparty credit risk; (b) Credit risk and free deliveries; (c) Credit risk, counterparty credit risk and free deliveries. 060 Default status The default status is one of the following: (a) Defaulted: Those are the exposures assigned to the last rating grade/s with a PD of 100 %; (b) Non-defaulted: Those are the exposures assigned to rating grades with a PD lower than 100 %. 070 Rating The rank of the internal rating grade applied by the institution from lowest risk to highest risk, excluding defaults with PD corresponding to 100 %. It takes values from Rating 1 to Rating 30 or Not applicable. Where the rating is not used to define a portfolio in Annex I, ‘Not applicable’ is used instead. 080 Type of facility The type of facility is one of the following: (a) Full risk (100 %); (b) Note issuance facility and revolving underwriting facility (Medium risk); (c) Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk): This refers to warranties and indemnities (including tender, performance, customs and tax bonds), guarantees, irrevocable standby letters of credit not having the character of credit substitutes and other medium risk off-balance sheet items; (d) Undrawn committed revolving credit facility (Medium-low risk): This refers to revolving lending commitments that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to a deterioration in a borrower's creditworthiness; (e) Undrawn committed term credit facility (Medium-low risk): This refers to term lending commitments that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to a deterioration in a borrower's creditworthiness; (f) Undrawn committed other credit facility (Medium-low risk): This refers to lending commitments, other than revolving and term, that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to a deterioration in a borrower's creditworthiness; (g) Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk); (h) Undrawn uncommitted credit lines (Low risk): This refers to uncommitted lending facilities (advised and unadvised) that are undrawn and that may be cancelled unconditionally at any time without notice or that do provide for automatic cancellation due to a deterioration in a borrower's creditworthiness; (i) Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk): Commitments that are able to be unconditionally cancelled or that effectively provide for automatic cancellation at any time by the institution without prior notice; (j) Drawn credit facility; (k) Not applicable. 090 Collateralisation status Column 150 to 210 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The collateralisation status is one of the following: (a) Exposures with credit protection; (a.1) Exposures with funded credit protection; (a.2) Exposures with unfunded credit protection; (b) Exposures without credit protection; (c) Not applicable. 100 NACE code This column correspond to the NACE codes (Statistical Classification of Economic Activities of the EU) used for ‘Non-financial corporations’ with a one level detail (e.g. ‘F — Construction’) and for ‘Other financial corporations’ with a two level detail (e.g. ‘K65 — Insurance, reinsurance and pension funding, except compulsory social security’). 110 Sector of counterparty Each counterparty is assigned to one of the following FINREP-based economic sector classes: (a) Other financial corporations; (b) Non-financial corporations; (c) Households; (d) Not applicable. 120 Size of counterparty The total annual sales for the consolidated group of which the counterparty is a part. Each counterparty is assigned to one of the following categories: (a) <= EUR 50 million; (b) > EUR 50 million and <= EUR 200 million; (c) Not applicable. The total annual sales are calculated in accordance with Article 4 of the Annex to Commission Recommendation 2003/361/EC. 130 Collateral type The collateral type is one of the following: (a) Non Real estate funded collateral; (b) Other eligible collateral: Real estate; (c) Real estate collateral and other unfunded CRM; (d) Real estate collateral, other funded CRM and guarantees; (e) Not applicable. 140 Type of exposure Rows 020 and 030 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 Each exposure is assigned to one of the following types: (a) On-balance sheet items subject to credit risk; (b) Off-balance sheet items subject to credit risk; (c) Not applicable. 150 Size of exposure Column 110 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The size of the exposure expressed in terms of exposure value (i.e. EAD). Each exposure is assigned to one of the following categories: (a) <= EUR 0,5 million; (b) > EUR 0,5 million <= EUR 1 million; (c) > EUR 1 million <= EUR 1,5 million; (d) > EUR 1,5 million <= EUR 5 million; (e) > EUR 5 million <= EUR 10 million; (f) > EUR 10 million <= EUR 50 million; (g) > EUR 50 million; (h) Not applicable. 160 Indexed loan-to-value range The indexed loan-to-value (‘ILTV’) range is the ratio between the current loan amount and the current value of the property. The indexed loan-to-value range shall be calculated in a prudent manner and comply with at least the following features: (a) Total amount of the loan: the outstanding amount of the mortgage loan plus any undrawn committed amount of the mortgage loan (after applying the corresponding credit conversion factor). The loan amount shall be calculated gross of any specific credit risk adjustments and shall include all other loans (including those provided by other financial institutions that are known to the institution) secured with liens of equal or higher ranking on the same residential property with respect to the lien securing the loan. If there is insufficient information for ascertaining the ranking of the other liens, the institution shall assume that these liens rank pari passu with the lien securing the loan. (b) Value of the property: the value of the property is the independent valuation of the property at some point in time (most likely at origination) and converted to a current value using a property price index. The valuation should be performed independently by appraisers that meet specific qualification requirements. Qualifying requirements and minimum appraisal standards shall comply with the following conditions: there is an individual assessment of the property and the property is valued in a prudent and conservative manner (e.g. excluding expectationsof future price appreciations and taking into account any potential for the current property price to be above a level that is sustainable over the life of the loan, for example due to a property price bubble); if a market value can be determined, the valuation is not higher than the market value; the valuation is supported by adequate appraisal documentation. Institutions are requested to document their calculations and provide the documents to their competent authority upon request. The ILTV categories are the following: (a) <= 25 %; (b) > 25 % <= 50 %; (c) > 50 % <= 75 %; (d) > 75 % <= 100 %; (e) > 100 % <= 125 %; (f) > 125 %; (g) Not applicable. ’ ## Annex III ‘ANNEX III Results Supervisory Benchmarking portfolios Template number Template code Name of the template/group of templates 101 C 101.00 Details on exposures in Low Default Portfolios by counterparty 102 C 102.00 Details on exposures in Low Default Portfolios 103 C 103.00 Details on exposures in High Default Portfolios 105,01 C 105.01 Definition of internal models 105,02 C 105.02 Mapping of internal models to portfolios 105,03 C 105.03 Mapping of internal models to countries C 101.00 — Details on exposures in Low Default Portfolios by counterparty Counterparty Code Exposure class Regulatory approach Rating Date of most recent rating of counterparty PD Default status Original exposure pre conversion factors Exposure after CRM substitution effects pre conversion factors CCF EAD Collateral value Hyp LGD senior unsecured without negative pledge Hyp LGD senior unsecured with negative pledge LGD Maturity RWA 010 020 030 040 050 060 070 080 090 100 110 120 130 140 150 160 170 C 102.00 — Details on exposures in Low Default Portfolios Portfolio ID Exposure class Regulatory approach Number of obligors Rating PD Default status Original exposure pre conversion factors Exposure after CRM substitution effects pre conversion factors CCF EAD Collateral value LGD Maturity Expected Loss Provisions non-performing exposures RWA RWA Standardised 010 020 030 040 050 060 070 080 090 100 110 120 130 140 150 160 170 180 C 103.00 — Details on exposures in High Default Portfolio Portfolio ID Exposure class Regulatory approach Number of obligors Rating PD Default status Original exposure pre conversion factors Exposure after CRM substitution effects pre conversion factors CCF EAD Collateral value LGD Maturity Expected Loss amount Provisions non-performing exposures RWA RWA Standardised Default rate latest year Default rate past 5 years Loss rate latest year Loss rate past 5 years RWA * RWA ** 010 020 030 040 050 060 070 080 090 100 110 120 130 140 150 160 170 180 190 200 210 220 230 240 C 105.01 — Definition of internal models Internal model ID Model name IRBA Risk parameter EAD EAD weighted average default rate for calibration Case weighted average default rate for calibration Long-run PD Cure rate for defaulted assets Recovery rate of the foreclosed assets for not cured defaults Recovery period of the foreclosed assets for not cured defaults Joint decision Consolidating supervisor 010 020 030 040 050 060 070 080 090 100 110 120 C 105.02 — Mapping of internal models to portfolios Portfolio ID Internal model ID 010 020 C 105.03 — Mapping of internal models to countries Internal model ID Host supervisor 010 020 ’ ## Annex IV ‘ANNEX IV RESULTS SUPERVISORY BENCHMARKING PORTFOLIOS PART I: GENERAL INSTRUCTIONS 1. Data shall be submitted only for counterparties with an exposure or valid rating. 2. Data shall be submitted only for those exposures for which an internal model has been approved. 3. The following shall apply to Part II: (a) for the absolute values, the sum of the values shall be reported; (b) for the percentage values, the weighted average, using the exposure at default (‘EAD’) as weight, shall be reported; (c) as an exception to point (b), when calculating the conversion factor (‘CCF’), the weight used shall be the ‘original exposure’, i.e. the amount to which a CCF is applied in order to obtain the EAD, after taking into account credit risk mitigation (‘CRM’) techniques with substitution effects on the exposure (column 090 in templates 101, 102 and 103). PART II: TEMPLATE RELATED INSTRUCTIONS C 101 — Details on exposures in Low Default Portfolios by counterparty ‘Not applicable’ shall be used when none of the answers in the list is correct (e.g. for column 020, it will mean that the counterparty is classified in multiple asset classes, without one being clearly predominant). Column Label Legal reference Instructions 010 Counterparty Code Column 010 of template 101 of Annex I to this Implementing Regulation The counterparty code assigned by EBA to the counterparty included in the LDP samples portfolios shall be reported. The code is a row identifier and shall be unique for each row in the table. 020 Exposure class Paragraph 78 of Annex II to Commission Implementing Regulation (EU) No 680/2014 Each portfolio shall be assigned to one of the following exposure classes: (a) Central banks and central governments; (b) Institutions; (c) Corporate — SME; (d) Corporate — Specialised lending; (e) Corporate — Other; (f) Retail — Secured by real estate SME; (g) Retail — Secured by real estate non-SME; (h) Retail — Qualifying revolving; (i) Retail — Other SME; (j) Retail — Other non — SME; (k) Not applicable. 030 Regulatory approach The approach used for calculating own funds requirements that shall be reported shall be one of the following: (a) Foundation IRB approach; (b) Advanced IRB approach; (c) Specialised lending slotting criteria; (d) Not applicable. Where more than one approach applies to the exposures of a given portfolio, the exposures shall be split and reported separately for each approach using the appropriate and uniquely defined counterparty code. 040 Rating The rank of the internal rating grade applied by the institution (from lowest risk to highest risk excluding defaults with PD corresponding to 100 %) shall be reported. It shall follow the numerical order 1, 2, 3 etc. 050 Date of most recent rating of counterparty The date of the most recent rating of the counterparty shall be reported. 060 PD Column 010 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The PD assigned to the obligor grade or pool that shall be reported shall be based on the provisions laid down in Article 180 of Regulation (EU) No 575/2013. For each individual grade or pool, the PD assigned to the specific obligor grade or pool shall be reported. For figures corresponding to an aggregation of obligor grades or pools (e.g. total exposures), the exposure-weighted average of the PDs assigned to the obligor grades or pools included in the aggregation shall be provided. The exposure value (column 120) shall be used for the calculation of the exposure-weighted average PD. The PD shall be expressed as a value between 0 and 1. For each individual grade or pool, the PD assigned to the specific obligor grade or pool shall be reported. All reported risk parameters shall be derived from the risk parameters used in the internal rating system approved by the respective competent authority. It is neither intended nor desirable to have a supervisory master scale. If the reporting institution applies a unique rating system or is able to report in accordance with an internal master scale, then the internal master scale shall be used. Otherwise, the different rating systems shall be merged and ordered in accordance with the following criteria: (a) obligor grades of the different rating systems shall be pooled and ordered from the lower PD assigned to each obligor grade to the higher; (b) where the institution uses a large number of grades or pools, it may agree with the competent authorities to report a reduced number of grades or pools. The institution shall contact its competent authority in advance if it wants to report a different number of grades in comparison with the internal number of grades. 070 Default status The default status to be reported shall be one of the following: (a) Defaulted: exposures assigned to the rating grade(s) with a PD of 100 %; (b) Non-defaulted: exposures assigned to rating grades with a PD lower than 100 %. 080 Original exposure pre-conversion factors Column 020 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The original exposure value before taking into account any value adjustments, provisions, effects due to credit risk mitigation techniques or conversion factors shall be reported. 090 Exposure after CRM substitution effects pre-conversion factors Column 090 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The amount to which a CCF is applied in order to obtain the EAD shall be reported. The reported amount shall take into account credit risk mitigation techniques with substitution effects on the exposure. 100 CCF Second subparagraph of Article 166(8) of Regulation (EU) No 575/2013 For the exposures where own estimates of CCFs are applied, the weighted average CCFs shall be reported. The weights that shall be used shall be the amounts to which the CCFs are applied in order to obtain the EAD. 110 EAD Column 110 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The exposure value shall be left blank where the institution has no IRB exposure for a given counterparty. 120 Collateral value Columns 150 to 210 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The market value of the collateral shall be reported. 130 Hyp LGD senior unsecured without negative pledge Article 161 of Regulation (EU) No 575/2013 The hypothetical own estimates of LGD that would be applied by the institution to the counterparty for senior unsecured exposures without a negative pledge clause shall be reported. A negative pledge clause is a clause stating that the borrower or debt issuer will not pledge any of its assets to another party. 140 Hyp LGD senior unsecured with negative pledge Article 161 of Regulation (EU) No 575/2013 The hypothetical own estimated LGD that would be applied by the institution to the counterparty for senior unsecured exposures with a negative pledge clause shall be reported. A negative pledge clause is a clause stating that the borrower or debt issuer will not pledge any of its assets to another party. 150 LGD Column 230 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The exposure-weighted own estimates of LGD or the exposure-weighted regulatory LGD applied by the institution to the exposures to each counterparty shall be reported. 160 Maturity Column 250 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The exposure-weighted maturity for the exposures to each counterparty shall be reported. It shall be expressed in number of days. 170 RWA Column 260 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 The risk-weighted exposure amount after applying the SME supporting factor shall be reported. C 102 — Details on exposures in Low Default Portfolios 4. For portfolios that are defined with a specific rating grade, information on the PD shall be reported for the entire rating scale, even if the bank has no exposure for each rating grade. In that case, the EAD shall be reported as zero and the other columns shall be left blank. 5. Portfolios that are defined without a specific rating grade shall be left out of a data submission if no IRB exposure exists for the respective portfolio at the reporting reference date. Column Label Legal reference Instructions 010 Portfolio ID Column 010 of template 102 of Annex I to this Implementing Regulation The code assigned by EBA to each portfolio shall be reported. That code is a row identifier and shall be unique for each row in the table. 020 Exposure class Paragraph 78 of Annex II to Commission Implementing Regulation (EU) No 680/2014 Each portfolio shall be assigned to one of the following exposure classes: (a) Central banks and central governments; (b) Institutions; (c) Corporate — SME; (d) Corporate — Specialised lending; (e) Corporate — Other; (f) Retail — Secured by real estate SME; (g) Retail — Secured by real estate non-SME; (h) Retail — Qualifying revolving; (i) Retail — Other SME; (j) Retail — Other non — SME; (k) Not applicable. 030 Regulatory approach The approach used for calculating own funds requirements that shall be reported shall be one of the following: (a) Foundation IRB approach; (b) Advanced IRB approach; (c) Specialised lending slotting criteria; (e) Not applicable. Where more than one approach applies to the exposures of a given portfolio, the exposures shall be split and reported separately for each approach, using the appropriate and uniquely defined portfolio identifier. 040 Number of obligors Column 300 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The number of obligors shall be reported. 050 Rating The rank of the internal rating grade applied by the institution (from lowest risk to highest risk, excluding defaults with PD corresponding to 100 %) shall be reported. It shall follow the numerical order 1, 2, 3 etc. The information shall only be reported for portfolios defined in Annex I to this Implementing Regulation that consist of exposures to a single rating grade, otherwise this cell shall be left blank. 060 PD Column 010 of table 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The PD assigned to the obligor grade or pool to be reported shall be based on the provisions laid down in Article 180 of Regulation (EU) No 575/2013. For each individual grade or pool, the PD assigned to the specific obligor grade or pool shall be reported. For figures corresponding to an aggregation of obligor grades or pools (e.g. total exposures) the exposure weighted average of the PDs assigned to the obligor grades or pools included in the aggregation shall be provided. The exposure value (column 110) shall be used for the calculation of the expo-sure-weighted average PD. The PD shall be expressed as a value between 0 and 1. For each individual grade or pool, the PD assigned to the specific obligor grade or pool shall be reported. All reported risk parameters shall be derived from the risk parameters used in the internal rating system approved by the respective competent authority. It is neither intended nor desirable to have a supervisory master scale. If the reporting institution applies a unique rating system or is able to report in accordance with an internal master scale, then the internal master scale shall be used. Otherwise, the different rating systems shall be merged and ordered in accordance with the following criteria: (a) obligor grades of the different rating systems shall be pooled and ordered from the lower PD assigned to each obligor grade to the higher; (b) where the institution uses a large number of grades or pools, it may agree with the competent authorities to report a reduced number of grades or pools. The institution shall contact its competent authority in advance if it wants to report a different number of grades in comparison with the internal number of grades. 070 Default status The default status to be reported shall be one of the following: (a) Defaulted: exposures assigned to the rating grade(s) with a PD of 100 %. (b) Non-defaulted: exposures assigned to rating grades with a PD lower than 100 %. 080 Original exposure pre-conversion factors Column 020 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The original exposure value before taking into account any value adjustments, provisions, effects due to credit risk mitigation techniques or conversion factors shall be reported. 090 Exposure after CRM substitution effects pre-conversion factors Column 090 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The amount to which a CCF is applied in order to obtain the EAD shall be reported. The reported amount shall take into account credit risk mitigation techniques with substitution effects on the exposure. 100 CCF Article 166(8) of Regulation (EU) No 575/2013 For the exposures where own estimates of CCFs are applied, the weighted average CCFs shall be reported. The weights that shall be used shall be the amounts to which the CCFs are applied in order to obtain the EAD. 110 EAD Column 110 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The exposure value shall be reported. 120 Collateral value Columns 150 to 210 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The market value of the collateral shall be reported. 130 LGD Column 230 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The exposure-weighted own estimates of LGD or the exposure-weighted regulatory LGD applied by the institution to the exposures held and included in each portfolio shall be reported. 140 Maturity Column 250 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The exposure-weighted maturity shall be reported. It shall be expressed in number of days. 150 Expected Loss Column 280 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The expected loss shall be reported. 160 Provisions non-performing exposures Columns 050, 055 and 060 of template 9.2 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The provisions for non-performing exposures shall be reported. These include all the general and specific credit risk adjustments for defaulted assets as defined in Article 110 of Regulation (EU) No 575/2013. 170 RWA Column 260 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The risk-weighted exposure amount after applying the SME supporting factor shall be reported. 180 RWA Standardised Row 900 of template 4 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The RWA amount calculated by applying the standardised approach for credit risk to the exposures shall be reported. C 103 — Details on exposures in High Default Portfolio Column Label Legal reference Instructions 010 Portfolio ID Column 010 of template 103 of Annex I to this Implementing Regulation The code assigned by the EBA to each portfolio shall be reported. That code is a row identifier and shall be unique for each row in the table. 020 Exposure class Paragraph 78 of Annex II to Commission Implementing Regulation (EU) No 680/2014 Each portfolio shall be assigned to one of the following exposure classes: (a) Corporate — SME; (b) Corporate — Specialised lending; (c) Corporate — Other; (d) Retail — Secured by real estate SME; (e) Retail — Secured by real estate non-SME; (f) Retail — Qualifying revolving; (g) Retail — Other SME; (h) Retail — Other non — SME; (i) Not applicable. 030 Regulatory approach The regulatory approach used for calculating own funds requirements that shall be reported shall be one of the following: (a) Foundation IRB approach; (b) Advanced IRB approach; (c) Specialised lending slotting criteria; (d) Not applicable. Where more than one approach applies to the exposures of a given portfolio, the exposures shall be split and reported separately for each approach, using the appropriate and uniquely defined portfolio identifier. 040 Number of obligors Column 300 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The number of obligors shall be reported. 050 Rating The internal rating grade applied by the institution (from lowest risk to highest risk, excluding defaults with PD corresponding to 100 %) shall be reported. It shall follow the numerical order 1, 2, 3 etc. The information shall only be reported for portfolios defined in Annex I to this Implementing Regulation that consist of exposures to a single rating grade, otherwise this cell shall be left blank. 060 PD Column 010 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The PD assigned to the obligor grade or pool to be reported shall be based on the provisions laid down in Article 180 of Regulation (EU) No 575/2013. For each individual grade or pool, the PD assigned to the specific obligor grade or pool shall be reported. For figures corresponding to an aggregation of obligor grades or pools (e.g. total exposures), the exposure-weighted average of the PDs assigned to the obligor grades or pools included in the aggregation shall be provided. The exposure value (column 110) shall be used for the calculation of the exposure-weighted average PD. The PD shall be expressed as a value between 0 and 1. For each individual grade or pool, the PD assigned to the specific obligor grade or pool shall be reported. All reported risk parameters shall be derived from the risk parameters used in the internal rating system approved by the respective competent authority. It is neither intended nor desirable to have a supervisory master scale. If the reporting institution applies a unique rating system or is able to report in accordance with an internal master scale, that scale shall be used. Otherwise, the different rating systems shall be merged and ordered in accordance with the following criteria: (a) obligor grades of the different rating systems shall be pooled and ordered from the lower PD assigned to each obligor grade to the higher; (b) where the institution uses a large number of grades or pools, a reduced number of grades or pools to be reported may be agreed with the competent authorities. The institution shall contact its competent authority in advance if it wants to report a different number of grades in comparison with the internal number of grades. 070 Default status The default status shall be one of the following: (a) Defaulted: Those are the exposures assigned to the rating grade(s) with a PD of 100 %; (b) Non-defaulted: Those are the exposures assigned to rating grades with a PD lower than 100 %. 080 Original exposure pre conversion factors Column 020 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The original exposure value before taking into account any value adjustments, provisions, effects due to credit risk mitigation techniques or conversion factors shall be reported. 090 Exposure after CRM substitution effects pre conversion factors Column 090 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The amount to which a conversion factor is applied in order to obtain the EAD shall be reported. The information reported shall take into account credit risk mitigation techniques with substitution effects on the exposure. 100 CCF Article 166(8)(e) of Regulation (EU) No 575/2013 For the exposures where own estimates of CCFs are applied, the weighted average CCFs shall be reported. The weights that shall be used shall be the amounts to which the CCFs are applied in order to obtain the EAD. 110 EAD Column 110 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The exposure value shall be reported. 120 Collateral value Column 150 to 210 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The market value of the collateral shall be reported. 130 LGD Column 230 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The exposure-weighted own estimates of LGD or exposure-weighted regulatory LGD applied by the institution to the exposures to each portfolio shall be reported. 140 Maturity Column 250 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The exposure-weighted maturity shall be reported. It shall be expressed in number of days. 150 Expected Loss Column 280 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The expected loss shall be reported. 160 Provisions non-performing exposures Columns 050, 055 and 060 of template 9.2 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The provisions for non-performing exposures shall be reported. These include all the general and specific credit risk adjustments for defaulted assets as referred to in Article 110 of Regulation (EU) No 575/2013. 170 RWA Column 260 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The risk-weighted exposure amount after applying the SME supporting factor shall be reported. 180 RWA Standardised Row 900 of template 4 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The RWA amount calculated by applying the standardised approach for credit risk to the exposures shall be reported. 190 Default rate latest year Columns 010, 030 and 040 of template 9.2 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The default rate for the latest year shall be reported. The default rate means the observed new defaults for the last year (column 040 of template 9.2 of Annex I to Commission Implementing Regulation (EU) No 680/2014) divided by the amount of the non-defaulted assets existing one year before the reference date (the difference between column 010 and column 030 of template 9.2 of Annex I to Commission Implementing Regulation (EU) No 680/2014). 200 Default rate past 5 years Columns 010, 030 and 040 of template 9.2 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The exposure-weighted average of the default rates observed in the last 5 years shall be reported. For the definition of default rate see column 190. Where the institution is not able to calculate a default rate for the past 5 years, it shall develop a proxy using its longest history up to 5 years and provide its competent authority with the documentation detailing the calculation. 210 Loss rate latest year Columns 040 and 70 of template 9.2 of Annex I to Commission Implementing Regulation (EU) No 680/2014; Commission Delegated Regulation (EU) No 183/2014 The loss rate observed in the latest year shall be reported. The loss rate means the sum of credit risk adjustments and write-offs for the exposures that were classified as ‘defaulted exposures’ in the latest year (column 070 of template 9.2 of Annex I to Commission Implementing Regulation (EU) No 680/2014) divided by the amount of the observed new defaults in the last year (column 040 of template 9.2 of Annex I to Commission Implementing Regulation (EU) No 680/2014). 220 Loss rate past 5 years Columns 040 and 070 of template 9.2 of Annex I to Commission Implementing Regulation (EU) No 680/2014 The exposure-weighted average of the loss rates observed in the last 5 years shall be reported. For the definition of loss rate see column 210. If the institution is not able to calculate a loss rate for the past 5 years it shall develop a proxy using its longest history up to 5 years and provide documentation detailing the calculation to its competent authority. 230 RWA* Institutions shall calculate and report RWA* for the portfolios Corporate, Corporate SME, Retail SME and Retail secured by real estate at a total portfolio and a country level. The portfolios are defined in template 103 of Annex I to this Implementing Regulation and are identified with the following portfolio ID: (a) CORP0007; (b) SMEC0008; (c) SMER0008; (d) MORT0010; (e) CORP0007; (f) SMEC0008; (g) SMER0008; (h) MORT0010; (i) CORP0007; (j) SMEC0008; (k) SMER0008; (l) MORT0010; (m) CORP0007; (n) SMEC0008; (o) SMER0008; (p) MORT0010. The risk-weighted exposure amount, after applying the SME supporting factor, that would result from the application of PD* instead of the original PD on the rating grade level shall be reported. No compensation between rating grades shall be taken into account. PD* is the smallest PD estimator for which the one-sided binomial test (based on normal approximation of binomial distribution with confidence level of 97,5 %) would be passed. PD* = min PD* so that: PD * + Φ − 1 q × PD * × 1 − PD * n > DR 1 y With: PD* the probability of default for the rating grade; φ– 1 the inverse function of the standard normal distribution; q the confidence level; DR1 y the case-weighted default rate of the latest year for the rating grade; n the number of non-defaulted debtors at the beginning of the period. An institution using continuous PD shall first determine the PD* for the average PD of each rating class and subsequently apply by rating class the same relative deviation between PD and PD* at counterpart level as for the average PD and PD* at rating grade level. If the prohibition from taking into account compensation between rating grades leads to a situation where, for a given rating grade, PD* is less than PD than for that rating grade, the PD shall be used in the calculation of the risk-weighted exposure amount. 240 RWA** Institutions shall calculate and report RWA** for the portfolios Corporate, Corporate SME, Retail SME and Retail secured by real estate at a total portfolio and a country level. These portfolios are defined in template 103 of Annex I to this Implementing Regulation and are identified with the following portfolio ID: (a) CORP0007; (b) SMEC0008; (c) SMER0008; (d) MORT0010; (e) CORP0007; (f) SMEC0008; (g) SMER0008; (h) MORT0010; (i) CORP0007; (j) SMEC0008; (k) SMER0008; (l) MORT0010; (m) CORP0007; (n) SMEC0008; (o) SMER0008; (p) MORT0010. The risk-weighted exposure amount, after applying the SME supporting factor, that would result from the application of PD** instead of the original PD on the rating grade level shall be reported. No compensation between rating grades shall be taken into account. PD** is the smallest PD estimator for which the one-sided binomial test (based on normal approximation of binomial distribution with confidence level of 97,5 %) would be passed. The rating grade shall be the following PD** = min PD** so that: PD ** + Φ − 1 q × PD ** × 1 − PD ** n > DR 5 y With: PD** the probability of default for the rating grade; φ– 1 the inverse function of the standard normal distribution; q the confidence level; DR5 y the case-weighted default rate of the 5 latest years for the rating grade, calculated as the average of five 1-year default rates; n the number of non-defaulted debtors at the beginning of the period. An institution using continuous PD shall determine first the PD** for the average PD of each rating class and subsequently apply by rating class the same relative deviation between PD and PD** at counterpart level as for the average PD and PD** at rating grade level. If the prohibition from taking into account compensation between rating grades leads to a situation where, at rating grade level, PD** is less than PD then for that rating grade the PD shall be used in the calculation of the risk-weighted exposure amount. C 105.01 — Definition of internal models Column Label Legal reference Instructions 010 Internal model ID The internal model ID assigned by the reporting institution shall be reported. The internal model ID is a row identifier that shall be unique for each row in the table. 020 Model name The model name assigned by the reporting institution shall be reported. 030 IRBA Risk parameter The IRBA risk parameter shall be one of the following: (a) PD; (b) LGD; (c) CCF. 040 EAD Column 110 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 The aggregate exposure value of the transactions included in each portfolio (see column 060) treated with the specific model shall be reported. 050 EAD weighted average default rate for calibration The EAD-weighted average of the annual default rates used in the calibration of the PD models shall be reported. 060 Case weighted average default rate for calibration The case-weighted average of the annual default rates used in the calibration of the PD models shall be reported. 070 Long-run PD The central tendency used by the institution in the calibration of the models that incorporates any prudent adjustment to the simple case weighted average of the annual default rates used in the calibration of the PD models shall be reported. 080 Cure rate defaulted asset The cure rate defaulted asset is the percentage of defaulted outstanding that returns in ‘non-defaulted’ status over a 12 months period. An institution that does not calculate cure rates for a given model shall calculate a proxy taking into account the definition provided. The institution shall report the use of a proxy to the competent authority. 090 Recovery rate of the foreclosed assets for not cured defaults The case-weighted average recovery rate of the foreclosed assets for not cured defaults included in the time series used by the institution for the calibration of the LGD models on non-defaulted assets shall be reported. An institution that does not have a specific recovery rate of the foreclosed assets for no cured defaults shall calculate a proxy taking into account the definition provided. The institution shall report the use of a proxy to the competent authority. 100 Recovery period of the foreclosed assets for not cured defaults The case-weighted average length of the recovery period (from the start of the default status to the completion date of the recovery procedures) for the non-cured defaults included in the time series used by the institution for the calibration of the LGD models on non-defaulted assets shall be reported. It shall be expressed in number of days. An institution that does not have a specific recovery period length of the foreclosed assets for no cured defaults shall calculate a proxy taking into account the definition provided. The institution shall report the use of a proxy to the competent authority. 110 Joint decision Article 20(2)(a) of Regulation (EU) No 575/2013 The institution shall report whether or not a joint decision on prudential requirements does exist between the consolidating and the other (host) competent authority regarding the permission to use the IRB approach for the calculation of the prudential requirements for the exposures held by the subsidiaries of the institutions in the reported benchmarking portfolios. 120 Consolidating supervisor Article 20 of Regulation (EU) No 575/2013 The country ISO code of the country of origin of the competent authority responsible for the consolidated supervision of the institution using an IRB approach shall be reported. C 105.02 — Mapping of internal models to portfolios Column Label Legal reference Instructions 010 Portfolio ID Column 010 of templates 102 and 103 The code assigned by the EBA to the portfolio for which the institution reports the results of the calculation shall be reported. 020 Internal model ID Column 010 of template 105.01 The internal model ID assigned by the reporting institution shall be reported. C 105.03 — Mapping of internal models to countries Column Label Legal reference Instructions 010 Internal model ID Column 010 of template 105.01 The internal model ID assigned by the reporting institution shall be reported. Where one internal model ID is associated with several countries, separate rows shall be reported for each combination of ‘Internal model ID’ and ‘Host supervisor’. Columns 010 and 020 are a composite row identifier and together must be unique for each row in the table. 020 Host supervisor Article 20 of Regulation (EU) No 575/2013 The country ISO code of the country of origin of the competent authority responsible for the supervision of the subsidiary on an individual basis for each institution where the IRB exposures reported for each benchmarking portfolio are booked shall be reported (irrespective of the existence of any permission granted by the host supervisor to apply an IRB approach). ’ ## Annex V ‘ANNEX V MARKET BENCHMARKING PORTFOLIOS COMMON INSTRUCTIONS An institution shall apply all of the following: (a) Unless explicitly specified otherwise in the portfolio description, all positions shall be booked on 13 October 2016. Once positions have been booked, each portfolio shall age for the duration of the benchmarking exercise. Furthermore, calculations shall be made under the assumption that the institution will not take any action to manage the portfolio during the entire period of the benchmarking exercise. Unless explicitly stated otherwise in the specifications for a particular portfolio, strike prices for option positions shall be determined relative to prices for the underlying as observed at market close on 13 October 2016; (b) for the purpose of the pre-benchmarking exercise validation, the valuation of each portfolio shall be submitted to the institution's competent authority by [date of entry into force]. Initial Market Valuation (IMV) means the sum of the market value at the booking date and of the unrealised balance (i.e. profit or loss that has been made but not yet realised or that would be realised if the position would be closed out (or ‘unwound’)) between the booking date and the valuation date and time. Therefore, IMV means the mark-to-market value on the valuation date and time. The valuation shall be performed on 27 October 2016, 5.30 pm CET (4.30 pm GMT); (c) the risks of the positions shall be calculated without taking into account the funding costs; (d) to the extent possible, counterparty credit risk shall be excluded when valuing the risks of the portfolios; (e) the 10-day 99 % VaR shall be calculated on a daily basis. Stressed Value-at-Risk (‘sVaR’) and the Incremental Risk Charge (‘IRC’) may be calculated on a weekly basis. sVaR and IRC shall be based on end–of-day prices for each Friday in the time window of the benchmarking exercise; (f) for each portfolio, results in the base currency of the portfolio, as required in the tables below, shall be provided; (g) for transactions that include long positions in Credit Default Swaps (‘CDS’), it shall be assumed that an immediate up-front fee is paid to enter the position as per the market conventions. It shall be assumed that the maturity dates for all CDS positions in the exercise follow conventional quarterly termination dates; (h) additional specifications needed in order to carry out pricing calculations required for CDS positions shall be done in a way that is consistent with commonly used market standards and conventions; (i) the maturity date that ensures that the transaction is closest to the term-to-maturity specified shall be used; (j) for material details of the product specification that are not explicitly stated in this Annex, the assumptions that have been used, including day count convention, and the choice for a tradable and liquid instrument where permitted, shall be provided along with the results; (k) the abbreviations ATM, OTM and ITM refer to the relative position of the current or future price of a derivative's underlying asset with respect to the strike price of that derivative (‘moneyness’). ATM stands for ‘at the money’, OTM stands for ‘out of the money’, and ITM stands for ‘in the money’; (l) all options shall be treated as if they are traded over-the-counter (‘OTC’), unless explicitly specified otherwise in the portfolio; (m) the standard timing conventions for OTC options shall be followed (i.e. expiry dates are the business day following a non-trading day). The timing convention for options shall be as follows: the time to maturity for a n-month option shall be n months. Where options expire on a non-trading day, institutions shall adjust the expiration date per business day, in accordance with common market practices; (n) all OTC options shall be treated as follows: as American for single name equities and commodities; as European for equity indices, foreign exchange and swaptions; (o) for all options, the premium from the initial market value calculations shall be excluded, so that options shall be considered as ‘naked’; (p) regarding the Correlation Trading Portfolio (CTP), IM stands for Risk Measures resulting from Internal Model calculations for CTP in accordance with Article 377 of Regulation (EU) No 575/2013. It is indicated as All Price Risk (APR) in Annex VI to this Implementing Regulation; (q) for the positions denominated in a common base currency but composed of one or more instruments denominated in a different currency, the Initial Market Valuation (‘IMV’) shall be converted in the common portfolio base currency using the appropriate foreign exchange (‘FX’) spot rate at the end of the booking date (13 October 2016). The same common portfolio base currency that was used to convert the IMV shall be used for profit-and-loss results (‘P&L’) and risk and stressed measures (VaR, sVaR, IRC, APR) by using the corresponding and appropriate FX rate; (r) when booking all positions, institutions shall follow appropriate market conventions unless otherwise specified. In the following sections, ‘long’ means ‘buy’ and ‘short’ means ‘sell’. For CDS positions, ‘long’ means ‘buy protection’ and ‘short’ means ‘sell protection’, following standard market practice; (s) where an instrument is subject to a corporate action including a call from the issuer, or a default or similar actions, institutions shall exclude that instrument from the portfolio together with any related CDS or option; (t) ‘on-the-run’ referring to an Index series means the most liquid and tradable series of that specific index available on the market. Institutions shall communicate their choice of the Index series along with the related results in the appropriate text cell in the templates; (u) the Euro Interbank Offered Rate (‘EURIBOR’) is the rate calculated by the European Money Markets Institute at different maturities for Euro interbank term deposits; (v) the London Interbank Offered Rate (‘LIBOR’) is the rate calculated by the Intercontinental Exchange at different maturities for interbank term deposits in different currencies; Section 1: Non-Correlation Trading Portfolios Portfolio numberRisk factor Portfolios Currency Risk Metrics requested Equity Portfolios 1 Equity Equity index futures Long delta Long 30 contracts ATM*, last trading date 17 March 2017, delivery date 20 March 2017, FTSE 100 index futures (1 contract = 10 underlying) * The futures price is based on the index level at NYSE Liffe London market close on 13 October 2016. GBP VaR and sVaR 2 Equity Bullish leveraged trade Long gamma and long vega Long 100 contracts OTC Apple (AAPL US Equity) OTM* 6-month call options (1 contract = 100 shares underlying) * The strike price is out-of-the-money by 10 % relative to the stock price at market close on 13 October 2016. USD VaR and sVaR 3 Equity Volatility trade #1 Short short-term vega & long long-term vega Short straddle 6-month ATM* S&P 500 Index OTC options (30 contracts; 1 contract = 100 underlying) Long straddle 2-year ATM* S&P 500 Index OTC options (30 contracts; 1 contract = 100 underlying) * The strike price is based on the index level at NYSE at 4:30 pm New York on 13 October 2016. USD VaR and sVaR 4 Equity Volatility trade #2 (smile effect) Long/short puts on FTSE 100 Long 40 contracts of put options on FTSE 100 index (with a strike price that is 10 % OTM* based on the end-of-day index value), last trading date 17 March 2017, delivery date 20 March 2017 (1 contract = 10 underlying) Short 40 contracts of put options on FTSE 100 index (with a strike price that is 10 % ITM* based on the end-of-day index value), last trading date 17 March 2017, delivery date 20 March 2017 (1 contract = 10 underlying) * The strike price is based on the index level at NYSE Liffe London market close on 13 October 2016. GBP VaR and sVaR 5 Equity Equity spot and short call position (‘covered call’) Long 50 000 equity shares Generali SPA (G IM Equity) at the stock price at market close on 13 October 2016. Sell 6-month Call option on Generali SPA (G IM Equity) for 50 000 equity shares with a strike price that is 10 % above the price specified previously. EUR VaR and sVaR 6 Equity Collar Strategy Long 10 000 equity shares Sanofi (SAN FP Equity) at the stock price at market close on 13 October 2016. Sell 10 % OTM 6-month Call and Buy 10 % OTM 6-month Put for 10 000 equity shares Sanofi relative to the above specified price. EUR VaR and sVaR 7 Equity Long Strangle 12-month maturity Buy 12-month 10 % OTM Call on 10 000 equity shares Aviva Plc. (AV/LN Equity) relative to the stock price at market close on 13 October 2016. Buy 12-month 10 % OTM Put for 10 000 equity shares Aviva Plc. (AV/LN Equity) relative to the stock price at market close on 13 October 2016 GBP VaR and sVaR Interest Rate 8 IR Curve flattener trade Long long-term and short short-term treasuries Long EUR 5 million 10-year German Treasury bond (ISIN: DE0001102382, expiry 15 August 2025) Short EUR 20 million 2-year German Treasury note (ISIN:DE0001141679, expiry 12 October 2018) EUR VaR, sVaR and IRC 9 IR Interest rate swap Receive fixed rate and pay floating rate Fixed leg: receive annually Floating leg: 3-month Euribor rate, pay quarterly Notional: EUR 5 million Roll convention and calendar: standard Effective date: 13 October 2016 (i.e. rates to be used are those at the market close on 13 October 2016) Maturity date: 13 October 2026 EUR VaR and sVaR 10 IR Two-year swaption on ten-year interest rate swap Seller* of an OTC receiver swaption with maturity of two years on the interest rate swap described in row 9 but with a modified effective date and maturity date. Effective date: 13 October 2016 Expiry date (of swaption): 14 October 2018 Maturity date (of the underlying swap): 13 October 2028 Premium paid at expiry Cash settled * The strike price is based on the IRS rate as per row 9 (i.e. the strike price is the fixed rate as per row 9) * The institution is the seller of the option on the swap. The counterparty of the institution buys the right to enter a swap with the institution; if the counterparty exercises its right, it will receive the fixed rate while the institution will receive the floating rate. EUR VaR and sVaR 11 IR Interest rate swap USD Receive fixed rate and pay floating rate Fixed leg: receive annually Floating leg: 1-year USD Libor rate, pay yearly Notional: USD 5 million Roll convention and calendar: standard Effective date 13 October 2016 (i.e. rates to be used are those at the market close on 13 October 2016) Maturity date: 13 October 2026 USD VaR and sVaR 12 IR Inflation zero coupon swap CPTFEMU index 10Y maturity par zero coupon swap See details in Section 2.1 of this Annex. EUR VaR and sVaR FX 13 FX Covered FX call Short EUR/USD and short put EUR call USD option Short 6-month EUR/USD forward contracts (i.e. long USD short EUR), cash-settled, with USD 20 million notional purchased at the EUR/USD ECB reference rate as of end of day 13 October 2016 Short 6-month put EUR call USD option notional USD 40 million (i.e. short USD against EUR), cash-settled, with strike price corresponding to the six-month forward exchange rate as of end of day 13 October 2016 Effective date: 13 October 2016 Expiry date: 13 April 2017 EUR VaR and sVaR 14 FX Mark-to-market cross-currency basis swap 2 Year 3-month USD Libor vs 3-month Euribor swap See details in Section 2.2 of this Annex. EUR VaR and sVaR 15 FX Knock-out option Vanilla option that ceases to exist if the underlying spot breaches a predetermined barrier before maturity, cash-settled. See details in Section 2.3 of this Annex. EUR VaR and sVaR 16 FX Double no touch option Digital option that pays a predetermined amount if the spot does not touch any of the barriers during the life of the option, cash-settled. See details in Section 2.4 of this Annex. EUR VaR and sVaR Commodity 17 Commodity Gold forwards position Long short-term and Short long-term contracts Long 3 500 000 6-month ATM OTC London Gold Forwards contracts (1 contract = 0,001 troy ounces, notional: 3 500 troy ounces) Short 4 300 000 1-year ATM OTC London Gold Forwards contracts (Notional: 4 300 troy ounces) USD VaR and sVaR 18 Commodity Short oil put options Short 30 contracts of 6-month OTC WTI Crude Oil puts with strike = 12-month end-of-day forward price on 13 October 2016 (1 contract = 1 000 barrels, total notional 30 000 barrels) USD VaR and sVaR Credit Spread 19 Credit Spread Sovereign CDS portfolio Short protection via CDS on five countries Short EUR 2 million per single-name 5year CDS (total 10 million notional) on the following countries: effective date: 13 October 2016 restructuring clause: FULL Country currency Italy USD UK USD Germany USD France USD US EUR EUR VaR, sVaR and IRC 20 Credit Spread Sovereign bond/CDS portfolio Sovereign bond basis portfolio on five countries Long EUR 2 million per single-name 5 year CDS (total 10 million notional) on the following countries: Italy, UK, Germany, France, US as in portfolio in row 19 Long EUR 2 million per single-name 5 year bonds (total 10 million notional) on the following countries: Italy, UK, Germany, France, US (as identified in the following table) effective date 13 October 2016 to convert the notional of the non-euro bonds use the FX spot as at end of day 13 October 2016 Identifier Description IT0004966401 BTP 1 May 2021 DE0001135457 BUND 4 September 2021 GB00B4RMG977 GILT 7 September 2021 FR0010192997 OAT 25 April 2021 US912828D721 TBOND 31 August 2021 EUR VaR, sVaR and IRC 21 Credit Spread Sector concentration portfolio Short protection via CDS on 6 insurance conglomerates Short 1 million notional per single-name 5 year CDS (total EUR 6 million notional) on the following companies effective date 13 October 2016 Name Currency Doc clause Generali SpA EUR MM Allianz EUR MM AXA EUR MM Aegon EUR MM Aviva EUR MM Swiss Rinsurance EUR MM EUR VaR, sVaR and IRC 22 Credit Spread Diversified index portfolio Short protection via CDS index Short EUR 10 million notional iTraxx 5-year Europe SF index,on-the-run Series effective date 13 October 2016 EUR VaR, sVaR and IRC 23 Credit Spread Diversified index portfolio (higher concentration) Short protection via CDS index Short EUR 5 million notional* iTraxx 5-year Europe SF index,on-the-run Series, Short EUR 5 million notional (equally weighted) on the following five financials belonging to the iTraxx 5-year Europe SF index,on the run Series, CDS name Currency Doc clause Allianz SE CDS EUR SR 5Y EUR MM AXA CDS EUR SR 5Y EUR MM Generali Assicurazioni CDS EUR SR 5Y EUR MM AEGON N.V. CDS EUR SR 5Y EUR MM Aviva Plc CDS EUR SR 5Y EUR MM Effective date: 13 October 2016 * Each single name CDS shall have a notional of EUR 1 million. EUR VaR, sVaR and IRC 24 Credit Spread Diversified corporate portfolio Short protection via CDS on 10 European corporates Short EUR 1 million notional per single-name 5 year CDS (total EUR 10 million notional) on the following 10 companies (for USD CDS use the exchange rate at 13 October 2016): Name Currency Total SA EUR Telefonica SA EUR Siemens EUR Royal Dutch Shell EUR Unilever EUR Airbus Group EUR Bayer AG EUR Vodafone EUR Enel SpA EUR Roche EUR EUR VaR, sVaR and IRC 25 Credit Spread Index basis Short EUR 5 million notional iTraxx 5-year Europe SF index,on the run Series, Effective date: 13 October 2016 Long EUR 5 million notional on all constituents of iTraxx 5-year Europe SF index,on–the-run Series (i.e. the aggregate notional is EUR 5 million and all names are equally weighted) Effective date: 13 October 2016 EUR VaR, sVaR and IRC 26 Credit Spread CDS bond basis Long bonds EUR 2 million per single-name 5 year bonds on 3 EU Corporates. ISIN Security name XS0647298883 ENEL SPA 7 December 2021 BBG0000DZMN8 VODAFONE GROUP PLC 20 January 2022 FR0011380476 AXA SA 15 March 2021 Long protection via CDS on the same names (EUR 2 million per single-name 5 year). Name Currency Doc clause Enel SpA EUR MM Vodafone Group PLC EUR MM AXA EUR MM EUR VaR, sVaR and IRC 27 Credit Spread Short index put on ITraxx Europe Crossover on-the-run See details in Section 2.5 of this Annex. EUR VaR, sVaR and IRC 28 Credit Spread Quanto CDS on Spain with delta hedge See details in Section 2.6 of this Annex. EUR VaR, sVaR and IRC All-in portfolios 29 All-in portfolio (1) A portfolio made of the portfolios in rows 1 to 28 EUR VaR, sVaR and IRC 30 All-in Equity portfolio (2) A portfolio made of the equity portfolios in rows 1 to 7 EUR VaR and sVaR 31 All-in IR portfolio (3) A portfolio made of the interest rate portfolios in rows 8 to 12 EUR VaR and sVaR 32 All-in FX portfolio (4) A portfolio made of the FX portfolios in rows 13 to 16 EUR VaR and sVaR 33 All-in Commodity portfolio (5) A portfolio made of the commodity portfolios in rows 17 and 18 EUR VaR and sVaR 34 All-in Credit Spread portfolio (6) A portfolio made of the credit spread portfolios in rows 19 to 28 EUR VaR, sVaR and IRC Section 2: Details for portfolios 2.1. Details for portfolio n. 12: CPTFEMU index 10Y maturity zero coupon swap Contract date 13 October 2016 Payer of fixed Participating institution Payer of HICP XT Float Counterparty Notional amount EUR 10 000 000,0 Start date 13 October 2016 Maturity date 13 October 2026 Fixed rate details Fixed rate 2,000 per cent Payment day convention Modified Following Payment days Target Fixed payment dates 13 October 2026 HICP XT Float rate details Float rate Target Frequency At maturity in arrears Index name Eurostat Eurozone HICP Ex Tobacco Unrevised Series NSA Payment days 13 October 2026 HICP XT Fixed rate calculation method Notional amount * [(1 + Fixed rate)n – 1] HICP XT Floating rate calculation method Notional amount * [(Index(end)/Index(start)) – 1] Index (end) = HICP XT October 2026 Index unrevised Index (start) = HICP XT October 2016 Index unrevised There is no floor. 2.2 Details for portfolio n. 14: Mark-to-market (resettable) cross-currency basis swap Trade date 13 October 2016 Maturity date 15 October 2018 Business day convention Modified Following Reset dates Each quarter starting from 13 October 2016 Payment dates Quarterly Notional EUR (constant currency amount) EUR 20 000 000 Notional USD (variable currency amount) An amount corresponding to EUR 20 000 000 according to the EUR/USD spot exchange rate at the beginning of each interest period Mark-to-market amount The difference between the variable currency amount of the current interest period and the variable currency amount of the previous interest period. Interest period From the previous payment date (inclusive) to the next payment date (exclusive) Party A (variable currency payer) Counterparty Party B (constant currency payer) Participating institution Party A pays USD 3M Libor on the variable currency amount (USD) USD 3M Libor: 3-month Libor flat as quoted on Reuters page Libor01, 11:00 am London time, fixed 2 business days prior to the first day of each interest period Party B pays EUR 3M Euribor minus 20 basis points on the constant currency amount (EUR) EUR 3M Euribor: 3-month Euribor as quoted on Reuters page Euribor01, 11:00 am London time, fixed 2 business days prior to the first day of each interest period At each reset date party A will pay to party B the mark-to-market amount, if negative. At each reset date party A will receive from party B the mark-to-market amount, if positive. Initial exchange Initial exchange date Trade date EUR initial exchange amount EUR 20 000 000 USD initial exchange amount USD equivalent to EUR 20 000 000 Final exchange Final exchange date Maturity date EUR final exchange amount EUR 20 000 000,0 USD final exchange amount The variable currency amount determined for the final calculation period 2.3 Details for portfolio n. 15: Knock-out currency option Trade date 13 October 2016 Buyer Participating institution (Party B) Seller Client (Party A) Currency option style European Currency option type EUR Call USD Put Call currency & call currency amount EUR 15 000 000,0 Put currency & put currency amount Equivalent amount of EUR 15 000 000,0 based on EUR/USD exchange rate on 13 October 2016, New York closing time Strike price EUR/USD exchange rate on 13 October 2016, New York closing time Expiration date 13 October 2017 Expiration time 10:00 a.m. New York time Automatic exercise Applicable Settlement Non-Deliverable Settlement date 20 October 2017 Barrier event Applicable Event type Knock-out Spot exchange rate direction Greater than or equal to the barrier level Initial spot price value of EUR/USD on 13 October 2015 Barrier level 120 % of the initial spot price (USD/EUR) Event period start date and time Trade date at the time of execution hereof Event period end date and time Expiration date at the Expiration Time 2.4 Details for portfolio n. 16: Double no touch binary currency option Trade Date 13 October 2016 Buyer Participating institution (Party B) Seller Client [Party A] Currency option style Binary Expiration date 13 October 2017 Expiration time 10:00 AM New York time Automatic exercise Applicable Settlement Non-deliverable Settlement amount EUR 1 000 000,0 Settlement date 20 October 2017 Barrier event Applicable Event type Double No-Touch Binary Initial spot price Level of USD/EUR on 13 October 2016 Upper barrier level 120 % of the initial spot price (USD/EUR) Lower barrier level 80 % of the initial spot price (USD/EUR) Event period start date and time Trade date at the time of execution hereof Event period end date and time Expiration date at the expiration time Business day convention Following 2.5 Details for portfolio n. 27: Index put on ITraxx Europe Crossover Buyer Counterparty Seller Participating institution Option type Put (i.e. right to sell an index for which we receive the fixed coupon leg) Trade date 13 October 2016 Maturity 15 April 2017 Reference ITRAXX-Xover ‘on-the-run’ Underlying end Related reference maturity Option style European Option strike 500.00 bp Notional EUR 10 000 000,0 2.6 Details for portfolio n. 28: Quanto Euro CDS on Spain with USD delta hedge Quanto CDS General Terms: Trade date 13 October 2016 Effective date 13 October 2016 Scheduled termination date 18 December 2021 Protection seller Counterparty Protection buyer Participating institution Business day London Business day convention Modified Following Reference entity Kingdom of Spain Notional EUR 10 000 000,0 Coupon payment dates 18 March, 18 June, 18 September and 18 December of each year Coupon spread 1,00 % Fixed rate day count fraction Actual/365 (Fixed) Floating payment: Floating rate payer calculation amount EUR 10 000 000,0 Conditions to settlement Credit Event Notice Notice of publicly available information applicable Credit events The following credit events shall apply to this transaction: Bankruptcy Debt restructuring (CR) Failure to pay Settlement currency EUR Delta Hedge CDS General Terms: Trade date 13 October 2016 Effective date 13 October 2016 Scheduled termination date 18 December 2021 Protection seller Participating institution Protection buyer Counterparty Business day London Business day convention Modified Following Reference entity Kingdom of Spain Notional USD 11 000 000,0 Coupon payment dates 18 March, 18 June, 18 September and 18 December of each year Coupon spread 1,00 % Fixed rate day count fraction Actual/365 (Fixed) Floating payment: Floating rate payer calculation amount USD 11 000 000,0 Conditions to settlement Credit Event Notice Notice of publicly available information applicable Settlement currency USD Section 3: Correlation Trading Portfolios (CTPS) Portfolio numberRisk factor Portfolios Currency Risk Metrics requested 35 CTP Long position in spread hedged equity tranche of iTraxx Europe index on-the-run Series (attachment point: 0 %, detachment point: 3 %) EUR VaR, sVaR and IM for CTP 36 CTP Long position in spread hedged mezzanine tranche of iTraxx Europe index on-the-run Series (attachment point: 7 %, detachment point: 10 %) EUR VaR, sVaR and IM for CTP 37 CTP Short position in spread hedged super senior tranche of iTraxx Europe index on-the-run Series (attachment point: 30 %, detachment point: 100 %) EUR VaR, sVaR and IM for CTP The correlation trading portfolios contain positions in tranches of the iTraxx Europe index (on-the-run Series) defined in the table above. Notional is EUR 10 million for each tranche. The contractual maturity is 5 years. Valuation as of 5:00 pm New York time on each date of valuation. The running spread that shall be used is 500 bps for the tranches in portfolio 1 and 2, and 100 bps for portfolio 3. The portfolios are constructed by hedging each index tranche with the iTraxx Europe index (on the run Series) to achieve zero CS01 as of initial valuation date (‘spread hedged’). No further re-hedging is required.’ ## Annex VI ‘ANNEX VI RESULTS: SUPERVISORY BENCHMARKING PORTFOLIOS TEMPLATE RELATED INSTRUCTIONS C 106.00 — Initial Market Valuation and exclusion justification Column Label Legal reference Instructions 010 Portfolio ID Sections 1 and 3 of Annex V The portfolio number taken from Annex V to this Implementing Regulation shall be reported. 020 Portfolio Modelled for Var + sVaR (YES/NO) Either YES or NO shall be reported. 030 Portfolio Modelled for IRC (YES/NO) Either YES or NO shall be reported. 040 Portfolio Modelled for Correlation Trading (YES/NO) Either YES or NO shall be reported. 050 Rationale for Exclusion Article 4 One of the following shall be reported: (a) Model not authorised by Regulator; (b) Instrument or underlying not authorised internally; (c) Underlying or modelling feature not contemplated internally. 060 Free text box An institution may provide any additional information in this column. 070 Initial Market Valuation The mark-to-market value of each individual portfolio on 27 October 2016 at 5:30 pm CET. The mark-to-market value of each individual portfolio expressed in units of the base currency of the instrument shall be reported. C107.01 — VaR & sVaR Non-CTP. Details Row Label Legal reference Instructions 010 Methodology One of the following shall be reported: (a) Historical Simulation; (b) Montecarlo; (c) Parametric; (d) Combination/Other (please specify). Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 020 Computation of 10-day Horizon Article 365(1) of Regulation (EU) No 575/2013 One of the following shall be reported: (a) 1 day re-scaled to 10 days; (b) 10 days with overlapping periods; (c) 10 days other Methodology. Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 030 Length of observation period Article 365(1)(d) of Regulation (EU) No 575/2013 One of the following shall be reported: (a) 1 year; (b) more than 1 and up to 2 years; (c) more than 2 and up to 3 years; (d) more than 3 years. Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 040 Data Weighting Article 365(1)(d) of Regulation (EU) No 575/2013 One of the following shall be reported: (a) Unweighted; (b) Weighted; (c) The higher of the metrics in points (a) and (b). Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 050 Back-testing add-on Article 366(2) of Regulation (EU) No 575/2013 Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. Back-testing add-on means the addend with a value between 0 and 1 in accordance with Table 1 of Article 366(2) of Regulation (EU) No 575/2013. 060 Regulatory add-on Article 366(2) of Regulation (EU) No 575/2013 (‘at least 3’) Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. Regulatory add-on means the extra charge with respect to the multiplier factor for VaR (equal to at least 3) in accordance with Article 366(2) of Regulation (EU) No 575/2013. The multiplier factor shall be equal to the sum of 3, the qualitative add-on imposed by the competent authority and the back-testing add-on. 070 Methodology One of the following shall be reported: (a) Historical Simulation; (b) Montecarlo; (c) Parametric; (d) Combination/Other (please specify). Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 080 Computation of 10 day Horizon Article 365(1) of Regulation (EU) No 575/2013 One of the following shall be reported: (a) 1 day re-scaled to 10 days; (b) 10 days with overlapping periods; (c) 10 days other Methodology; Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 090 Regulatory add-on Article 366(2) of Regulation (EU) No 575/2013 Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. Regulatory add-on means the extra charge with respect to the multiplier factor for VaR (equal to at least 3) in accordance with Article 366(2) of Regulation (EU) No 575/2013. The multiplier factor shall be equal to the sum of 3, the qualitative add-on imposed by the competent authority and the back-testing add-on. C 107.02 — VaR and sVaR Non-CTP. Base Currency Results Instructions concerning sheets (z-axis) Label Legal reference Instructions Portfolio Section 1 of Annex V The portfolio number taken from Section 1 of Annex V to this Implementing Regulation shall be reported. Column Label Legal reference Instructions 010 Date VaR and sVaR value shall be reported at the following dates: (a) 06/02/2017; (b) 07/02/2017; (c) 08/02/2017; (d) 09/02/2017; (e) 10/02/2017; (f) 13/02/2017; (g) 14/02/2017; (h) 15/02/2017; (i) 16/02/2017; (j) 17/02/2017 020 VaR Article 365 of Regulation (EU) No 575/2013 The 10-day VaR obtained for each individual portfolio, without applying the “3+” regulatory multiplier, shall be reported. Figures shall be reported for each of the dates provided in column 010. 030 sVaR Article 365 of Regulation (EU) No 575/2013 The 10-day sVaR obtained for each individual portfolio, without applying the “3+” regulatory multiplier, shall be reported. Figures shall be reported for each of the dates provided in column 010. The cell shall be left blank if the institution does not calculate a sVaR on the date provided in column 010 (i.e. zero values shall be reported only if the result of the calculation is actually zero). C 108.00 — One year Profit & Loss VaR This template shall be filled only by institutions that calculate VaR using historical simulation. Instructions concerning sheets (z-axis) Label Legal reference Instructions Portfolio Section 1 of Annex V The Portfolio number taken from Section 1 of Annex V to this Implementing Regulation shall be reported. Column Label Legal reference Instructions 010 Date Article 365(1)(d) of Regulation (EU) No 575/2013 Each business day, according to the calendar in the institution's jurisdiction, between 17 February 2017 and 15 February 2016 shall be reported. 020 Daily P&L Institutions that calculate VaR using Historical Simulation shall fill the one-year data series with the portfolio valuation change (i.e. daily P&L) produced on each business day (i.e. by comparing the end-of-day valuation on each business day reported in column 10 with the end-of-day valuation on the previous business day). In case a day is a bank holiday in the relevant jurisdiction, this cell shall be left blank (i.e. a zero P&L shall be reported only if there really was no change in the hypothetical value of the portfolio on a given business day). C 109.01 — IRC. Details of the Model Row Label Legal reference Instructions 010 Number of modelling factors EBA/GL/2012/3 The number of modelling factors at the overall IRC model level shall be reported. The answer shall be one of the following: (a) 1; (b) 2; (c) More than 2. Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 020 Source of LGDs EBA/GL/2012/3 The source of LGDs at the overall IRC Model level shall be reported. The answer shall be one of the following: (a) Market Convention; (b) LGD used in IRB; (c) Other. Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. C 109.02 — IRC. Details by Portfolio Instructions concerning sheets (z-axis) Label Legal reference Instructions Portfolio Section 1 of Annex V The portfolio number taken from Section 1 of Annex V to this Implementing Regulation for those portfolios only where IRC is requested, shall be reported. Row Label Legal reference Instructions 10 Liquidity Horizon Article 374(5) of Regulation (EU) No 575/2013 and EBA/GL/2012/3 The liquidity horizon applied at the portfolio level shall be reported. The answer shall be one of the following: (a) 3 months; (b) 3 to 6 months; (c) 6 to 9 months; (d) 9 to 12 months. 20 Source of PDs EBA/GL/2012/3 The source of PDs applied at the portfolio level shall be reported. The answer shall be one of the following: (a) Rating Agencies; (b) IRB; (c) Market implied; (d) Other. 30 Source of transition matrices EBA/GL/2012/3 The source of transition matrices applied at the portfolio level shall be reported. The answer shall be one of the following: (a) Rating Agencies; (b) IRB; (c) Market implied; (d) Other. C 109.03 — IRC. Amount by Portfolio/Date Instructions concerning sheets (z-axis) Label Legal reference Instructions Portfolio Section 1 of Annex V The portfolio number taken from Section 1 of Annex V to this Implementing Regulation for those portfolios only where IRC is requested, shall be reported. Column Label Legal reference Instructions 010 Date IRC shall be reported at the following dates: (a) 06/02/2017; (b) 07/02/2017; (c) 08/02/2017; (d) 09/02/2017; (e) 10/02/2017; (f) 13/02/2017; (g) 14/02/2017; (h) 15/02/2017; (i) 16/02/2017; (j) 17/02/2017 020 IRC Articles 372 to 376 of Regulation (EU) No 575/2013 and EBA/GL/2012/3 The regulatory IRC obtained for each individual portfolio shall be reported. Figures shall be reported for each of the dates provided in column 010. The cell shall be left blank if the institution does not calculate an IRC on the date reported in column 010 (i.e. zero values shall be reported only if the result of the calculation is actually zero). C 110.01 — CT. Details of the Model. Row Label Legal reference Instructions 010 Number of modelling factors Article 377 of Regulation (EU) No 575/2013 The number of modelling factors at the overall Correlation Trading Model level shall be reported. The answer shall be one of the following: (a) 1; (b) 2; (c) More than 2. Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 020 Source of LGDs Article 377 of Regulation (EU) No 575/2013 The source of LGDs at the overall Correlation Trading Model level shall be reported. The answer shall be one of the following: (a) Market Convention; (b) LGD used in IRB; (c) Other. Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. C 110.02 — CT. Details by Portfolio. Instructions concerning sheets (z-axis) Label Legal reference Instructions Portfolio Section 3 of Annex V The portfolio number taken from Section 3 of Annex V to this Implementing Regulation shall be reported. Row Label Legal reference Instructions 010 Liquidity Horizon Article 377(2) of Regulation (EU) No 575/2013 The liquidity horizon applied at the portfolio level shall be reported. The answer shall be one of the following: (a) 3 months; (b) 3 to 6 months; (c) 6 to 9 months; (d) 9 to 12 months. 020 Source of PDs Article 377 of Regulation (EU) No 575/2013 The source of PDs applied at the portfolio level shall be reported. The answer shall be one of the following: (a) Rating Agencies; (b) IRB; (c) Market implied; (d) Other. 030 Source of transition matrices Article 377 of Regulation (EU) No 575/2013 The source of the transition matrices applied at the portfolio level shall be reported. The answer shall be one of the following: (a) Rating Agencies; (b) IRB; (c) Market implied; (d) Other. C 110.03 — CT. APR by Portfolio/Date Instructions concerning sheets (z-axis) Label Legal reference Instructions Portfolio Section 3 of Annex V The portfolio number taken from Section 3 of Annex V to this Implementing Regulation shall be reported. Column Label Legal reference Instructions 010 Date Article 377 of Regulation (EU) No 575/2013 All price risk (“APR”) shall be reported at the following dates: (a) 06/02/2017; (b) 07/02/2017; (c) 08/02/2017; (d) 09/02/2017; (e) 10/02/2017; (f) 13/02/2017; (g) 14/02/2017; (h) 15/02/2017; (i) 16/02/2017; (j) 17/02/2017. 60 APR Article 377 of Regulation (EU) No 575/2013 The results obtained by applying the regulatory Correlation Trading Model to each individual portfolio shall be reported. Figures shall be reported for each of the dates provided in column 010. The cell shall be left blank if the institution does not use a Correlation Trading Model on the date provided in column 010 (i.e. zero values shall be reported only if the result of the calculation is actually zero). ’ --- Source: https://www.legislation.gov.uk/eur/2017/1486 (the official version) Page: https://openlegislation.uk/eu-regulation-2017-1486 Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.